Traders in Financial Futures - Futures Only Positions as of March 30, 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 164,199 Positions 2,538 75,307 289 59,136 29,284 6,154 31,086 32,163 1,954 16,980 519 7 46,055 18,522 Changes from: March 23, 2021 Total Change is: 2,029 -619 2,310 18 3,344 -210 -247 -13 409 671 -701 519 0 -424 -1,441 Percent of Open Interest Represented by Each Category of Trader 1.5 45.9 0.2 36.0 17.8 3.7 18.9 19.6 1.2 10.3 0.3 0.0 28.0 11.3 Number of Traders in Each Category Total Traders: 107 4 9 . 23 12 6 20 26 10 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 42,770 Positions 12,628 1,708 12 2,325 11,898 475 17,799 4,277 117 0 643 0 9,414 23,640 Changes from: March 23, 2021 Total Change is: 4,468 1,347 349 -46 -106 1,266 99 3,234 555 0 0 0 0 -60 2,245 Percent of Open Interest Represented by Each Category of Trader 29.5 4.0 0.0 5.4 27.8 1.1 41.6 10.0 0.3 0.0 1.5 0.0 22.0 55.3 Number of Traders in Each Category Total Traders: 41 4 . . . 11 . 12 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 139,779 Positions 5,714 32,065 1,405 47,874 46,592 5,863 41,021 19,298 756 2,952 6,227 0 34,194 27,573 Changes from: March 23, 2021 Total Change is: -6,333 396 -2,238 513 -6,007 1,473 -120 297 -8,299 -211 524 0 0 -1,725 2,549 Percent of Open Interest Represented by Each Category of Trader 4.1 22.9 1.0 34.2 33.3 4.2 29.3 13.8 0.5 2.1 4.5 0.0 24.5 19.7 Number of Traders in Each Category Total Traders: 99 4 6 4 19 20 11 27 16 10 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 166,091 Positions 48,484 7,277 104 67,615 44,377 6,555 22,715 65,897 1,080 700 563 0 18,838 40,238 Changes from: March 23, 2021 Total Change is: 5,510 10,682 341 -6 -2,259 4,832 -195 -320 -785 -123 -1,702 0 0 -567 1,446 Percent of Open Interest Represented by Each Category of Trader 29.2 4.4 0.1 40.7 26.7 3.9 13.7 39.7 0.7 0.4 0.3 0.0 11.3 24.2 Number of Traders in Each Category Total Traders: 115 9 4 . 22 23 14 23 31 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 645,121 Positions 34,931 416,782 1,546 385,040 79,882 25,837 57,133 63,913 6,748 38,532 2,648 3,733 91,621 44,032 Changes from: March 23, 2021 Total Change is: 3,693 7,678 -14,223 166 -13,799 10,558 641 5,681 5,799 503 -363 -59 -161 3,347 469 Percent of Open Interest Represented by Each Category of Trader 5.4 64.6 0.2 59.7 12.4 4.0 8.9 9.9 1.0 6.0 0.4 0.6 14.2 6.8 Number of Traders in Each Category Total Traders: 291 13 14 6 105 36 46 45 44 22 30 4 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 26,092 Positions 0 6,237 0 9,646 6,713 3,333 0 3,534 0 800 0 0 12,313 6,275 Changes from: March 23, 2021 Total Change is: 268 0 -216 0 -872 724 347 0 -22 0 0 0 0 793 -565 Percent of Open Interest Represented by Each Category of Trader 0.0 23.9 0.0 37.0 25.7 12.8 0.0 13.5 0.0 3.1 0.0 0.0 47.2 24.0 Number of Traders in Each Category Total Traders: 23 0 . 0 10 9 9 0 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 21,157 Positions 2,414 4,509 20 6,425 8,763 1,740 1,094 1,545 0 0 913 62 9,402 3,605 Changes from: March 23, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 11.4 21.3 0.1 30.4 41.4 8.2 5.2 7.3 0.0 0.0 4.3 0.3 44.4 17.0 Number of Traders in Each Category Total Traders: 21 . . . 7 8 6 . . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 137,335 Positions 2,604 44,564 42 46,984 48,342 1,756 48,309 20,167 547 9,576 774 0 27,517 21,143 Changes from: March 23, 2021 Total Change is: 4,059 1,028 1,856 0 1,040 1,238 -283 6,270 -755 -27 906 0 0 -4,875 2,030 Percent of Open Interest Represented by Each Category of Trader 1.9 32.4 0.0 34.2 35.2 1.3 35.2 14.7 0.4 7.0 0.6 0.0 20.0 15.4 Number of Traders in Each Category Total Traders: 82 . 9 . 20 12 7 16 19 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 29,323 Positions 206 15,300 0 20,646 0 0 5,001 11,440 32 1,692 893 0 1,746 1,658 Changes from: March 23, 2021 Total Change is: -1,516 100 -112 0 308 0 0 -1,430 -1,878 32 31 97 0 -557 345 Percent of Open Interest Represented by Each Category of Trader 0.7 52.2 0.0 70.4 0.0 0.0 17.1 39.0 0.1 5.8 3.0 0.0 6.0 5.7 Number of Traders in Each Category Total Traders: 38 . 5 0 8 0 0 9 8 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 136,497 Positions 312 75,422 696 62,099 4,204 364 61,507 33,611 1,017 4,108 17,628 5 6,389 3,550 Changes from: March 23, 2021 Total Change is: 6,293 -415 5,717 138 895 -178 -428 5,574 36 529 -449 367 -10 459 122 Percent of Open Interest Represented by Each Category of Trader 0.2 55.3 0.5 45.5 3.1 0.3 45.1 24.6 0.7 3.0 12.9 0.0 4.7 2.6 Number of Traders in Each Category Total Traders: 143 . 11 . 21 6 4 48 32 8 13 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 65,860 Positions 16,459 1,359 19,804 6,444 27,211 152 14,317 9,261 1,915 4,060 3,539 0 2,709 2,619 Changes from: March 23, 2021 Total Change is: 18,611 7 244 19,415 -796 -1,022 11 -1,074 668 -62 1,053 -840 -175 232 372 Percent of Open Interest Represented by Each Category of Trader 25.0 2.1 30.1 9.8 41.3 0.2 21.7 14.1 2.9 6.2 5.4 0.0 4.1 4.0 Number of Traders in Each Category Total Traders: 80 . . . 8 7 . 21 15 6 14 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 36,805 Positions 5,410 7,634 152 8,012 6,912 404 16,005 14,992 1,465 0 1,860 6 5,351 3,380 Changes from: March 23, 2021 Total Change is: -1,448 848 479 62 -1,655 635 -548 304 -2,212 55 0 -1 0 -514 82 Percent of Open Interest Represented by Each Category of Trader 14.7 20.7 0.4 21.8 18.8 1.1 43.5 40.7 4.0 0.0 5.1 0.0 14.5 9.2 Number of Traders in Each Category Total Traders: 78 6 . . 16 9 4 20 19 7 0 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 12,684 Positions 2,630 0 0 3,662 2,763 0 4,988 8,339 0 200 0 0 1,204 1,582 Changes from: March 23, 2021 Total Change is: 102 0 0 0 174 22 0 -82 83 0 0 0 0 10 -3 Percent of Open Interest Represented by Each Category of Trader 20.7 0.0 0.0 28.9 21.8 0.0 39.3 65.7 0.0 1.6 0.0 0.0 9.5 12.5 Number of Traders in Each Category Total Traders: 32 . 0 0 5 . 0 10 11 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 44,724 Positions 15,170 13,401 790 8,079 3,832 1,044 8,805 4,261 657 948 14,534 0 9,233 6,207 Changes from: March 23, 2021 Total Change is: -717 -221 -2,186 146 -38 1,036 325 -403 1,049 -864 408 -297 0 -69 75 Percent of Open Interest Represented by Each Category of Trader 33.9 30.0 1.8 18.1 8.6 2.3 19.7 9.5 1.5 2.1 32.5 0.0 20.6 13.9 Number of Traders in Each Category Total Traders: 110 15 13 . 25 7 9 25 13 8 5 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 89,447 Positions 30,339 26,802 1,579 16,157 7,663 2,087 17,610 8,521 1,314 1,896 29,068 0 18,465 12,413 Changes from: March 23, 2021 Total Change is: -1,433 -442 -4,372 291 -76 2,072 650 -806 2,097 -1,728 816 -593 0 -138 150 Percent of Open Interest Represented by Each Category of Trader 33.9 30.0 1.8 18.1 8.6 2.3 19.7 9.5 1.5 2.1 32.5 0.0 20.6 13.9 Number of Traders in Each Category Total Traders: 110 15 13 . 25 7 9 25 13 8 5 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 26,928 Positions 940 19,590 451 16,756 0 3,399 2,778 2,959 0 0 0 0 2,604 529 Changes from: March 23, 2021 Total Change is: 4,099 232 2,732 376 1,534 0 126 1,412 961 0 0 0 0 419 -96 Percent of Open Interest Represented by Each Category of Trader 3.5 72.7 1.7 62.2 0.0 12.6 10.3 11.0 0.0 0.0 0.0 0.0 9.7 2.0 Number of Traders in Each Category Total Traders: 29 . 9 . 13 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 529,023 Positions 73,204 153,655 11,349 243,991 90,179 63,242 43,483 83,091 14,227 20,658 58,733 612 58,257 53,935 Changes from: March 23, 2021 Total Change is: 20,986 -4,289 -4,793 7,942 3,220 -3,314 -699 4,922 4,228 5,521 107 1,442 5 4,257 10,655 Percent of Open Interest Represented by Each Category of Trader 13.8 29.0 2.1 46.1 17.0 12.0 8.2 15.7 2.7 3.9 11.1 0.1 11.0 10.2 Number of Traders in Each Category Total Traders: 524 33 31 17 169 84 117 66 94 53 29 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 25,137 Positions 7,221 22,047 0 11,387 0 170 2,971 1,854 2 0 0 0 3,386 1,064 Changes from: March 23, 2021 Total Change is: -130 453 -626 0 630 -309 -3 -939 831 0 0 0 0 -271 -23 Percent of Open Interest Represented by Each Category of Trader 28.7 87.7 0.0 45.3 0.0 0.7 11.8 7.4 0.0 0.0 0.0 0.0 13.5 4.2 Number of Traders in Each Category Total Traders: 32 5 5 0 12 0 . 7 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 2,564,664 Positions 362,268 804,160 20,491 1,219,957 450,893 316,212 212,212 411,336 44,836 103,290 293,665 3,060 282,338 220,011 Changes from: March 23, 2021 Total Change is: 24,480 -25,194 11,919 3,453 16,098 -16,569 -3,497 19,408 17,022 1,310 537 7,208 26 12,339 3,608 Percent of Open Interest Represented by Each Category of Trader 14.1 31.4 0.8 47.6 17.6 12.3 8.3 16.0 1.7 4.0 11.5 0.1 11.0 8.6 Number of Traders in Each Category Total Traders: 523 33 31 15 169 84 117 66 93 52 29 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 53,299 Positions 3,720 49,618 0 42,374 0 99 3,395 2,483 0 0 0 0 3,711 1,099 Changes from: March 23, 2021 Total Change is: 363 -3 1,163 0 206 0 0 468 -8 0 0 0 0 -308 -792 Percent of Open Interest Represented by Each Category of Trader 7.0 93.1 0.0 79.5 0.0 0.2 6.4 4.7 0.0 0.0 0.0 0.0 7.0 2.1 Number of Traders in Each Category Total Traders: 43 . 7 0 21 0 . 8 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 24,779 Positions 277 22,706 0 20,285 664 228 935 350 0 0 0 0 3,054 831 Changes from: March 23, 2021 Total Change is: 416 -28 420 0 2,251 -5 5 10 64 0 0 0 0 -1,822 -68 Percent of Open Interest Represented by Each Category of Trader 1.1 91.6 0.0 81.9 2.7 0.9 3.8 1.4 0.0 0.0 0.0 0.0 12.3 3.4 Number of Traders in Each Category Total Traders: 20 . 7 0 8 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 45,433 Positions 4,456 14,020 247 26,572 23,135 1,956 2,546 2,550 168 0 0 0 9,488 3,357 Changes from: March 23, 2021 Total Change is: -1,178 176 -217 -2 -920 -208 -32 -882 -346 -17 0 -579 0 499 223 Percent of Open Interest Represented by Each Category of Trader 9.8 30.9 0.5 58.5 50.9 4.3 5.6 5.6 0.4 0.0 0.0 0.0 20.9 7.4 Number of Traders in Each Category Total Traders: 69 4 9 . 30 16 10 6 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 44,446 Positions 14,320 4,551 111 11,044 9,105 1,193 9,184 16,929 638 1,515 3,988 6 6,435 7,925 Changes from: March 23, 2021 Total Change is: 91 753 -98 -13 -506 -279 -185 -162 -27 216 -64 266 0 52 210 Percent of Open Interest Represented by Each Category of Trader 32.2 10.2 0.3 24.8 20.5 2.7 20.7 38.1 1.4 3.4 9.0 0.0 14.5 17.8 Number of Traders in Each Category Total Traders: 295 27 24 4 59 51 39 31 69 14 11 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 222,230 Positions 71,601 22,754 556 55,218 45,524 5,964 45,922 84,645 3,190 7,573 19,940 31 32,175 39,626 Changes from: March 23, 2021 Total Change is: 453 3,763 -489 -63 -2,530 -1,395 -927 -811 -134 1,081 -319 1,329 1 258 1,050 Percent of Open Interest Represented by Each Category of Trader 32.2 10.2 0.3 24.8 20.5 2.7 20.7 38.1 1.4 3.4 9.0 0.0 14.5 17.8 Number of Traders in Each Category Total Traders: 295 27 24 4 59 51 39 31 69 14 11 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2) CFTC Code #209747 Open Interest is 73,585 Positions 0 10,072 0 599 0 0 29,283 45,358 3,803 0 1,218 0 39,900 13,134 Changes from: March 23, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 13.7 0.0 0.8 0.0 0.0 39.8 61.6 5.2 0.0 1.7 0.0 54.2 17.8 Number of Traders in Each Category Total Traders: 20 0 . 0 . 0 0 7 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 471,978 Positions 97,113 130,396 5,167 231,977 122,731 40,461 56,306 87,809 3,048 8,428 64,532 20 29,458 17,814 Changes from: March 23, 2021 Total Change is: -18,546 1,565 -1,499 224 -20,373 452 2,365 -680 -13,351 270 -1,584 -5,528 6 -339 -1,485 Percent of Open Interest Represented by Each Category of Trader 20.6 27.6 1.1 49.1 26.0 8.6 11.9 18.6 0.6 1.8 13.7 0.0 6.2 3.8 Number of Traders in Each Category Total Traders: 336 26 20 5 109 44 50 48 58 19 14 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 33,230 Positions 6,226 31,970 0 22,358 530 0 2,631 457 0 0 0 0 2,015 273 Changes from: March 23, 2021 Total Change is: 9,501 491 9,540 0 9,228 -10 0 -24 3 0 0 0 0 -194 -32 Percent of Open Interest Represented by Each Category of Trader 18.7 96.2 0.0 67.3 1.6 0.0 7.9 1.4 0.0 0.0 0.0 0.0 6.1 0.8 Number of Traders in Each Category Total Traders: 31 . 10 0 15 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 14,624 Positions 577 2,994 0 8,838 0 10 473 5,403 1 0 1,473 0 4,725 4,743 Changes from: March 23, 2021 Total Change is: 277 348 -10 0 -191 0 7 -17 385 0 0 38 0 130 -143 Percent of Open Interest Represented by Each Category of Trader 3.9 20.5 0.0 60.4 0.0 0.1 3.2 36.9 0.0 0.0 10.1 0.0 32.3 32.4 Number of Traders in Each Category Total Traders: 20 . . 0 9 0 . . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 31,660 Positions 2,273 5,036 392 10,628 2,853 294 8,723 5,016 381 1,886 875 0 7,083 16,813 Changes from: March 23, 2021 Total Change is: 454 -128 385 -51 331 -394 -4 208 3,230 -14 62 -2,352 0 50 -346 Percent of Open Interest Represented by Each Category of Trader 7.2 15.9 1.2 33.6 9.0 0.9 27.6 15.8 1.2 6.0 2.8 0.0 22.4 53.1 Number of Traders in Each Category Total Traders: 48 . 7 . 11 5 4 11 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 414,387 Positions 31,311 259,682 6,830 289,012 70,079 55,670 13,579 11,017 1,492 6,774 4,645 0 9,719 4,972 Changes from: March 23, 2021 Total Change is: 2,491 1,868 -3,827 34 7,725 -188 -1,644 -3,295 5,328 -473 -2,317 2,794 0 593 467 Percent of Open Interest Represented by Each Category of Trader 7.6 62.7 1.6 69.7 16.9 13.4 3.3 2.7 0.4 1.6 1.1 0.0 2.3 1.2 Number of Traders in Each Category Total Traders: 181 10 14 4 74 38 43 20 15 7 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 1,132,878 Positions 117,721 610,013 6,570 718,099 256,855 118,595 94,533 64,145 4,578 38,725 57,917 3,252 30,805 10,953 Changes from: March 23, 2021 Total Change is: -2,145 1,391 -11,826 121 -16,965 -7,699 5,295 6,978 1,576 -251 4,356 11,111 -587 -2,483 115 Percent of Open Interest Represented by Each Category of Trader 10.4 53.8 0.6 63.4 22.7 10.5 8.3 5.7 0.4 3.4 5.1 0.3 2.7 1.0 Number of Traders in Each Category Total Traders: 417 31 17 9 178 61 85 56 34 20 27 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 173,884 Positions 24,733 132,706 20,503 25,634 6,247 3,331 86,960 410 10,501 990 137 0 1,232 49 Changes from: March 23, 2021 Total Change is: 3,407 1,793 1,191 1,435 186 0 -10 -1,636 0 750 -141 62 0 1,030 -21 Percent of Open Interest Represented by Each Category of Trader 14.2 76.3 11.8 14.7 3.6 1.9 50.0 0.2 6.0 0.6 0.1 0.0 0.7 0.0 Number of Traders in Each Category Total Traders: 79 9 19 15 15 . . 25 . 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 1,178,149 Positions 2,788 119,867 2,228 648,747 312,888 220,855 54,292 243,549 26,092 64,338 48,127 2,001 156,808 202,542 Changes from: March 23, 2021 Total Change is: -18,835 -1,786 3,979 -15 34,140 -21,057 -5,988 -38,445 5,478 -5,441 -8,802 -1,636 803 6,699 5,042 Percent of Open Interest Represented by Each Category of Trader 0.2 10.2 0.2 55.1 26.6 18.7 4.6 20.7 2.2 5.5 4.1 0.2 13.3 17.2 Number of Traders in Each Category Total Traders: 181 5 20 . 52 39 52 8 41 16 7 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 1,124,389 Positions 33,576 108,897 154 623,030 274,524 222,808 41,722 346,273 8,566 62,158 14,786 0 132,375 148,381 Changes from: March 23, 2021 Total Change is: -14,151 -6,313 -1,638 -91 -12,570 -17,337 15,622 -12,133 -15,156 824 358 -156 0 152 3,781 Percent of Open Interest Represented by Each Category of Trader 3.0 9.7 0.0 55.4 24.4 19.8 3.7 30.8 0.8 5.5 1.3 0.0 11.8 13.2 Number of Traders in Each Category Total Traders: 158 5 10 . 66 34 57 8 25 8 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 2,326,631 Positions 171,267 172,297 24,658 957,797 448,244 318,836 510,036 1,139,077 27,801 171,845 75,991 801 143,590 118,926 Changes from: March 23, 2021 Total Change is: 27,858 2,024 11,817 -4,986 40,989 18,703 -16,928 2,520 9,190 -491 3,273 17,974 6 1,451 -7,427 Percent of Open Interest Represented by Each Category of Trader 7.4 7.4 1.1 41.2 19.3 13.7 21.9 49.0 1.2 7.4 3.3 0.0 6.2 5.1 Number of Traders in Each Category Total Traders: 299 13 33 10 98 34 77 42 47 19 18 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 3,932,607 Positions 119,303 245,960 23,372 1,479,189 1,362,780 796,012 812,028 671,485 63,786 312,068 285,976 245 326,604 482,991 Changes from: March 23, 2021 Total Change is: 50,792 -42,070 -45,654 4,925 120,833 -42,922 -3,111 -44,730 132,507 -7,246 13,552 10,394 0 8,639 1,899 Percent of Open Interest Represented by Each Category of Trader 3.0 6.3 0.6 37.6 34.7 20.2 20.6 17.1 1.6 7.9 7.3 0.0 8.3 12.3 Number of Traders in Each Category Total Traders: 425 22 32 10 85 99 98 55 85 38 20 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 1,348,606 Positions 121,962 19,041 5,227 379,332 561,120 167,328 507,979 258,023 16,655 46,867 84,323 8 103,248 236,881 Changes from: March 23, 2021 Total Change is: 50,412 19,247 -1,239 -3,454 29,254 46,604 4,592 4,092 -12,686 6,060 -191 1,872 -66 -9,122 8,729 Percent of Open Interest Represented by Each Category of Trader 9.0 1.4 0.4 28.1 41.6 12.4 37.7 19.1 1.2 3.5 6.3 0.0 7.7 17.6 Number of Traders in Each Category Total Traders: 153 8 4 5 20 62 45 26 17 14 5 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 3,676,923 Positions 58,126 144,509 26,653 1,624,904 1,134,823 671,408 640,710 1,032,909 92,713 282,455 177,893 2,557 277,397 393,458 Changes from: March 23, 2021 Total Change is: 166,851 -22,147 -37,930 5,939 66,588 94,882 17,708 91,406 69,589 -17,147 9,575 12,897 -468 15,397 21,381 Percent of Open Interest Represented by Each Category of Trader 1.6 3.9 0.7 44.2 30.9 18.3 17.4 28.1 2.5 7.7 4.8 0.1 7.5 10.7 Number of Traders in Each Category Total Traders: 320 14 23 7 83 69 84 36 62 31 12 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 1,115,554 Positions 329,999 205,745 297,522 25,917 5,155 8,000 137,772 273,866 293,721 1,200 1,500 0 21,423 30,045 Changes from: March 23, 2021 Total Change is: 22,069 2,255 -7,913 11,226 -397 0 334 332 8,182 7,948 0 0 0 371 2,292 Percent of Open Interest Represented by Each Category of Trader 29.6 18.4 26.7 2.3 0.5 0.7 12.4 24.5 26.3 0.1 0.1 0.0 1.9 2.7 Number of Traders in Each Category Total Traders: 94 24 19 41 . . . 24 18 30 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 is11,217,238 Positions 2,000,020 2,105,394 1,604,523 698,673 766,756 892,568 2,276,283 1,726,923 2,818,025 54,876 144,695 255,335 616,935 903,019 Changes from: March 23, 2021 Total Change is: 346,690 45,096 37,937 43,603 24,250 -31,309 117,136 6,868 94,301 84,690 1,350 -7,348 -23 23,720 7,703 Percent of Open Interest Represented by Each Category of Trader 17.8 18.8 14.3 6.2 6.8 8.0 20.3 15.4 25.1 0.5 1.3 2.3 5.5 8.1 Number of Traders in Each Category Total Traders: 231 26 46 68 20 10 25 51 44 80 5 16 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 443,839 Positions 83,596 173,147 109,076 12,250 2,334 8,455 135,025 57,384 87,884 2,228 915 4,409 916 235 Changes from: March 23, 2021 Total Change is: 16,308 342 8,978 7,770 9,156 0 -1,987 5,945 5,886 -5,065 -72 591 211 8 -76 Percent of Open Interest Represented by Each Category of Trader 18.8 39.0 24.6 2.8 0.5 1.9 30.4 12.9 19.8 0.5 0.2 1.0 0.2 0.1 Number of Traders in Each Category Total Traders: 102 16 24 19 4 . . 18 23 30 6 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 249,559 Positions 48,960 107,724 36,400 174 10,027 3,288 102,797 40,776 50,129 6,801 125 961 49 129 Changes from: March 23, 2021 Total Change is: 20,157 9,167 -594 2,072 6 1,066 13 3,053 11,963 6,232 6 -183 -357 -35 -55 Percent of Open Interest Represented by Each Category of Trader 19.6 43.2 14.6 0.1 4.0 1.3 41.2 16.3 20.1 2.7 0.0 0.4 0.0 0.1 Number of Traders in Each Category Total Traders: 94 9 24 13 . 5 . 26 23 32 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 138,779 Positions 1,045 47,041 0 1,753 2,908 0 4,068 28,101 60,113 71,798 500 0 2 116 Changes from: March 23, 2021 Total Change is: 6,029 1,045 758 0 0 186 0 -669 -143 5,240 414 0 0 -1 -12 Percent of Open Interest Represented by Each Category of Trader 0.8 33.9 0.0 1.3 2.1 0.0 2.9 20.2 43.3 51.7 0.4 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 32 . 8 0 . 6 0 . 6 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 9,322 Positions 493 243 27 354 534 105 2,335 7,144 420 2,992 173 0 2,596 676 Changes from: March 23, 2021 Total Change is: -575 -9 111 -154 -4 71 -15 -271 -54 -203 384 -142 -71 -232 -118 Percent of Open Interest Represented by Each Category of Trader 5.3 2.6 0.3 3.8 5.7 1.1 25.0 76.6 4.5 32.1 1.9 0.0 27.8 7.3 Number of Traders in Each Category Total Traders: 78 . . . . 4 . 25 23 8 16 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 40,306 Positions 1,015 8,117 0 8,219 2,631 990 15,261 22,558 1,255 7,391 2,355 0 6,175 2,400 Changes from: March 23, 2021 Total Change is: 3,574 700 60 0 350 -555 -25 1,139 3,029 102 310 555 0 998 408 Percent of Open Interest Represented by Each Category of Trader 2.5 20.1 0.0 20.4 6.5 2.5 37.9 56.0 3.1 18.3 5.8 0.0 15.3 6.0 Number of Traders in Each Category Total Traders: 107 . . 0 11 4 . 23 22 6 27 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 358,072 Positions 58,225 20,794 8,381 140,680 72,632 26,227 27,262 127,330 64,391 6,208 3,750 7,177 19,521 27,390 Changes from: March 23, 2021 Total Change is: -26,318 -1,874 -2,719 1,446 -4,622 1,941 2,535 -4,860 -10,999 -6,475 92 699 -463 -12,097 -12,283 Percent of Open Interest Represented by Each Category of Trader 16.3 5.8 2.3 39.3 20.3 7.3 7.6 35.6 18.0 1.7 1.0 2.0 5.5 7.6 Number of Traders in Each Category Total Traders: 166 12 10 17 15 34 23 26 46 46 7 8 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 30, 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 35,141 Positions 2,089 7,396 40 28,668 1,073 299 2,551 26,178 0 1,084 89 0 410 66 Changes from: March 23, 2021 Total Change is: -3,331 -1,258 2,639 -33 -4,091 -680 122 1,702 -5,430 0 199 44 0 28 7 Percent of Open Interest Represented by Each Category of Trader 5.9 21.0 0.1 81.6 3.1 0.9 7.3 74.5 0.0 3.1 0.3 0.0 1.2 0.2 Number of Traders in Each Category Total Traders: 43 . . . 13 . . 6 4 0 13 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 02, 2021