Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 178,185
Positions
88,611 3,473 545 18,910 89,159 4,963 18,198 36,322 4,166 13,075 2,212 0 29,717 37,345
Changes from: March 14, 2023 Total Change is: -66,236
24,751 -733 -47,872 697 -6,065 -756 -37,906 -9,103 -2,533 -228 241 0 -2,389 585
Percent of Open Interest Represented by Each Category of Trader
49.7 1.9 0.3 10.6 50.0 2.8 10.2 20.4 2.3 7.3 1.2 0.0 16.7 21.0
Number of Traders in Each Category Total Traders: 111
13 . . 7 29 10 15 29 9 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 35,837
Positions
15,815 0 18 1,829 10,244 169 4,701 8,694 1,420 1,907 0 0 9,978 15,292
Changes from: March 14, 2023 Total Change is: -3,169
-237 -943 -10 -1,497 120 -147 1,354 -1,591 -795 -73 0 0 -1,764 197
Percent of Open Interest Represented by Each Category of Trader
44.1 0.0 0.1 5.1 28.6 0.5 13.1 24.3 4.0 5.3 0.0 0.0 27.8 42.7
Number of Traders in Each Category Total Traders: 29
. 0 . . 8 . 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 190,796
Positions
65,931 28,809 2,117 32,351 71,690 5,284 44,689 35,921 15,661 1,387 2,930 0 23,376 28,384
Changes from: March 14, 2023 Total Change is: -2,581
-2,722 4,058 1,458 1,058 -7,370 148 -4,038 990 674 0 0 0 841 -2,539
Percent of Open Interest Represented by Each Category of Trader
34.6 15.1 1.1 17.0 37.6 2.8 23.4 18.8 8.2 0.7 1.5 0.0 12.3 14.9
Number of Traders in Each Category Total Traders: 114
9 5 . 14 31 13 21 27 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 169,188
Positions
49,208 11,668 1,719 71,320 55,345 3,896 10,622 61,899 3,099 4,988 1,087 0 24,336 30,475
Changes from: March 14, 2023 Total Change is: -10,594
-4,381 3,707 33 -4,759 -12,974 845 -5,684 1,052 994 1,749 201 0 609 -4,452
Percent of Open Interest Represented by Each Category of Trader
29.1 6.9 1.0 42.2 32.7 2.3 6.3 36.6 1.8 2.9 0.6 0.0 14.4 18.0
Number of Traders in Each Category Total Traders: 115
9 9 . 17 25 15 13 35 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 737,437
Positions
24,377 508,761 2,681 479,791 81,594 21,108 61,547 48,206 11,303 39,758 13,241 9,184 87,688 41,359
Changes from: March 14, 2023 Total Change is: -7,966
393 4,235 118 -4,627 -2,137 -1,145 -2,460 -8,156 -36 -140 -1,360 210 -279 305
Percent of Open Interest Represented by Each Category of Trader
3.3 69.0 0.4 65.1 11.1 2.9 8.3 6.5 1.5 5.4 1.8 1.2 11.9 5.6
Number of Traders in Each Category Total Traders: 293
15 14 6 113 26 46 47 31 27 33 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,913
Positions
445 20,835 42 13,488 1,136 2,868 429 1,994 0 0 0 0 12,641 3,038
Changes from: March 14, 2023 Total Change is: -3,168
445 -685 -18 -2,668 5 -15 0 -3,130 0 0 0 0 -912 675
Percent of Open Interest Represented by Each Category of Trader
1.5 69.7 0.1 45.1 3.8 9.6 1.4 6.7 0.0 0.0 0.0 0.0 42.3 10.2
Number of Traders in Each Category Total Traders: 25
. . . 16 . 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 151,836
Positions
50,587 1,600 79 39,040 85,083 4,360 34,704 28,414 2,300 2,861 0 0 17,905 30,000
Changes from: March 14, 2023 Total Change is: 1,778
2,634 0 -138 -406 2,355 -20 -1,815 -1,019 439 -20 0 0 1,104 161
Percent of Open Interest Represented by Each Category of Trader
33.3 1.1 0.1 25.7 56.0 2.9 22.9 18.7 1.5 1.9 0.0 0.0 11.8 19.8
Number of Traders in Each Category Total Traders: 85
9 . . 11 21 9 19 21 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 222,130
Positions
6,473 88,873 904 149,053 7,755 2 53,308 64,233 340 4,879 57,735 61 7,110 2,227
Changes from: March 14, 2023 Total Change is: -38,284
-117 -4,753 -115 -13,045 -839 -208 -22,393 -30,352 -554 -1,973 250 0 121 -1,713
Percent of Open Interest Represented by Each Category of Trader
2.9 40.0 0.4 67.1 3.5 0.0 24.0 28.9 0.2 2.2 26.0 0.0 3.2 1.0
Number of Traders in Each Category Total Traders: 140
4 9 . 26 6 . 46 26 6 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 42,222
Positions
605 34,745 364 15,430 1,349 0 17,249 2,500 599 835 1,443 0 7,140 1,222
Changes from: March 14, 2023 Total Change is: 465
319 71 -202 -2,344 1 -2 212 624 370 -6 -120 0 2,118 -277
Percent of Open Interest Represented by Each Category of Trader
1.4 82.3 0.9 36.5 3.2 0.0 40.9 5.9 1.4 2.0 3.4 0.0 16.9 2.9
Number of Traders in Each Category Total Traders: 63
. 4 . 16 4 0 20 5 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 32,179
Positions
15,157 156 34 5,092 15,503 491 7,359 12,078 61 573 331 20 3,392 3,505
Changes from: March 14, 2023 Total Change is: -3,195
1,157 156 -18 -60 -2,040 103 -4,960 -751 6 193 -517 -12 396 -122
Percent of Open Interest Represented by Each Category of Trader
47.1 0.5 0.1 15.8 48.2 1.5 22.9 37.5 0.2 1.8 1.0 0.1 10.5 10.9
Number of Traders in Each Category Total Traders: 77
10 . . 10 16 . 18 16 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 27,835
Positions
15,687 101 74 935 23,867 0 9,935 1,794 6 136 174 0 1,062 1,819
Changes from: March 14, 2023 Total Change is: -710
197 -13 -22 345 -1,233 0 -1,024 236 -149 0 -194 0 -57 665
Percent of Open Interest Represented by Each Category of Trader
56.4 0.4 0.3 3.4 85.7 0.0 35.7 6.4 0.0 0.5 0.6 0.0 3.8 6.5
Number of Traders in Each Category Total Traders: 39
4 . . 4 6 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,874
Positions
18,449 6,740 274 6,986 4,458 221 7,584 10,376 152 1,919 9,407 0 5,291 9,248
Changes from: March 14, 2023 Total Change is: -11,245
-234 -2,529 -6,481 530 -115 -630 -866 890 -1,230 -349 100 0 -1,987 -1,251
Percent of Open Interest Represented by Each Category of Trader
45.1 16.5 0.7 17.1 10.9 0.5 18.6 25.4 0.4 4.7 23.0 0.0 12.9 22.6
Number of Traders in Each Category Total Traders: 87
14 11 . 10 11 . 12 24 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 81,747
Positions
36,897 13,479 548 13,972 8,915 441 15,167 20,752 303 3,838 18,813 0 10,581 18,496
Changes from: March 14, 2023 Total Change is: -22,490
-468 -5,057 -12,962 1,060 -230 -1,260 -1,731 1,779 -2,459 -697 200 0 -3,973 -2,501
Percent of Open Interest Represented by Each Category of Trader
45.1 16.5 0.7 17.1 10.9 0.5 18.6 25.4 0.4 4.7 23.0 0.0 12.9 22.6
Number of Traders in Each Category Total Traders: 87
14 11 . 10 11 . 12 24 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 38,985
Positions
9,291 26,715 0 23,122 2,052 1,752 2,608 6,694 0 0 0 0 2,212 1,772
Changes from: March 14, 2023 Total Change is: -30,342
-10,714 -12,867 -17,437 750 251 -68 -607 1,751 0 0 0 0 -2,266 -1,972
Percent of Open Interest Represented by Each Category of Trader
23.8 68.5 0.0 59.3 5.3 4.5 6.7 17.2 0.0 0.0 0.0 0.0 5.7 4.5
Number of Traders in Each Category Total Traders: 35
5 4 0 17 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 429,801
Positions
88,411 60,119 7,243 195,787 100,555 50,189 16,349 108,689 9,062 19,281 37,671 2,324 41,154 53,949
Changes from: March 14, 2023 Total Change is: -80,396
28,277 -13,200 -44,224 1,371 4,377 -4,491 -13,990 27,896 -24,472 1,630 -1,905 -2,684 -21,812 -21,694
Percent of Open Interest Represented by Each Category of Trader
20.6 14.0 1.7 45.6 23.4 11.7 3.8 25.3 2.1 4.5 8.8 0.5 9.6 12.6
Number of Traders in Each Category Total Traders: 532
30 31 17 143 100 114 57 114 57 30 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 12,599
Positions
487 9,091 0 8,210 1,343 0 1,787 452 100 0 0 0 2,015 1,613
Changes from: March 14, 2023 Total Change is: -8,718
-8,728 -6,972 -955 -176 -457 0 935 -22 96 0 0 0 110 -408
Percent of Open Interest Represented by Each Category of Trader
3.9 72.2 0.0 65.2 10.7 0.0 14.2 3.6 0.8 0.0 0.0 0.0 16.0 12.8
Number of Traders in Each Category Total Traders: 21
. 8 0 4 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 19,857
Positions
5,661 15,953 0 10,044 1,425 0 929 608 143 0 0 0 3,080 1,728
Changes from: March 14, 2023 Total Change is: -13,079
-2,413 -7,968 -2,016 -4,802 806 -8 -995 99 -784 0 0 0 -2,061 -3,208
Percent of Open Interest Represented by Each Category of Trader
28.5 80.3 0.0 50.6 7.2 0.0 4.7 3.1 0.7 0.0 0.0 0.0 15.5 8.7
Number of Traders in Each Category Total Traders: 30
5 7 0 10 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,149,005
Positions
442,055 300,594 36,216 978,935 502,773 250,947 81,745 543,444 45,312 96,406 188,355 11,619 205,770 269,745
Changes from: March 14, 2023 Total Change is: -401,979
141,383 -65,998 -221,119 6,853 21,886 -22,455 -69,948 139,482 -122,358 8,148 -9,524 -13,422 -109,061 -108,471
Percent of Open Interest Represented by Each Category of Trader
20.6 14.0 1.7 45.6 23.4 11.7 3.8 25.3 2.1 4.5 8.8 0.5 9.6 12.6
Number of Traders in Each Category Total Traders: 532
30 31 17 143 100 114 57 114 57 30 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,420
Positions
19,771 27,927 0 11,875 1,431 291 269 3,384 0 0 0 0 2,214 1,387
Changes from: March 14, 2023 Total Change is: -22,790
-816 -1,243 -13,913 -5,949 0 25 -217 1,295 -1,764 0 0 0 -156 -7,190
Percent of Open Interest Represented by Each Category of Trader
57.4 81.1 0.0 34.5 4.2 0.8 0.8 9.8 0.0 0.0 0.0 0.0 6.4 4.0
Number of Traders in Each Category Total Traders: 21
6 5 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 24,736
Positions
8,548 10,409 0 10,502 8,449 1,824 2,390 2,550 1 0 0 0 1,471 1,503
Changes from: March 14, 2023 Total Change is: -11,090
-3,300 -1,865 -3,404 -65 -5,910 -6 -507 159 -282 0 0 0 -3,526 218
Percent of Open Interest Represented by Each Category of Trader
34.6 42.1 0.0 42.5 34.2 7.4 9.7 10.3 0.0 0.0 0.0 0.0 5.9 6.1
Number of Traders in Each Category Total Traders: 25
. 5 0 7 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 92,466
Positions
0 1,665 0 29,003 5,903 1,177 23,237 26,709 367 1,014 2,059 0 37,668 54,586
Changes from: March 14, 2023 Total Change is: -97,964
-12,562 -8,221 -558 -1,049 281 -404 -59,829 -59,130 -9,463 5 677 0 -14,104 -21,146
Percent of Open Interest Represented by Each Category of Trader
0.0 1.8 0.0 31.4 6.4 1.3 25.1 28.9 0.4 1.1 2.2 0.0 40.7 59.0
Number of Traders in Each Category Total Traders: 25
0 . 0 10 . . 4 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 301,155
Positions
121,368 91,380 128,198 0 33,500 0 4,000 9,437 34,432 9,703 0 0 3,454 4,208
Changes from: March 14, 2023 Total Change is: -7,681
1,931 6,273 -12,654 0 1,500 0 -250 -6,755 2,705 37 0 0 550 1,250
Percent of Open Interest Represented by Each Category of Trader
40.3 30.3 42.6 0.0 11.1 0.0 1.3 3.1 11.4 3.2 0.0 0.0 1.1 1.4
Number of Traders in Each Category Total Traders: 25
11 4 11 0 . 0 . . 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 41,042
Positions
6,225 3,347 34 24,466 29,362 2,355 1,918 739 134 336 0 0 5,574 5,071
Changes from: March 14, 2023 Total Change is: -11,394
-3,210 -4,473 -1,899 -1,439 542 -1,567 -955 -501 128 336 -144 -155 -2,633 -3,325
Percent of Open Interest Represented by Each Category of Trader
15.2 8.2 0.1 59.6 71.5 5.7 4.7 1.8 0.3 0.8 0.0 0.0 13.6 12.4
Number of Traders in Each Category Total Traders: 62
5 5 . 26 18 12 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 42,975
Positions
8,688 3,693 175 14,981 10,112 1,759 8,682 14,768 673 1,678 3,108 1 6,339 8,687
Changes from: March 14, 2023 Total Change is: -18,317
-3,651 -2,510 -3,826 194 -664 -948 -4,349 531 -2,797 -324 -2,119 -120 -2,496 -5,864
Percent of Open Interest Represented by Each Category of Trader
20.2 8.6 0.4 34.9 23.5 4.1 20.2 34.4 1.6 3.9 7.2 0.0 14.8 20.2
Number of Traders in Each Category Total Traders: 277
31 15 5 56 40 31 39 55 24 13 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 214,876
Positions
43,438 18,463 875 74,903 50,562 8,795 43,411 73,840 3,363 8,391 15,540 3 31,697 43,435
Changes from: March 14, 2023 Total Change is: -91,585
-18,254 -12,550 -19,131 968 -3,318 -4,739 -21,745 2,656 -13,987 -1,620 -10,597 -599 -12,478 -29,320
Percent of Open Interest Represented by Each Category of Trader
20.2 8.6 0.4 34.9 23.5 4.1 20.2 34.4 1.6 3.9 7.2 0.0 14.8 20.2
Number of Traders in Each Category Total Traders: 277
31 15 5 56 40 31 39 55 24 13 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 61,676
Positions
0 4,299 0 3,505 0 0 32,415 14,595 164 1,802 2,940 315 23,475 39,363
Changes from: March 14, 2023 Total Change is: -124,016
-15,812 -6,395 0 -1,159 0 0 -1,156 -110,087 -9,534 409 -93 -47 -96,717 2,140
Percent of Open Interest Represented by Each Category of Trader
0.0 7.0 0.0 5.7 0.0 0.0 52.6 23.7 0.3 2.9 4.8 0.5 38.1 63.8
Number of Traders in Each Category Total Traders: 41
0 5 0 5 0 0 11 9 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 480,489
Positions
118,064 72,811 708 195,699 191,087 39,974 73,588 114,754 3,750 26,023 35,016 52 22,631 22,337
Changes from: March 14, 2023 Total Change is: -101,145
503 28,299 -66,852 15,563 -6,000 -3,042 6,508 -1,841 -32,412 294 2,832 -419 -21,288 -21,710
Percent of Open Interest Represented by Each Category of Trader
24.6 15.2 0.1 40.7 39.8 8.3 15.3 23.9 0.8 5.4 7.3 0.0 4.7 4.6
Number of Traders in Each Category Total Traders: 325
26 17 . 78 70 44 38 67 19 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 11,909
Positions
1,003 10,338 0 9,150 925 0 823 312 0 0 0 0 933 334
Changes from: March 14, 2023 Total Change is: -13,717
-5,701 -6,253 -5,227 719 322 0 0 -273 -10 0 0 0 -3,498 -2,276
Percent of Open Interest Represented by Each Category of Trader
8.4 86.8 0.0 76.8 7.8 0.0 6.9 2.6 0.0 0.0 0.0 0.0 7.8 2.8
Number of Traders in Each Category Total Traders: 25
. 6 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 10,419
Positions
0 1,518 0 6,284 2,676 13 460 3,247 0 919 357 0 2,743 2,608
Changes from: March 14, 2023 Total Change is: -1,210
0 -1 0 -313 258 3 -212 -1,507 0 0 -257 0 -688 294
Percent of Open Interest Represented by Each Category of Trader
0.0 14.6 0.0 60.3 25.7 0.1 4.4 31.2 0.0 8.8 3.4 0.0 26.3 25.0
Number of Traders in Each Category Total Traders: 23
0 . 0 8 5 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 34,599
Positions
5,058 5,087 25 13,549 4,542 1,676 7,264 2,867 39 742 2,150 0 6,246 18,213
Changes from: March 14, 2023 Total Change is: -3,059
-47 242 -4 -1,012 742 84 -2,749 201 -26 -85 981 -1 781 -5,278
Percent of Open Interest Represented by Each Category of Trader
14.6 14.7 0.1 39.2 13.1 4.8 21.0 8.3 0.1 2.1 6.2 0.0 18.1 52.6
Number of Traders in Each Category Total Traders: 48
6 6 . 11 5 6 11 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 389,239
Positions
32,418 194,646 4,029 268,304 99,560 34,314 21,689 18,492 1,386 18,526 34,774 119 8,454 1,919
Changes from: March 14, 2023 Total Change is: -123,609
-2,767 -12,382 -66,511 11,593 26 -64 -10,189 3,088 -5,883 399 -1,847 -11,704 -38,483 -28,332
Percent of Open Interest Represented by Each Category of Trader
8.3 50.0 1.0 68.9 25.6 8.8 5.6 4.8 0.4 4.8 8.9 0.0 2.2 0.5
Number of Traders in Each Category Total Traders: 183
11 13 6 73 45 30 16 13 6 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,160,994
Positions
70,682 568,499 11,183 734,589 275,503 132,061 87,022 84,673 6,381 65,059 41,894 2,613 51,404 38,187
Changes from: March 14, 2023 Total Change is: -298,885
-6,005 -10,241 -51,471 -2,433 -13,951 -10,263 -4,295 -30,625 -27,159 -5,924 25,606 -30,827 -160,508 -149,954
Percent of Open Interest Represented by Each Category of Trader
6.1 49.0 1.0 63.3 23.7 11.4 7.5 7.3 0.5 5.6 3.6 0.2 4.4 3.3
Number of Traders in Each Category Total Traders: 401
29 19 14 147 71 78 48 47 29 30 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 192,862
Positions
31,718 127,154 34,042 31,880 0 2,413 76,516 11,584 10,759 4,524 5,641 665 345 604
Changes from: March 14, 2023 Total Change is: 9,882
1,320 7,125 1,954 506 0 0 7,103 1,575 -1,247 287 0 -75 34 550
Percent of Open Interest Represented by Each Category of Trader
16.4 65.9 17.7 16.5 0.0 1.3 39.7 6.0 5.6 2.3 2.9 0.3 0.2 0.3
Number of Traders in Each Category Total Traders: 90
10 22 16 16 0 . 26 6 8 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,235,097
Positions
41,410 157,503 3,988 683,998 340,224 154,875 83,175 376,570 18,885 79,434 69,516 0 169,332 113,536
Changes from: March 14, 2023 Total Change is: 25,974
-274 26,745 -6,775 11,518 15,935 1,214 21,166 9,388 -3,189 6,031 3,335 0 -3,717 -20,679
Percent of Open Interest Represented by Each Category of Trader
3.4 12.8 0.3 55.4 27.5 12.5 6.7 30.5 1.5 6.4 5.6 0.0 13.7 9.2
Number of Traders in Each Category Total Traders: 199
7 17 5 65 31 59 22 41 19 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,427,384
Positions
6,513 103,335 386 877,482 223,782 249,720 65,441 710,452 19,944 50,829 14,731 0 157,069 105,034
Changes from: March 14, 2023 Total Change is: -19,031
1,545 5,961 -872 -3,710 -14,569 1,590 -9,586 133 -3,398 -1,353 -513 0 -3,247 -7,363
Percent of Open Interest Represented by Each Category of Trader
0.5 7.2 0.0 61.5 15.7 17.5 4.6 49.8 1.4 3.6 1.0 0.0 11.0 7.4
Number of Traders in Each Category Total Traders: 163
. 12 . 81 22 58 13 22 15 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,314,664
Positions
46,435 248,926 12,160 1,137,468 500,939 303,597 470,204 858,097 44,962 103,875 170,121 7,667 188,296 168,195
Changes from: March 14, 2023 Total Change is: -35,286
-16,366 4,887 -4,390 -44,082 -33,738 -24,420 100,470 51,941 -32,512 -8,136 7,927 659 -6,509 -5,640
Percent of Open Interest Represented by Each Category of Trader
2.0 10.8 0.5 49.1 21.6 13.1 20.3 37.1 1.9 4.5 7.3 0.3 8.1 7.3
Number of Traders in Each Category Total Traders: 367
15 37 11 111 52 86 44 53 26 22 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,155,764
Positions
128,537 331,621 17,763 2,138,188 1,149,180 744,136 359,577 1,255,535 101,498 288,538 209,466 4,976 372,551 341,589
Changes from: March 14, 2023 Total Change is: -46,848
26,916 21,189 -2,226 -14,407 -2,409 -16,980 -14,535 55,589 -26,230 -31,032 -6,695 -2,215 33,861 -66,871
Percent of Open Interest Represented by Each Category of Trader
3.1 8.0 0.4 51.5 27.7 17.9 8.7 30.2 2.4 6.9 5.0 0.1 9.0 8.2
Number of Traders in Each Category Total Traders: 391
22 25 9 115 63 92 44 75 44 26 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,576,275
Positions
58,627 85,139 979 742,189 569,524 214,688 184,342 406,840 18,563 180,786 44,029 51 176,050 236,462
Changes from: March 14, 2023 Total Change is: 16,771
3,485 -3,311 -3,219 2,193 -43,719 978 13,444 44,053 -10,015 11,921 -2,834 -695 -1,321 35,533
Percent of Open Interest Represented by Each Category of Trader
3.7 5.4 0.1 47.1 36.1 13.6 11.7 25.8 1.2 11.5 2.8 0.0 11.2 15.0
Number of Traders in Each Category Total Traders: 154
5 14 5 40 54 56 11 16 11 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,350,302
Positions
34,652 628,510 25,131 2,141,990 650,717 626,793 656,980 1,724,535 98,115 430,350 265,333 567 335,724 330,601
Changes from: March 14, 2023 Total Change is: -350
-393 11,412 5,127 65,644 -4,644 -51,379 6,856 58,871 9,146 -28,099 11,223 -54 -7,198 -40,052
Percent of Open Interest Represented by Each Category of Trader
0.8 14.4 0.6 49.2 15.0 14.4 15.1 39.6 2.3 9.9 6.1 0.0 7.7 7.6
Number of Traders in Each Category Total Traders: 363
10 37 11 115 48 87 47 66 34 20 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,847,792
Positions
305,210 315,203 736,758 20,929 40,392 19,459 368,823 321,220 352,018 1,000 12,921 2,129 41,466 47,692
Changes from: March 14, 2023 Total Change is: 135,802
2,593 43,891 42,376 17,542 -5,833 6,614 46,252 69,157 14,178 649 -35 -730 6,328 -33,816
Percent of Open Interest Represented by Each Category of Trader
16.5 17.1 39.9 1.1 2.2 1.1 20.0 17.4 19.1 0.1 0.7 0.1 2.2 2.6
Number of Traders in Each Category Total Traders: 138
30 30 53 6 . 6 29 29 44 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 4,779,104
Positions
1,841,668 937,659 836,094 37,553 73,996 105,340 477,420 1,099,575 1,171,435 27,434 76,947 30,460 251,700 447,598
Changes from: March 14, 2023 Total Change is: -30,480
1,479 21,409 38,147 -37,104 32,117 -4,629 -42,804 -53,867 8,440 8,283 -3,200 -31,850 29,558 -37,047
Percent of Open Interest Represented by Each Category of Trader
38.5 19.6 17.5 0.8 1.5 2.2 10.0 23.0 24.5 0.6 1.6 0.6 5.3 9.4
Number of Traders in Each Category Total Traders: 113
23 17 38 4 5 7 26 26 45 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 9,470,978
Positions
2,377,853 2,384,006 1,717,913 607,423 681,157 349,025 1,744,994 1,477,165 2,451,136 57,804 227,354 83,448 81,382 99,774
Changes from: March 14, 2023 Total Change is: -599,392
-368,908 -493,060 180,065 54,048 104,820 -39,821 -223,117 -22,452 -206,350 5,805 20,262 -7,495 6,381 -135,361
Percent of Open Interest Represented by Each Category of Trader
25.1 25.2 18.1 6.4 7.2 3.7 18.4 15.6 25.9 0.6 2.4 0.9 0.9 1.1
Number of Traders in Each Category Total Traders: 660
61 87 112 21 56 47 76 139 155 62 115 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 823,670
Positions
221,257 256,985 227,332 1,509 46,522 7,817 233,025 142,589 130,364 1,287 10,309 390 689 1,362
Changes from: March 14, 2023 Total Change is: 83,558
1,300 57,656 17,484 1,409 13,406 -3,012 65,503 -2,603 1,709 -212 -411 -9 -614 -662
Percent of Open Interest Represented by Each Category of Trader
26.9 31.2 27.6 0.2 5.6 0.9 28.3 17.3 15.8 0.2 1.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 165
29 47 50 . 4 . 29 40 47 . 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,049
Positions
292 3,299 305 6,899 243 516 3,484 7,746 337 605 716 161 1,450 726
Changes from: March 14, 2023 Total Change is: 577
-13 -582 -54 975 -75 -20 933 1,699 -112 -1,425 -233 91 202 -137
Percent of Open Interest Represented by Each Category of Trader
2.1 23.5 2.2 49.1 1.7 3.7 24.8 55.1 2.4 4.3 5.1 1.1 10.3 5.2
Number of Traders in Each Category Total Traders: 122
5 11 4 9 . . 31 41 10 12 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 13,339
Positions
1,860 3,299 0 158 11 23 4,447 6,433 301 3,643 1,448 42 2,865 1,782
Changes from: March 14, 2023 Total Change is: 2,338
-571 -550 0 -54 -41 21 813 2,483 -41 1,442 458 -6 734 14
Percent of Open Interest Represented by Each Category of Trader
13.9 24.7 0.0 1.2 0.1 0.2 33.3 48.2 2.3 27.3 10.9 0.3 21.5 13.4
Number of Traders in Each Category Total Traders: 99
. . 0 4 . . 20 9 6 47 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,571
Positions
79 461 70 957 162 44 1,895 2,492 188 407 577 64 867 513
Changes from: March 14, 2023 Total Change is: 129
-79 -106 3 373 -19 -33 56 193 -63 -317 166 9 180 -21
Percent of Open Interest Represented by Each Category of Trader
1.7 10.1 1.5 20.9 3.5 1.0 41.5 54.5 4.1 8.9 12.6 1.4 19.0 11.2
Number of Traders in Each Category Total Traders: 69
. 7 . 5 . . 17 20 . 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 22,136
Positions
6,350 3,096 0 79 71 0 3,450 11,851 687 10,420 5,680 353 797 398
Changes from: March 14, 2023 Total Change is: 468
172 1,226 0 0 26 0 -6 599 -796 930 -450 18 150 -155
Percent of Open Interest Represented by Each Category of Trader
28.7 14.0 0.0 0.4 0.3 0.0 15.6 53.5 3.1 47.1 25.7 1.6 3.6 1.8
Number of Traders in Each Category Total Traders: 97
. . 0 . . 0 7 6 . 59 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,819
Positions
0 11,163 0 16,093 1,573 737 7,459 16,121 681 3,985 1,244 0 4,864 2,300
Changes from: March 14, 2023 Total Change is: -1,361
-56 0 0 -632 -78 -34 -1,099 -1,414 -84 1,034 58 0 -490 191
Percent of Open Interest Represented by Each Category of Trader
0.0 33.0 0.0 47.6 4.7 2.2 22.1 47.7 2.0 11.8 3.7 0.0 14.4 6.8
Number of Traders in Each Category Total Traders: 74
0 . 0 9 6 . 15 16 5 16 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 330,622
Positions
38,387 13,455 18,346 69,208 67,060 42,757 51,304 79,553 60,412 6,304 2,691 17,315 26,589 29,033
Changes from: March 14, 2023 Total Change is: -6,124
-8,455 -1,501 -929 -7,120 -4,207 5,936 -4,539 -8,727 12,429 -641 -3,934 3,676 -6,481 -8,867
Percent of Open Interest Represented by Each Category of Trader
11.6 4.1 5.5 20.9 20.3 12.9 15.5 24.1 18.3 1.9 0.8 5.2 8.0 8.8
Number of Traders in Each Category Total Traders: 176
15 9 18 27 25 27 30 38 48 11 . 20
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Traders in Financial Futures - Futures Only Positions as of March 21, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,427
Positions
41,306 42,699 0 9,196 8,548 1,082 8,840 8,799 32 681 120 18 272 129
Changes from: March 14, 2023 Total Change is: -10,203
-6,814 2,729 -5,196 642 3,327 -200 4,262 -10,189 -723 -610 1 18 -1,582 30
Percent of Open Interest Represented by Each Category of Trader
67.2 69.5 0.0 15.0 13.9 1.8 14.4 14.3 0.1 1.1 0.2 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 39
5 . 0 9 5 . 7 5 . 4 . .
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Updated March 24, 2023