Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 169,138
Positions
79,882 4,345 377 21,921 82,634 5,098 14,457 39,176 4,410 11,817 2,283 0 31,176 30,815
Changes from: March 28, 2023 Total Change is: -7,421
-5,847 1,114 0 2,121 -4,708 251 -4,078 2,445 73 -373 -75 0 432 -6,521
Percent of Open Interest Represented by Each Category of Trader
47.2 2.6 0.2 13.0 48.9 3.0 8.5 23.2 2.6 7.0 1.3 0.0 18.4 18.2
Number of Traders in Each Category Total Traders: 115
12 . . 12 27 10 17 30 12 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 37,177
Positions
15,825 1,563 0 1,800 11,004 0 3,464 7,610 1,932 1,907 0 0 12,249 15,068
Changes from: March 28, 2023 Total Change is: 2,321
81 150 -3 25 554 -257 -693 549 1,104 0 0 0 2,064 224
Percent of Open Interest Represented by Each Category of Trader
42.6 4.2 0.0 4.8 29.6 0.0 9.3 20.5 5.2 5.1 0.0 0.0 32.9 40.5
Number of Traders in Each Category Total Traders: 32
4 . 0 . 7 0 7 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 224,690
Positions
61,932 57,726 2,975 49,095 59,099 5,342 54,677 53,028 18,035 1,387 3,150 0 31,247 25,335
Changes from: March 28, 2023 Total Change is: 24,822
-2,740 16,707 3 10,188 -9,052 176 10,138 14,809 2,074 0 -473 0 4,983 578
Percent of Open Interest Represented by Each Category of Trader
27.6 25.7 1.3 21.9 26.3 2.4 24.3 23.6 8.0 0.6 1.4 0.0 13.9 11.3
Number of Traders in Each Category Total Traders: 124
7 7 . 19 27 11 27 30 17 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 178,828
Positions
47,011 30,608 1,672 73,899 51,294 4,087 15,053 59,500 2,183 2,773 2,104 0 32,150 27,380
Changes from: March 28, 2023 Total Change is: 9,355
610 12,276 250 1,417 -4,948 -23 365 2,328 -771 -50 1,043 0 7,557 -800
Percent of Open Interest Represented by Each Category of Trader
26.3 17.1 0.9 41.3 28.7 2.3 8.4 33.3 1.2 1.6 1.2 0.0 18.0 15.3
Number of Traders in Each Category Total Traders: 118
9 9 . 19 23 17 20 32 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 747,095
Positions
19,742 511,316 3,103 485,717 74,529 21,601 66,748 63,263 14,931 38,565 13,058 5,120 91,568 40,174
Changes from: March 28, 2023 Total Change is: 14,589
-3,686 10,566 -97 2,086 -5,798 772 8,084 7,612 1,584 -3 -728 5 5,844 673
Percent of Open Interest Represented by Each Category of Trader
2.6 68.4 0.4 65.0 10.0 2.9 8.9 8.5 2.0 5.2 1.7 0.7 12.3 5.4
Number of Traders in Each Category Total Traders: 304
13 14 6 120 23 48 48 37 28 33 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,744
Positions
426 20,652 32 13,475 1,289 2,932 0 2,441 0 0 0 0 12,879 2,398
Changes from: March 28, 2023 Total Change is: 68
-33 -190 -3 45 726 0 -429 447 0 0 0 0 488 -912
Percent of Open Interest Represented by Each Category of Trader
1.4 69.4 0.1 45.3 4.3 9.9 0.0 8.2 0.0 0.0 0.0 0.0 43.3 8.1
Number of Traders in Each Category Total Traders: 25
. . . 16 . 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 151,242
Positions
44,157 5,376 166 46,108 83,652 4,002 32,751 27,385 1,534 3,001 0 0 19,523 29,127
Changes from: March 28, 2023 Total Change is: 4
-4,423 2,590 -8 3,301 -1,364 183 741 -217 -73 90 -427 0 193 -680
Percent of Open Interest Represented by Each Category of Trader
29.2 3.6 0.1 30.5 55.3 2.6 21.7 18.1 1.0 2.0 0.0 0.0 12.9 19.3
Number of Traders in Each Category Total Traders: 84
6 4 . 12 18 8 20 21 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 250,403
Positions
6,020 92,402 834 161,339 8,570 0 70,541 89,014 476 3,290 56,468 95 7,808 2,544
Changes from: March 28, 2023 Total Change is: 16,734
-352 1,855 -24 6,398 926 0 9,692 14,939 -238 508 -759 21 729 14
Percent of Open Interest Represented by Each Category of Trader
2.4 36.9 0.3 64.4 3.4 0.0 28.2 35.5 0.2 1.3 22.6 0.0 3.1 1.0
Number of Traders in Each Category Total Traders: 153
. 10 . 27 6 0 52 27 10 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,244
Positions
977 17,082 311 11,799 1,592 0 16,217 11,796 605 1,631 1,713 0 3,704 2,145
Changes from: March 28, 2023 Total Change is: -7,419
-214 -17,876 -45 2,136 232 -4 -4,609 9,805 -502 544 216 0 -4,725 755
Percent of Open Interest Represented by Each Category of Trader
2.8 48.5 0.9 33.5 4.5 0.0 46.0 33.5 1.7 4.6 4.9 0.0 10.5 6.1
Number of Traders in Each Category Total Traders: 65
. 4 . 14 5 0 21 7 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 36,080
Positions
11,700 4,566 24 5,516 15,480 212 13,202 12,129 176 729 306 20 4,501 3,167
Changes from: March 28, 2023 Total Change is: 4,099
-696 3,209 -6 136 34 76 3,231 1,270 -16 340 -225 0 1,034 -243
Percent of Open Interest Represented by Each Category of Trader
32.4 12.7 0.1 15.3 42.9 0.6 36.6 33.6 0.5 2.0 0.8 0.1 12.5 8.8
Number of Traders in Each Category Total Traders: 76
6 5 . 13 14 4 20 12 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 29,735
Positions
16,178 0 53 668 26,253 0 10,838 1,413 116 378 262 0 1,504 1,638
Changes from: March 28, 2023 Total Change is: -897
11 -101 -11 168 -299 0 -1,408 -469 116 7 88 0 220 -221
Percent of Open Interest Represented by Each Category of Trader
54.4 0.0 0.2 2.2 88.3 0.0 36.4 4.8 0.4 1.3 0.9 0.0 5.1 5.5
Number of Traders in Each Category Total Traders: 36
4 0 . . 5 0 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,146
Positions
22,583 7,588 249 5,616 5,225 304 7,940 10,302 454 531 9,057 0 6,471 10,969
Changes from: March 28, 2023 Total Change is: 5,971
3,365 918 -137 -317 325 18 1,637 2,731 75 -214 500 0 1,545 1,543
Percent of Open Interest Represented by Each Category of Trader
51.2 17.2 0.6 12.7 11.8 0.7 18.0 23.3 1.0 1.2 20.5 0.0 14.7 24.8
Number of Traders in Each Category Total Traders: 85
14 13 . 10 10 4 12 20 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 88,291
Positions
45,165 15,176 497 11,231 10,449 607 15,880 20,603 908 1,061 18,113 0 12,942 21,938
Changes from: March 28, 2023 Total Change is: 11,942
6,729 1,835 -274 -634 650 35 3,273 5,461 150 -427 1,000 0 3,090 3,085
Percent of Open Interest Represented by Each Category of Trader
51.2 17.2 0.6 12.7 11.8 0.7 18.0 23.3 1.0 1.2 20.5 0.0 14.7 24.8
Number of Traders in Each Category Total Traders: 85
14 13 . 10 10 4 12 20 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 44,084
Positions
9,304 30,445 0 26,190 2,229 2,054 3,976 7,840 0 0 0 0 2,560 1,516
Changes from: March 28, 2023 Total Change is: 3,378
-163 2,664 0 2,586 106 296 660 243 0 0 0 0 -1 69
Percent of Open Interest Represented by Each Category of Trader
21.1 69.1 0.0 59.4 5.1 4.7 9.0 17.8 0.0 0.0 0.0 0.0 5.8 3.4
Number of Traders in Each Category Total Traders: 37
5 5 0 18 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 443,902
Positions
95,692 60,623 8,375 186,498 88,182 47,903 18,503 131,666 10,153 13,514 41,734 3,071 60,192 52,195
Changes from: March 28, 2023 Total Change is: 15,456
3,165 5,342 933 -3,507 -15,991 -1,449 1,022 24,099 994 -5,269 -778 1,079 18,489 1,227
Percent of Open Interest Represented by Each Category of Trader
21.6 13.7 1.9 42.0 19.9 10.8 4.2 29.7 2.3 3.0 9.4 0.7 13.6 11.8
Number of Traders in Each Category Total Traders: 527
33 28 19 139 99 113 57 107 58 32 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,608
Positions
279 10,461 2 8,897 1,343 59 2,457 278 100 0 0 0 1,814 1,365
Changes from: March 28, 2023 Total Change is: -270
24 -222 2 144 0 0 -97 -30 0 0 0 0 -343 -20
Percent of Open Interest Represented by Each Category of Trader
2.1 76.9 0.0 65.4 9.9 0.4 18.1 2.0 0.7 0.0 0.0 0.0 13.3 10.0
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 21,135
Positions
5,196 18,020 0 11,261 576 0 1,599 884 0 0 0 0 3,079 1,655
Changes from: March 28, 2023 Total Change is: 1,230
-474 1,195 0 1,151 24 0 516 203 -70 0 0 0 107 -122
Percent of Open Interest Represented by Each Category of Trader
24.6 85.3 0.0 53.3 2.7 0.0 7.6 4.2 0.0 0.0 0.0 0.0 14.6 7.8
Number of Traders in Each Category Total Traders: 33
4 8 0 12 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,219,512
Positions
478,459 303,116 41,875 932,491 440,912 239,516 92,516 658,328 50,765 67,572 208,669 15,356 300,962 260,975
Changes from: March 28, 2023 Total Change is: 77,280
15,823 26,712 4,665 -17,534 -79,957 -7,246 5,108 120,497 4,972 -26,344 -3,890 5,393 92,443 6,134
Percent of Open Interest Represented by Each Category of Trader
21.6 13.7 1.9 42.0 19.9 10.8 4.2 29.7 2.3 3.0 9.4 0.7 13.6 11.8
Number of Traders in Each Category Total Traders: 527
33 28 19 139 99 113 57 107 58 32 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,302
Positions
12,524 9,902 0 1,199 4,236 266 495 723 0 0 0 0 1,818 1,175
Changes from: March 28, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
76.8 60.7 0.0 7.4 26.0 1.6 3.0 4.4 0.0 0.0 0.0 0.0 11.2 7.2
Number of Traders in Each Category Total Traders: 20
7 5 0 . 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 25,401
Positions
8,642 9,681 0 10,624 10,100 1,822 2,781 2,704 3 0 0 0 1,529 1,091
Changes from: March 28, 2023 Total Change is: -284
59 -301 0 100 69 -25 -221 97 1 0 0 0 -198 -125
Percent of Open Interest Represented by Each Category of Trader
34.0 38.1 0.0 41.8 39.8 7.2 10.9 10.6 0.0 0.0 0.0 0.0 6.0 4.3
Number of Traders in Each Category Total Traders: 31
. 7 0 8 . . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 142,871
Positions
9,109 5,087 0 26,720 6,863 1,147 59,595 39,995 2,375 0 7,215 0 43,925 80,189
Changes from: March 28, 2023 Total Change is: 38,445
5,758 2,497 0 -2,034 1,484 -26 35,671 8,565 1,902 -1,023 3,811 0 -1,803 20,212
Percent of Open Interest Represented by Each Category of Trader
6.4 3.6 0.0 18.7 4.8 0.8 41.7 28.0 1.7 0.0 5.1 0.0 30.7 56.1
Number of Traders in Each Category Total Traders: 27
. . 0 9 . . 4 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 308,155
Positions
119,318 92,830 134,948 0 33,500 0 5,750 8,437 35,232 9,703 0 0 3,204 3,208
Changes from: March 28, 2023 Total Change is: 7,250
-1,550 1,200 4,750 0 0 0 1,750 -500 1,800 0 0 0 500 0
Percent of Open Interest Represented by Each Category of Trader
38.7 30.1 43.8 0.0 10.9 0.0 1.9 2.7 11.4 3.1 0.0 0.0 1.0 1.0
Number of Traders in Each Category Total Traders: 27
10 6 12 0 . 0 . . 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 40,238
Positions
4,546 3,903 15 24,178 25,280 2,759 1,845 2,998 87 0 0 0 6,808 5,196
Changes from: March 28, 2023 Total Change is: -445
-834 438 -162 -557 -3,612 411 -327 2,546 57 0 0 0 967 -123
Percent of Open Interest Represented by Each Category of Trader
11.3 9.7 0.0 60.1 62.8 6.9 4.6 7.5 0.2 0.0 0.0 0.0 16.9 12.9
Number of Traders in Each Category Total Traders: 63
. 5 . 27 18 15 5 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,437
Positions
8,456 5,668 468 13,827 7,293 1,591 9,229 18,097 1,332 1,299 2,919 1 10,235 9,069
Changes from: March 28, 2023 Total Change is: 2,422
-929 1,988 227 -1,117 -2,787 -32 1,014 1,703 680 -928 -199 -6 3,512 847
Percent of Open Interest Represented by Each Category of Trader
18.2 12.2 1.0 29.8 15.7 3.4 19.9 39.0 2.9 2.8 6.3 0.0 22.0 19.5
Number of Traders in Each Category Total Traders: 271
23 21 6 59 35 37 33 66 25 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 232,186
Positions
42,278 28,338 2,342 69,137 36,464 7,953 46,145 90,486 6,658 6,494 14,595 4 51,175 45,346
Changes from: March 28, 2023 Total Change is: 12,112
-4,645 9,940 1,137 -5,583 -13,936 -161 5,070 8,517 3,402 -4,641 -993 -28 17,561 4,234
Percent of Open Interest Represented by Each Category of Trader
18.2 12.2 1.0 29.8 15.7 3.4 19.9 39.0 2.9 2.8 6.3 0.0 22.0 19.5
Number of Traders in Each Category Total Traders: 271
23 21 6 59 35 37 33 66 25 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 77,224
Positions
0 6,013 0 3,408 0 0 36,417 21,597 1,366 1,666 3,213 295 34,072 44,740
Changes from: March 28, 2023 Total Change is: 6,267
0 1,524 0 185 0 0 12,451 -9,107 503 -711 1,409 20 -6,181 11,918
Percent of Open Interest Represented by Each Category of Trader
0.0 7.8 0.0 4.4 0.0 0.0 47.2 28.0 1.8 2.2 4.2 0.4 44.1 57.9
Number of Traders in Each Category Total Traders: 40
0 4 0 5 0 0 10 10 7 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 490,740
Positions
133,999 61,185 3,663 177,006 194,727 42,441 82,040 121,051 4,704 25,284 36,379 819 20,784 25,771
Changes from: March 28, 2023 Total Change is: 11,899
19,891 -9,510 2,275 -3,764 3,704 -1,935 -1,420 12,385 1,313 -2,134 1,759 767 -3,094 1,141
Percent of Open Interest Represented by Each Category of Trader
27.3 12.5 0.7 36.1 39.7 8.6 16.7 24.7 1.0 5.2 7.4 0.2 4.2 5.3
Number of Traders in Each Category Total Traders: 341
31 14 . 79 71 45 47 71 22 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 12,413
Positions
1,003 7,451 0 9,168 1,219 0 851 312 0 0 0 0 1,391 3,431
Changes from: March 28, 2023 Total Change is: -338
0 -3,319 0 -537 -4 0 12 0 0 0 0 0 187 2,985
Percent of Open Interest Represented by Each Category of Trader
8.1 60.0 0.0 73.9 9.8 0.0 6.9 2.5 0.0 0.0 0.0 0.0 11.2 27.6
Number of Traders in Each Category Total Traders: 22
. 5 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 10,833
Positions
0 1,519 0 6,308 2,068 9 250 3,492 0 0 974 0 4,266 2,771
Changes from: March 28, 2023 Total Change is: 607
0 0 0 -14 -178 0 0 659 0 -919 331 0 1,540 -205
Percent of Open Interest Represented by Each Category of Trader
0.0 14.0 0.0 58.2 19.1 0.1 2.3 32.2 0.0 0.0 9.0 0.0 39.4 25.6
Number of Traders in Each Category Total Traders: 21
0 . 0 7 . . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 36,670
Positions
4,557 5,045 707 15,278 3,633 1,658 7,031 3,596 28 1,733 0 4 5,674 21,999
Changes from: March 28, 2023 Total Change is: 3,173
-590 139 79 1,632 -676 -72 1,005 -1,365 23 922 -1,707 4 170 6,748
Percent of Open Interest Represented by Each Category of Trader
12.4 13.8 1.9 41.7 9.9 4.5 19.2 9.8 0.1 4.7 0.0 0.0 15.5 60.0
Number of Traders in Each Category Total Traders: 50
7 6 . 11 6 5 7 8 . 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 394,570
Positions
27,755 202,952 3,806 261,783 87,778 45,583 24,659 14,973 1,380 17,846 32,905 126 11,632 5,067
Changes from: March 28, 2023 Total Change is: -1,390
-3,228 -245 -18 -10,941 -11,184 9,631 825 -2,538 201 -477 573 13 2,604 2,177
Percent of Open Interest Represented by Each Category of Trader
7.0 51.4 1.0 66.3 22.2 11.6 6.2 3.8 0.3 4.5 8.3 0.0 2.9 1.3
Number of Traders in Each Category Total Traders: 194
12 15 5 73 44 27 26 13 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,147,966
Positions
74,425 591,570 9,605 747,121 264,642 116,234 88,141 87,707 8,344 53,862 52,244 3,004 47,230 14,616
Changes from: March 28, 2023 Total Change is: 2,698
4,091 9,475 -583 10,337 -6,080 -11,610 -2,906 -338 54 -6,043 6,511 421 8,937 4,848
Percent of Open Interest Represented by Each Category of Trader
6.5 51.5 0.8 65.1 23.1 10.1 7.7 7.6 0.7 4.7 4.6 0.3 4.1 1.3
Number of Traders in Each Category Total Traders: 398
28 19 12 149 69 76 55 39 30 27 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 198,849
Positions
29,758 131,142 36,414 33,709 0 1,430 79,204 11,056 12,551 4,900 5,642 515 368 99
Changes from: March 28, 2023 Total Change is: 616
-3,075 1,381 1,720 -292 0 -990 3,530 -1,048 -291 160 0 -150 4 -6
Percent of Open Interest Represented by Each Category of Trader
15.0 66.0 18.3 17.0 0.0 0.7 39.8 5.6 6.3 2.5 2.8 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 95
10 22 16 17 0 4 30 6 8 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,193,583
Positions
34,174 152,828 862 689,960 330,012 153,310 59,311 344,628 18,970 71,249 74,591 0 165,747 118,382
Changes from: March 28, 2023 Total Change is: -8,116
-195 -4,795 778 20,567 -10,738 3,875 -22,939 -21,948 1,489 -4,753 7,813 0 -6,938 15,410
Percent of Open Interest Represented by Each Category of Trader
2.9 12.8 0.1 57.8 27.6 12.8 5.0 28.9 1.6 6.0 6.2 0.0 13.9 9.9
Number of Traders in Each Category Total Traders: 188
5 17 . 64 30 59 22 36 16 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,409,153
Positions
8,000 101,075 1,607 873,455 241,415 244,868 47,559 669,207 24,851 44,646 16,408 0 164,167 109,722
Changes from: March 28, 2023 Total Change is: -6,697
1,710 -262 367 16,037 18,039 -3,083 -7,400 -23,979 2,494 -10,728 2,187 0 -6,094 -2,460
Percent of Open Interest Represented by Each Category of Trader
0.6 7.2 0.1 62.0 17.1 17.4 3.4 47.5 1.8 3.2 1.2 0.0 11.7 7.8
Number of Traders in Each Category Total Traders: 161
4 11 . 80 23 60 12 21 13 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,351,682
Positions
51,635 269,660 12,895 1,199,696 512,568 291,496 435,038 921,933 30,193 131,053 132,146 5,462 194,214 175,329
Changes from: March 28, 2023 Total Change is: -4,636
-7,457 -8,016 -2,023 6,970 20,255 3,171 -29,864 -8,216 11,876 16,390 -20,181 -1,861 -1,838 359
Percent of Open Interest Represented by Each Category of Trader
2.2 11.5 0.5 51.0 21.8 12.4 18.5 39.2 1.3 5.6 5.6 0.2 8.3 7.5
Number of Traders in Each Category Total Traders: 374
18 40 10 120 48 84 43 51 31 29 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,263,195
Positions
110,251 303,681 14,947 2,235,701 1,195,554 739,626 362,137 1,307,204 92,179 329,698 234,020 4,623 374,033 371,361
Changes from: March 28, 2023 Total Change is: 135,278
23,831 34,641 -398 81,656 -39,384 -11,532 22,776 81,734 2,832 21,357 40,220 389 -5,633 26,776
Percent of Open Interest Represented by Each Category of Trader
2.6 7.1 0.4 52.4 28.0 17.3 8.5 30.7 2.2 7.7 5.5 0.1 8.8 8.7
Number of Traders in Each Category Total Traders: 383
20 28 10 118 62 96 48 61 39 27 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,580,055
Positions
55,474 65,467 930 803,678 590,118 221,879 170,582 389,192 9,058 146,406 38,543 700 171,348 264,168
Changes from: March 28, 2023 Total Change is: 21,602
203 -13,250 -182 49,512 50,088 3,165 -9,336 -30,813 -1,975 -21,270 857 700 785 13,012
Percent of Open Interest Represented by Each Category of Trader
3.5 4.1 0.1 50.9 37.3 14.0 10.8 24.6 0.6 9.3 2.4 0.0 10.8 16.7
Number of Traders in Each Category Total Traders: 157
4 12 5 44 53 62 11 21 14 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,493,575
Positions
57,589 666,158 22,866 2,278,783 636,343 612,737 646,582 1,778,874 113,126 394,630 322,478 909 366,353 340,084
Changes from: March 28, 2023 Total Change is: 114,675
13,841 8,258 236 175,247 3,480 -9,343 -33,762 22,807 13,696 -34,848 58,025 352 -10,744 17,164
Percent of Open Interest Represented by Each Category of Trader
1.3 14.8 0.5 50.7 14.2 13.6 14.4 39.6 2.5 8.8 7.2 0.0 8.2 7.6
Number of Traders in Each Category Total Traders: 360
16 32 11 127 36 92 47 63 37 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,577,225
Positions
390,418 285,052 530,464 43,431 32,082 15,002 230,164 323,099 327,218 1,500 15,593 375 38,653 48,340
Changes from: March 28, 2023 Total Change is: -202,422
10,505 25,380 -162,870 5,495 -10,362 -500 -43,983 -55,739 -10,261 -5,880 2,604 -6 5,078 9,332
Percent of Open Interest Represented by Each Category of Trader
24.8 18.1 33.6 2.8 2.0 1.0 14.6 20.5 20.7 0.1 1.0 0.0 2.5 3.1
Number of Traders in Each Category Total Traders: 125
25 28 49 4 . 4 20 35 44 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 4,684,564
Positions
1,834,064 915,593 815,822 48,491 71,579 103,585 408,521 1,083,532 1,189,359 19,427 66,180 27,889 237,406 411,025
Changes from: March 28, 2023 Total Change is: -24,428
11,256 -11,738 -14,651 4,966 -875 -1,137 -58,718 -14,131 39,240 -3,885 -7,165 -259 -1,240 -13,712
Percent of Open Interest Represented by Each Category of Trader
39.2 19.5 17.4 1.0 1.5 2.2 8.7 23.1 25.4 0.4 1.4 0.6 5.1 8.8
Number of Traders in Each Category Total Traders: 110
24 17 39 4 5 7 25 26 46 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 9,414,548
Positions
2,379,103 2,193,759 1,855,034 471,784 613,614 377,341 1,770,278 1,617,946 2,334,397 58,463 249,380 87,501 80,647 85,576
Changes from: March 28, 2023 Total Change is: 1,828
96,258 -58,466 15,185 -81,398 -35,904 6,302 -17,127 75,395 -26,878 353 17,494 2,236 6,897 6,464
Percent of Open Interest Represented by Each Category of Trader
25.3 23.3 19.7 5.0 6.5 4.0 18.8 17.2 24.8 0.6 2.6 0.9 0.9 0.9
Number of Traders in Each Category Total Traders: 674
62 91 119 25 54 50 82 140 147 51 119 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 714,244
Positions
134,798 225,374 226,710 0 29,206 8,258 227,370 97,848 114,279 2,178 11,498 75 576 996
Changes from: March 28, 2023 Total Change is: -133,447
-80,528 -59,468 -3,182 -100 -17,969 338 -35,074 -37,100 -13,960 -974 -2,082 -272 305 248
Percent of Open Interest Represented by Each Category of Trader
18.9 31.6 31.7 0.0 4.1 1.2 31.8 13.7 16.0 0.3 1.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 164
31 47 50 0 4 . 37 33 43 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,380
Positions
321 3,714 118 6,450 170 567 3,327 6,656 445 616 972 78 1,458 660
Changes from: March 28, 2023 Total Change is: -1,029
36 -53 -133 22 -50 -21 -820 -561 -142 70 223 -50 9 -242
Percent of Open Interest Represented by Each Category of Trader
2.4 27.8 0.9 48.2 1.3 4.2 24.9 49.7 3.3 4.6 7.3 0.6 10.9 4.9
Number of Traders in Each Category Total Traders: 109
5 9 . 9 . . 27 37 13 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 7,572
Positions
217 444 0 189 27 20 1,681 3,485 364 2,241 1,778 37 2,823 1,417
Changes from: March 28, 2023 Total Change is: -7,609
-1,915 -3,048 -131 29 -9 -6 -3,076 -3,360 -772 -1,738 190 -1 1 -472
Percent of Open Interest Represented by Each Category of Trader
2.9 5.9 0.0 2.5 0.4 0.3 22.2 46.0 4.8 29.6 23.5 0.5 37.3 18.7
Number of Traders in Each Category Total Traders: 92
. . 0 5 . . 17 11 5 40 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,730
Positions
72 441 108 867 98 54 2,016 2,930 332 322 307 35 924 425
Changes from: March 28, 2023 Total Change is: 611
-5 -11 51 32 -28 5 369 554 237 -95 -84 -23 40 -90
Percent of Open Interest Represented by Each Category of Trader
1.5 9.3 2.3 18.3 2.1 1.1 42.6 61.9 7.0 6.8 6.5 0.7 19.5 9.0
Number of Traders in Each Category Total Traders: 62
. 8 . 5 . . 19 14 5 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 11,591
Positions
0 302 0 78 0 0 549 5,974 550 9,319 4,081 322 773 362
Changes from: March 28, 2023 Total Change is: -13,708
-9,273 -2,494 -65 -165 0 0 -3,681 -9,101 254 -687 -2,172 -35 -56 -95
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 0.7 0.0 0.0 4.7 51.5 4.7 80.4 35.2 2.8 6.7 3.1
Number of Traders in Each Category Total Traders: 90
0 . 0 . 0 0 6 7 . 57 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 32,076
Positions
136 11,163 0 13,467 2,285 828 9,549 13,000 560 2,833 1,585 0 4,703 2,655
Changes from: March 28, 2023 Total Change is: 948
60 0 0 -1,421 1,090 5 2,386 -525 27 -75 67 0 -34 284
Percent of Open Interest Represented by Each Category of Trader
0.4 34.8 0.0 42.0 7.1 2.6 29.8 40.5 1.7 8.8 4.9 0.0 14.7 8.3
Number of Traders in Each Category Total Traders: 96
. . 0 9 8 . 20 24 5 19 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 355,008
Positions
33,016 18,353 16,627 87,397 97,215 42,444 71,664 80,709 55,033 7,386 3,881 12,633 28,808 28,113
Changes from: March 28, 2023 Total Change is: 39,067
2,440 1,801 3,732 13,586 24,721 2,549 13,769 7,302 3,094 472 732 -2,071 1,496 -2,793
Percent of Open Interest Represented by Each Category of Trader
9.3 5.2 4.7 24.6 27.4 12.0 20.2 22.7 15.5 2.1 1.1 3.6 8.1 7.9
Number of Traders in Each Category Total Traders: 193
15 12 20 22 30 26 37 42 49 15 5 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 59,388
Positions
41,317 42,699 0 10,255 5,625 1,104 5,831 9,727 60 480 106 18 323 49
Changes from: March 28, 2023 Total Change is: -1,837
11 0 0 967 -2,967 22 -2,622 1,104 23 -262 -17 0 24 -2
Percent of Open Interest Represented by Each Category of Trader
69.6 71.9 0.0 17.3 9.5 1.9 9.8 16.4 0.1 0.8 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 39
5 . 0 10 4 . 7 5 . 4 . .
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Updated April 07, 2023