Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 162,170 Positions 3,157 72,997 271 55,792 29,494 6,401 31,099 31,754 1,283 17,681 0 7 46,479 19,963 Changes from: March 16, 2021 Total Change is: -24,762 823 2,993 -13,957 2,772 1,760 -234 -5,521 233 -4,122 -592 0 0 -3,931 -11,435 Percent of Open Interest Represented by Each Category of Trader 1.9 45.0 0.2 34.4 18.2 3.9 19.2 19.6 0.8 10.9 0.0 0.0 28.7 12.3 Number of Traders in Each Category Total Traders: 100 4 9 . 21 13 8 21 20 8 12 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,302 Positions 11,281 1,359 58 2,431 10,632 376 14,565 3,722 117 0 643 0 9,474 21,395 Changes from: March 16, 2021 Total Change is: 317 156 16 -3 120 676 -100 -885 462 34 0 0 0 995 -768 Percent of Open Interest Represented by Each Category of Trader 29.5 3.5 0.2 6.3 27.8 1.0 38.0 9.7 0.3 0.0 1.7 0.0 24.7 55.9 Number of Traders in Each Category Total Traders: 38 4 . . . 11 . 10 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 146,112 Positions 5,318 34,303 892 53,881 45,119 5,983 40,724 27,597 967 2,428 6,227 0 35,919 25,024 Changes from: March 16, 2021 Total Change is: -1,923 2,536 -6,951 582 -4,711 -1,180 863 -98 3,487 84 -775 0 0 -404 1,192 Percent of Open Interest Represented by Each Category of Trader 3.6 23.5 0.6 36.9 30.9 4.1 27.9 18.9 0.7 1.7 4.3 0.0 24.6 17.1 Number of Traders in Each Category Total Traders: 105 4 5 . 20 20 12 25 25 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 160,581 Positions 37,802 6,936 110 69,874 39,545 6,750 23,035 66,682 1,203 2,402 563 0 19,405 38,792 Changes from: March 16, 2021 Total Change is: 14,630 11,797 -4,777 -3 -1,189 4,296 452 1,984 11,784 -543 1,180 -5 0 952 3,426 Percent of Open Interest Represented by Each Category of Trader 23.5 4.3 0.1 43.5 24.6 4.2 14.3 41.5 0.7 1.5 0.4 0.0 12.1 24.2 Number of Traders in Each Category Total Traders: 113 10 . . 21 22 10 23 31 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 641,428 Positions 27,253 431,005 1,380 398,839 69,324 25,196 51,452 58,114 6,245 38,895 2,707 3,894 88,274 43,563 Changes from: March 16, 2021 Total Change is: 2,451 542 457 -538 -5,737 2,403 2,066 2,540 -2,621 1,052 1,514 -1,672 -2 1,014 1,306 Percent of Open Interest Represented by Each Category of Trader 4.2 67.2 0.2 62.2 10.8 3.9 8.0 9.1 1.0 6.1 0.4 0.6 13.8 6.8 Number of Traders in Each Category Total Traders: 292 11 14 5 111 31 49 41 47 19 33 4 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 25,824 Positions 0 6,453 0 10,518 5,989 2,986 0 3,556 0 800 0 0 11,520 6,840 Changes from: March 16, 2021 Total Change is: 145 0 7 0 -402 420 190 0 568 0 0 0 0 357 -1,040 Percent of Open Interest Represented by Each Category of Trader 0.0 25.0 0.0 40.7 23.2 11.6 0.0 13.8 0.0 3.1 0.0 0.0 44.6 26.5 Number of Traders in Each Category Total Traders: 23 0 . 0 12 7 7 0 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 133,276 Positions 1,576 42,708 42 45,944 47,104 2,039 42,039 20,922 574 8,670 774 0 32,392 19,113 Changes from: March 16, 2021 Total Change is: 3,855 1,344 -1,442 41 -3,670 831 -17 1,714 3,007 -204 2,555 0 0 2,092 1,639 Percent of Open Interest Represented by Each Category of Trader 1.2 32.0 0.0 34.5 35.3 1.5 31.5 15.7 0.4 6.5 0.6 0.0 24.3 14.3 Number of Traders in Each Category Total Traders: 83 . 9 . 20 11 8 18 21 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 30,839 Positions 106 15,412 0 20,338 0 0 6,431 13,318 0 1,661 796 0 2,303 1,313 Changes from: March 16, 2021 Total Change is: -908 106 61 0 1,418 0 0 -2,404 -1,304 0 -29 73 0 1 262 Percent of Open Interest Represented by Each Category of Trader 0.3 50.0 0.0 65.9 0.0 0.0 20.9 43.2 0.0 5.4 2.6 0.0 7.5 4.3 Number of Traders in Each Category Total Traders: 39 . 5 0 9 0 0 9 7 0 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 130,204 Positions 727 69,705 558 61,204 4,382 792 55,933 33,575 488 4,557 17,261 15 5,930 3,428 Changes from: March 16, 2021 Total Change is: 16,280 573 12,699 53 5,696 683 -61 8,871 2,915 25 327 241 10 786 -285 Percent of Open Interest Represented by Each Category of Trader 0.6 53.5 0.4 47.0 3.4 0.6 43.0 25.8 0.4 3.5 13.3 0.0 4.6 2.6 Number of Traders in Each Category Total Traders: 139 . 10 . 20 6 4 48 27 5 15 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 47,249 Positions 16,452 1,115 389 7,240 28,233 141 15,391 8,593 1,977 3,007 4,379 175 2,477 2,247 Changes from: March 16, 2021 Total Change is: -436 3 10 97 754 259 33 -1,550 -1,272 859 -623 -28 174 -183 -568 Percent of Open Interest Represented by Each Category of Trader 34.8 2.4 0.8 15.3 59.8 0.3 32.6 18.2 4.2 6.4 9.3 0.4 5.2 4.8 Number of Traders in Each Category Total Traders: 76 . . . 9 8 . 20 16 8 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 38,253 Positions 4,562 7,155 90 9,667 6,277 952 15,701 17,204 1,410 0 1,861 6 5,865 3,298 Changes from: March 16, 2021 Total Change is: 3,688 2,280 556 90 -1,943 -291 -43 1,925 2,091 489 -113 228 0 1,003 568 Percent of Open Interest Represented by Each Category of Trader 11.9 18.7 0.2 25.3 16.4 2.5 41.0 45.0 3.7 0.0 4.9 0.0 15.3 8.6 Number of Traders in Each Category Total Traders: 78 5 . . 17 8 4 21 19 5 0 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 12,582 Positions 2,630 0 0 3,488 2,741 0 5,070 8,256 0 200 0 0 1,194 1,585 Changes from: March 16, 2021 Total Change is: 368 0 0 0 125 -132 0 405 396 0 -127 0 0 -35 104 Percent of Open Interest Represented by Each Category of Trader 20.9 0.0 0.0 27.7 21.8 0.0 40.3 65.6 0.0 1.6 0.0 0.0 9.5 12.6 Number of Traders in Each Category Total Traders: 31 . 0 0 5 . 0 10 10 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 45,440 Positions 15,391 15,587 644 8,117 2,796 719 9,208 3,212 1,521 540 14,831 0 9,302 6,132 Changes from: March 16, 2021 Total Change is: -8,992 -153 8,001 -10,760 255 418 53 1,278 -6,160 323 402 55 0 -390 -922 Percent of Open Interest Represented by Each Category of Trader 33.9 34.3 1.4 17.9 6.2 1.6 20.3 7.1 3.3 1.2 32.6 0.0 20.5 13.5 Number of Traders in Each Category Total Traders: 108 14 14 . 24 6 8 24 15 8 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 90,880 Positions 30,781 31,174 1,288 16,233 5,591 1,437 18,416 6,424 3,042 1,080 29,661 0 18,603 12,263 Changes from: March 16, 2021 Total Change is: -17,983 -305 16,002 -21,519 510 836 106 2,555 -12,319 645 804 110 0 -779 -1,844 Percent of Open Interest Represented by Each Category of Trader 33.9 34.3 1.4 17.9 6.2 1.6 20.3 7.1 3.3 1.2 32.6 0.0 20.5 13.5 Number of Traders in Each Category Total Traders: 108 14 14 . 24 6 8 24 15 8 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 22,829 Positions 708 16,858 75 15,222 0 3,273 1,366 1,998 0 0 0 0 2,185 625 Changes from: March 16, 2021 Total Change is: -11,902 -1,446 -351 -8,485 -1,766 0 155 50 -3,003 -31 0 0 0 -379 -187 Percent of Open Interest Represented by Each Category of Trader 3.1 73.8 0.3 66.7 0.0 14.3 6.0 8.8 0.0 0.0 0.0 0.0 9.6 2.7 Number of Traders in Each Category Total Traders: 26 . 7 . 13 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 508,037 Positions 77,492 158,448 3,408 240,772 93,492 63,942 38,561 78,863 8,705 20,551 57,291 607 54,000 43,281 Changes from: March 16, 2021 Total Change is: -135,862 -13,017 -7,801 -44,666 12,328 349 -19,506 -25,875 -7,701 -31,821 792 -8,694 -768 -13,328 -15,253 Percent of Open Interest Represented by Each Category of Trader 15.3 31.2 0.7 47.4 18.4 12.6 7.6 15.5 1.7 4.0 11.3 0.1 10.6 8.5 Number of Traders in Each Category Total Traders: 525 36 30 11 167 86 116 57 97 54 29 22 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 25,267 Positions 6,768 22,673 0 10,757 309 173 3,910 1,023 2 0 0 0 3,657 1,087 Changes from: March 16, 2021 Total Change is: -18,537 -4,297 -8,680 -5,256 -8,319 0 -536 97 -799 -464 0 0 0 238 -2,802 Percent of Open Interest Represented by Each Category of Trader 26.8 89.7 0.0 42.6 1.2 0.7 15.5 4.0 0.0 0.0 0.0 0.0 14.5 4.3 Number of Traders in Each Category Total Traders: 33 5 6 0 11 . . 8 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,540,184 Positions 387,462 792,241 17,038 1,203,859 467,462 319,709 192,804 394,314 43,526 102,753 286,457 3,034 269,999 216,403 Changes from: March 16, 2021 Total Change is: -523,468 -40,484 27,750 -200,864 61,640 -8,256 -87,530 -127,750 -69,796 -87,236 3,958 -43,470 -3,842 -41,360 -50,224 Percent of Open Interest Represented by Each Category of Trader 15.3 31.2 0.7 47.4 18.4 12.6 7.6 15.5 1.7 4.0 11.3 0.1 10.6 8.5 Number of Traders in Each Category Total Traders: 525 36 30 11 167 86 116 57 97 54 29 22 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 52,936 Positions 3,723 48,455 0 42,168 0 99 2,927 2,491 0 0 0 0 4,019 1,891 Changes from: March 16, 2021 Total Change is: -4,860 -19 1,846 -7,419 2,880 0 0 -71 -231 0 0 0 0 -231 944 Percent of Open Interest Represented by Each Category of Trader 7.0 91.5 0.0 79.7 0.0 0.2 5.5 4.7 0.0 0.0 0.0 0.0 7.6 3.6 Number of Traders in Each Category Total Traders: 39 . 7 0 19 0 . 6 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 24,363 Positions 305 22,286 0 18,034 669 223 925 286 0 0 0 0 4,876 899 Changes from: March 16, 2021 Total Change is: -11,317 -5,585 -3,663 -4,154 415 -506 -3,627 226 286 0 0 0 0 1,408 347 Percent of Open Interest Represented by Each Category of Trader 1.3 91.5 0.0 74.0 2.7 0.9 3.8 1.2 0.0 0.0 0.0 0.0 20.0 3.7 Number of Traders in Each Category Total Traders: 20 . 6 0 9 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 46,611 Positions 4,280 14,237 249 27,492 23,343 1,988 3,428 2,896 185 0 579 0 8,989 3,134 Changes from: March 16, 2021 Total Change is: -3,941 -2,063 -3,095 -859 -554 324 -230 1,460 92 29 -475 579 0 -1,249 -781 Percent of Open Interest Represented by Each Category of Trader 9.2 30.5 0.5 59.0 50.1 4.3 7.4 6.2 0.4 0.0 1.2 0.0 19.3 6.7 Number of Traders in Each Category Total Traders: 75 4 9 . 32 15 10 8 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 44,355 Positions 13,568 4,649 124 11,550 9,384 1,378 9,347 16,956 422 1,578 3,722 6 6,383 7,715 Changes from: March 16, 2021 Total Change is: -7,122 -1,384 304 -2,160 827 -756 -1,059 -472 -638 -1,427 -381 -162 -194 -873 -1,030 Percent of Open Interest Represented by Each Category of Trader 30.6 10.5 0.3 26.0 21.2 3.1 21.1 38.2 1.0 3.6 8.4 0.0 14.4 17.4 Number of Traders in Each Category Total Traders: 301 28 23 . 61 51 45 32 74 18 12 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 221,777 Positions 67,838 23,243 619 57,748 46,919 6,891 46,733 84,779 2,109 7,892 18,611 30 31,917 38,576 Changes from: March 16, 2021 Total Change is: -35,608 -6,920 1,519 -10,800 4,137 -3,781 -5,293 -2,360 -3,191 -7,133 -1,905 -808 -970 -4,364 -5,151 Percent of Open Interest Represented by Each Category of Trader 30.6 10.5 0.3 26.0 21.2 3.1 21.1 38.2 1.0 3.6 8.4 0.0 14.4 17.4 Number of Traders in Each Category Total Traders: 301 28 23 . 61 51 45 32 74 18 12 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 490,524 Positions 95,548 131,895 4,943 252,350 122,279 38,096 56,986 101,160 2,778 10,012 70,060 14 29,797 19,299 Changes from: March 16, 2021 Total Change is: -123,984 -34,912 26,445 -55,638 3,648 580 -12,830 -9,166 -65,911 -12,190 -568 -220 -240 -2,088 -3,980 Percent of Open Interest Represented by Each Category of Trader 19.5 26.9 1.0 51.4 24.9 7.8 11.6 20.6 0.6 2.0 14.3 0.0 6.1 3.9 Number of Traders in Each Category Total Traders: 346 26 19 5 110 50 49 49 59 17 19 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,729 Positions 5,735 22,430 0 13,130 540 0 2,655 454 0 0 0 0 2,209 305 Changes from: March 16, 2021 Total Change is: -1,961 -38 1,462 -2,915 1,445 -1 0 0 -14 -342 0 0 0 -111 -151 Percent of Open Interest Represented by Each Category of Trader 24.2 94.5 0.0 55.3 2.3 0.0 11.2 1.9 0.0 0.0 0.0 0.0 9.3 1.3 Number of Traders in Each Category Total Traders: 30 . 10 0 14 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 14,347 Positions 229 3,004 0 9,029 0 3 490 5,018 1 0 1,435 0 4,595 4,886 Changes from: March 16, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 1.6 20.9 0.0 62.9 0.0 0.0 3.4 35.0 0.0 0.0 10.0 0.0 32.0 34.1 Number of Traders in Each Category Total Traders: 20 . . 0 9 0 . . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 31,206 Positions 2,401 4,651 443 10,297 3,247 298 8,515 1,786 395 1,824 3,227 0 7,033 17,159 Changes from: March 16, 2021 Total Change is: -3,939 -413 364 158 -4,828 310 -12 1,698 -1,610 224 50 2,149 0 -816 -5,522 Percent of Open Interest Represented by Each Category of Trader 7.7 14.9 1.4 33.0 10.4 1.0 27.3 5.7 1.3 5.8 10.3 0.0 22.5 55.0 Number of Traders in Each Category Total Traders: 47 5 6 . 9 5 4 11 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 411,896 Positions 29,443 263,509 6,796 281,287 70,267 57,314 16,874 5,689 1,965 9,091 1,851 0 9,126 4,505 Changes from: March 16, 2021 Total Change is: -70,266 -3,622 8,184 -45,242 -9,661 170 -10,788 1,907 -11,751 -928 1,808 -3,385 -132 -3,608 -6,394 Percent of Open Interest Represented by Each Category of Trader 7.1 64.0 1.6 68.3 17.1 13.9 4.1 1.4 0.5 2.2 0.4 0.0 2.2 1.1 Number of Traders in Each Category Total Traders: 184 12 14 4 73 40 42 23 11 8 7 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,135,023 Positions 116,330 621,839 6,449 735,064 264,554 113,300 87,555 62,569 4,829 34,369 46,806 3,839 33,288 10,838 Changes from: March 16, 2021 Total Change is: -264,287 -363 5,584 -98,460 -44,776 -5,755 -33,349 12,623 -11,630 -19,045 2,030 -10,674 -10,058 -72,889 -80,900 Percent of Open Interest Represented by Each Category of Trader 10.2 54.8 0.6 64.8 23.3 10.0 7.7 5.5 0.4 3.0 4.1 0.3 2.9 1.0 Number of Traders in Each Category Total Traders: 425 32 15 10 177 68 88 56 38 22 26 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 170,477 Positions 22,940 131,515 19,068 25,448 6,247 3,341 88,596 410 9,751 1,131 75 0 202 70 Changes from: March 16, 2021 Total Change is: 4,192 1,112 3,859 83 864 0 0 1,911 0 250 70 0 0 -98 0 Percent of Open Interest Represented by Each Category of Trader 13.5 77.1 11.2 14.9 3.7 2.0 52.0 0.2 5.7 0.7 0.0 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 79 11 17 15 15 . . 25 . 4 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,196,984 Positions 4,574 115,888 2,243 614,607 333,945 226,843 92,737 238,071 31,533 73,140 49,763 1,198 150,109 197,500 Changes from: March 16, 2021 Total Change is: -6,611 1,231 -114 20 -1,714 7,992 3,584 1,132 -20,504 892 -10,487 742 1,198 -2,467 -421 Percent of Open Interest Represented by Each Category of Trader 0.4 9.7 0.2 51.3 27.9 19.0 7.7 19.9 2.6 6.1 4.2 0.1 12.5 16.5 Number of Traders in Each Category Total Traders: 189 5 20 . 52 38 51 20 36 22 9 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,138,540 Positions 39,889 110,535 245 635,600 291,861 207,186 53,855 361,429 7,742 61,800 14,942 0 132,223 144,600 Changes from: March 16, 2021 Total Change is: -33,943 11,079 -13,055 -176 -18,487 -11,680 2,637 -12,971 -4,667 -4,306 325 -1,485 0 -12,044 -1,211 Percent of Open Interest Represented by Each Category of Trader 3.5 9.7 0.0 55.8 25.6 18.2 4.7 31.7 0.7 5.4 1.3 0.0 11.6 12.7 Number of Traders in Each Category Total Traders: 160 6 10 . 64 36 58 11 23 9 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,298,773 Positions 169,243 160,480 29,644 916,808 429,541 335,764 507,516 1,129,887 28,292 168,572 58,017 795 142,139 126,353 Changes from: March 16, 2021 Total Change is: -67,390 4,532 -30,780 -1,137 13,446 -47,886 -5,345 -74,284 26,405 -11,389 3,982 9,126 -422 3,227 -5,962 Percent of Open Interest Represented by Each Category of Trader 7.4 7.0 1.3 39.9 18.7 14.6 22.1 49.2 1.2 7.3 2.5 0.0 6.2 5.5 Number of Traders in Each Category Total Traders: 287 12 31 10 98 33 76 41 41 21 19 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,881,815 Positions 161,373 291,614 18,447 1,358,356 1,405,702 799,123 856,758 538,978 71,032 298,516 275,582 245 317,965 481,092 Changes from: March 16, 2021 Total Change is: 76,097 -7,815 28,826 -6,152 39,277 -2,852 29,337 21,770 48,717 -8,464 -3,028 20,543 -1 11,173 -33,857 Percent of Open Interest Represented by Each Category of Trader 4.2 7.5 0.5 35.0 36.2 20.6 22.1 13.9 1.8 7.7 7.1 0.0 8.2 12.4 Number of Traders in Each Category Total Traders: 418 29 31 9 81 99 96 63 70 39 21 24 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 1,298,194 Positions 102,715 20,280 8,681 350,078 514,516 162,736 503,887 270,709 10,595 47,058 82,451 74 112,370 228,152 Changes from: March 16, 2021 Total Change is: 32,296 -4,184 2,705 1,899 3,930 25,697 2,985 31,485 -8,307 -2,482 -254 17,123 0 -1,083 -7,324 Percent of Open Interest Represented by Each Category of Trader 7.9 1.6 0.7 27.0 39.6 12.5 38.8 20.9 0.8 3.6 6.4 0.0 8.7 17.6 Number of Traders in Each Category Total Traders: 150 7 5 6 23 61 44 25 17 13 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,510,072 Positions 80,273 182,439 20,714 1,558,316 1,039,941 653,700 549,304 963,320 109,860 272,880 164,996 3,025 262,000 372,077 Changes from: March 16, 2021 Total Change is: 87,964 25,059 13,295 -2,291 5,746 -5,683 42,452 31,785 31,876 7,130 -15,187 11,317 497 -7,227 -10,629 Percent of Open Interest Represented by Each Category of Trader 2.3 5.2 0.6 44.4 29.6 18.6 15.6 27.4 3.1 7.8 4.7 0.1 7.5 10.6 Number of Traders in Each Category Total Traders: 326 14 28 10 84 71 84 38 58 29 12 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,093,485 Positions 327,744 213,658 286,296 26,314 5,155 7,666 137,440 265,684 285,773 1,200 1,500 0 21,052 27,753 Changes from: March 16, 2021 Total Change is: 45,601 -27,858 6,339 54,934 3,337 -1,397 913 43,447 11,414 -27,550 -2,455 0 0 833 948 Percent of Open Interest Represented by Each Category of Trader 30.0 19.5 26.2 2.4 0.5 0.7 12.6 24.3 26.1 0.1 0.1 0.0 1.9 2.5 Number of Traders in Each Category Total Traders: 95 23 20 41 . . . 24 18 32 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is10,870,548 Positions 1,954,924 2,067,457 1,560,920 674,423 798,065 775,432 2,269,415 1,632,622 2,733,335 53,526 152,043 255,358 593,215 895,316 Changes from: March 16, 2021 Total Change is: 275,228 24,225 184,063 -12,983 87,850 45,941 -532 63,267 -40,142 57,082 -1,467 -6,672 17,732 40,054 30,739 Percent of Open Interest Represented by Each Category of Trader 18.0 19.0 14.4 6.2 7.3 7.1 20.9 15.0 25.1 0.5 1.4 2.3 5.5 8.2 Number of Traders in Each Category Total Traders: 226 25 47 69 19 9 25 47 44 80 5 16 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 427,531 Positions 83,254 164,169 101,306 3,094 2,334 10,442 129,080 51,498 92,949 2,300 324 4,198 908 311 Changes from: March 16, 2021 Total Change is: -60,628 20,734 -15,092 -29,966 797 -10,366 -2,201 -31,692 15,846 -17,330 254 -222 -1,347 123 50 Percent of Open Interest Represented by Each Category of Trader 19.5 38.4 23.7 0.7 0.5 2.4 30.2 12.0 21.7 0.5 0.1 1.0 0.2 0.1 Number of Traders in Each Category Total Traders: 99 15 24 19 . . . 16 25 30 7 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 229,402 Positions 39,793 108,318 34,328 168 8,961 3,275 99,744 28,813 43,897 6,795 308 1,318 84 184 Changes from: March 16, 2021 Total Change is: 4,604 13,526 18,612 -6,809 -1,095 527 -175 12,776 5,471 -13,551 -364 217 268 28 44 Percent of Open Interest Represented by Each Category of Trader 17.3 47.2 15.0 0.1 3.9 1.4 43.5 12.6 19.1 3.0 0.1 0.6 0.0 0.1 Number of Traders in Each Category Total Traders: 91 10 23 13 . 4 . 26 21 30 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 132,750 Positions 0 46,283 0 1,753 2,722 0 4,737 28,244 54,873 71,384 500 0 3 128 Changes from: March 16, 2021 Total Change is: 10,246 0 3,625 0 0 171 0 299 -8,765 15,166 -5,220 0 0 1 49 Percent of Open Interest Represented by Each Category of Trader 0.0 34.9 0.0 1.3 2.1 0.0 3.6 21.3 41.3 53.8 0.4 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 30 0 8 0 . 5 0 . 6 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 9,897 Positions 502 132 181 358 463 120 2,606 7,198 623 2,608 315 71 2,828 794 Changes from: March 16, 2021 Total Change is: 562 34 -71 118 1 -53 65 507 442 -219 256 176 27 -227 77 Percent of Open Interest Represented by Each Category of Trader 5.1 1.3 1.8 3.6 4.7 1.2 26.3 72.7 6.3 26.4 3.2 0.7 28.6 8.0 Number of Traders in Each Category Total Traders: 84 . . . . . . 31 21 9 16 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 36,732 Positions 315 8,057 0 7,869 3,186 1,015 14,122 19,529 1,153 7,081 1,800 0 5,177 1,992 Changes from: March 16, 2021 Total Change is: 1,364 -1,849 0 -1 508 -441 -125 1,616 2,035 3 1,228 83 -9 -7 -181 Percent of Open Interest Represented by Each Category of Trader 0.9 21.9 0.0 21.4 8.7 2.8 38.4 53.2 3.1 19.3 4.9 0.0 14.1 5.4 Number of Traders in Each Category Total Traders: 107 . . 0 10 6 . 27 24 6 24 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 384,390 Positions 60,099 23,513 6,935 145,302 70,691 23,692 32,122 138,329 70,866 6,116 3,051 7,640 31,618 39,673 Changes from: March 16, 2021 Total Change is: -28,143 520 -1,857 -6,673 1,101 5,011 125 -5,277 -6,874 -18,978 -2,638 -603 -5,657 9,334 7,363 Percent of Open Interest Represented by Each Category of Trader 15.6 6.1 1.8 37.8 18.4 6.2 8.4 36.0 18.4 1.6 0.8 2.0 8.2 10.3 Number of Traders in Each Category Total Traders: 171 12 12 15 16 31 20 34 44 47 7 9 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 38,472 Positions 3,347 4,757 73 32,759 1,753 177 849 31,608 0 885 45 0 382 59 Changes from: March 16, 2021 Total Change is: -20,619 0 554 -1,269 -9,600 -7 0 22 -11,819 -8,056 -1,668 -13 -6 -42 -3 Percent of Open Interest Represented by Each Category of Trader 8.7 12.4 0.2 85.2 4.6 0.5 2.2 82.2 0.0 2.3 0.1 0.0 1.0 0.2 Number of Traders in Each Category Total Traders: 42 . . . 11 4 . 4 7 0 11 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 25, 2021