Traders in Financial Futures - Options and Futures Combined 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 193,181
Positions
89,973 3,271 2,569 18,925 88,947 5,410 15,869 36,850 15,712 13,075 2,455 7 31,641 37,960
Changes from: March 14, 2023 Total Change is: -65,513
24,419 -869 -47,781 663 -6,185 -707 -37,929 -8,904 -1,761 -228 87 0 -2,189 606
Percent of Open Interest Represented by Each Category of Trader
46.6 1.7 1.3 9.8 46.0 2.8 8.2 19.1 8.1 6.8 1.3 0.0 16.4 19.6
Number of Traders in Each Category Total Traders: 114
14 . 8 8 29 13 13 31 14 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 38,991
Positions
15,677 116 1,140 1,829 10,244 169 4,804 8,577 2,958 1,907 0 0 10,508 15,787
Changes from: March 14, 2023 Total Change is: -3,007
-192 -827 10 -1,497 120 -147 1,368 -1,623 -777 -73 0 0 -1,700 236
Percent of Open Interest Represented by Each Category of Trader
40.2 0.3 2.9 4.7 26.3 0.4 12.3 22.0 7.6 4.9 0.0 0.0 26.9 40.5
Number of Traders in Each Category Total Traders: 31
. . . . 8 . 7 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 220,684
Positions
66,236 23,421 12,887 31,858 72,247 6,178 42,153 37,931 34,673 1,829 2,935 594 24,277 29,819
Changes from: March 14, 2023 Total Change is: -3,182
-3,600 4,291 1,297 858 -7,384 322 -3,314 160 488 -48 0 40 775 -2,396
Percent of Open Interest Represented by Each Category of Trader
30.0 10.6 5.8 14.4 32.7 2.8 19.1 17.2 15.7 0.8 1.3 0.3 11.0 13.5
Number of Traders in Each Category Total Traders: 118
9 5 7 13 33 16 19 29 19 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 191,998
Positions
48,617 11,313 6,560 70,198 55,468 5,910 9,662 59,945 19,813 4,988 1,226 1 26,249 31,762
Changes from: March 14, 2023 Total Change is: -8,113
-5,163 2,633 1,753 -5,081 -12,788 1,201 -8,598 -1,724 5,423 1,492 169 -25 886 -4,753
Percent of Open Interest Represented by Each Category of Trader
25.3 5.9 3.4 36.6 28.9 3.1 5.0 31.2 10.3 2.6 0.6 0.0 13.7 16.5
Number of Traders in Each Category Total Traders: 123
9 9 8 17 26 18 14 37 21 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 862,872
Positions
21,349 530,066 18,699 510,074 82,545 29,269 59,133 50,671 84,701 39,813 13,612 9,598 90,237 43,712
Changes from: March 14, 2023 Total Change is: 11,230
514 3,306 1,622 -3,940 -1,993 -546 -2,103 -6,088 15,608 -84 -701 296 -136 -274
Percent of Open Interest Represented by Each Category of Trader
2.5 61.4 2.2 59.1 9.6 3.4 6.9 5.9 9.8 4.6 1.6 1.1 10.5 5.1
Number of Traders in Each Category Total Traders: 304
13 17 13 115 27 52 49 31 32 34 18 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 163,534
Positions
50,845 1,600 840 39,212 84,843 5,078 33,953 28,699 11,549 2,861 0 0 19,196 30,925
Changes from: March 14, 2023 Total Change is: 3,437
2,312 0 -14 -436 2,306 -68 -1,845 -1,370 2,523 -20 0 0 985 60
Percent of Open Interest Represented by Each Category of Trader
31.1 1.0 0.5 24.0 51.9 3.1 20.8 17.5 7.1 1.7 0.0 0.0 11.7 18.9
Number of Traders in Each Category Total Traders: 86
9 . 4 12 21 13 19 21 14 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 222,207
Positions
6,473 88,873 904 149,053 7,755 2 53,308 64,233 340 4,879 57,735 61 7,187 2,304
Changes from: March 14, 2023 Total Change is: -38,285
-117 -4,753 -115 -13,045 -839 -208 -22,393 -30,352 -554 -1,973 250 0 120 -1,714
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 - Options and Futures Combined 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 - Options and Futures Combined 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 32,184
Positions
15,157 156 34 5,092 15,503 491 7,359 12,078 61 573 331 20 3,397 3,510
Changes from: March 14, 2023 Total Change is: -3,196
1,157 156 -18 -60 -2,040 103 -4,960 -751 6 193 -517 -12 395 -123
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 10.6 10.9
Number of Traders in Each Category Total Traders: 77
10 . . 10 16 . 18 16 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 40,901
Positions
18,449 6,740 274 6,986 4,458 221 7,578 10,376 166 1,919 9,407 0 5,309 9,261
Changes from: March 14, 2023 Total Change is: -11,320
-234 -2,534 -6,481 530 -115 -630 -874 890 -1,272 -349 100 0 -2,011 -1,278
Percent of Open Interest Represented by Each Category of Trader
45.1 16.5 0.7 17.1 10.9 0.5 18.5 25.4 0.4 4.7 23.0 0.0 13.0 22.6
Number of Traders in Each Category Total Traders: 87
14 11 . 10 11 . 12 24 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 81,802
Positions
36,897 13,479 548 13,972 8,915 441 15,157 20,752 331 3,838 18,813 0 10,618 18,523
Changes from: March 14, 2023 Total Change is: -22,640
-468 -5,068 -12,962 1,060 -230 -1,260 -1,747 1,779 -2,544 -697 200 0 -4,022 -2,555
Percent of Open Interest Represented by Each Category of Trader
45.1 16.5 0.7 17.1 10.9 0.5 18.5 25.4 0.4 4.7 23.0 0.0 13.0 22.6
Number of Traders in Each Category Total Traders: 87
14 11 . 10 11 . 12 24 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 627,603
Positions
89,416 59,594 18,955 195,568 101,435 52,782 15,757 106,457 181,559 19,276 37,576 4,620 49,670 64,625
Changes from: March 14, 2023 Total Change is: -118,226
27,631 -12,549 -46,908 2,678 5,182 -7,049 -12,848 29,836 -56,897 1,535 -3,351 -2,968 -23,401 -23,523
Percent of Open Interest Represented by Each Category of Trader
14.2 9.5 3.0 31.2 16.2 8.4 2.5 17.0 28.9 3.1 6.0 0.7 7.9 10.3
Number of Traders in Each Category Total Traders: 571
33 28 38 142 104 124 56 125 111 44 36 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,138,017
Positions
447,082 297,972 94,774 977,838 507,177 263,909 78,787 532,283 907,797 96,382 187,881 23,099 248,349 323,126
Changes from: March 14, 2023 Total Change is: -591,131
138,157 -62,744 -234,541 13,389 25,910 -35,245 -64,240 149,182 -284,483 7,673 -16,754 -14,838 -117,003 -117,617
Percent of Open Interest Represented by Each Category of Trader
14.2 9.5 3.0 31.2 16.2 8.4 2.5 17.0 28.9 3.1 6.0 0.7 7.9 10.3
Number of Traders in Each Category Total Traders: 571
33 28 38 142 104 124 56 125 111 44 36 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 101,744
Positions
0 1,665 0 29,003 5,903 1,177 25,001 26,660 3,889 1,014 2,059 0 41,659 60,391
Changes from: March 14, 2023 Total Change is: -103,880
-12,562 -8,221 -558 -1,049 281 -404 -57,546 -58,613 -16,232 5 677 0 -15,534 -20,810
Percent of Open Interest Represented by Each Category of Trader
0.0 1.6 0.0 28.5 5.8 1.2 24.6 26.2 3.8 1.0 2.0 0.0 40.9 59.4
Number of Traders in Each Category Total Traders: 25
0 . 0 10 . . 5 4 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 51,956
Positions
8,583 3,695 363 14,916 10,075 2,147 9,196 14,673 8,018 1,624 3,150 351 6,758 9,484
Changes from: March 14, 2023 Total Change is: -20,383
-3,367 -2,480 -4,211 85 -695 -890 -3,820 1,132 -5,108 -358 -2,135 -165 -2,550 -5,831
Percent of Open Interest Represented by Each Category of Trader
16.5 7.1 0.7 28.7 19.4 4.1 17.7 28.2 15.4 3.1 6.1 0.7 13.0 18.3
Number of Traders in Each Category Total Traders: 286
31 15 11 57 40 34 39 58 36 16 30 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 259,782
Positions
42,917 18,476 1,814 74,579 50,373 10,735 45,981 73,366 40,091 8,122 15,750 1,755 33,788 47,421
Changes from: March 14, 2023 Total Change is: -101,914
-16,834 -12,401 -21,054 425 -3,476 -4,448 -19,098 5,660 -25,539 -1,792 -10,676 -826 -12,749 -29,155
Percent of Open Interest Represented by Each Category of Trader
16.5 7.1 0.7 28.7 19.4 4.1 17.7 28.2 15.4 3.1 6.1 0.7 13.0 18.3
Number of Traders in Each Category Total Traders: 286
31 15 11 57 40 34 39 58 36 16 30 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 63,770
Positions
0 4,299 0 3,505 0 0 32,812 14,595 1,078 1,802 2,704 551 24,022 40,543
Changes from: March 14, 2023 Total Change is: -124,160
-15,812 -6,395 0 -1,159 0 0 -944 -109,770 -9,942 409 -329 189 -96,902 2,086
Percent of Open Interest Represented by Each Category of Trader
0.0 6.7 0.0 5.5 0.0 0.0 51.5 22.9 1.7 2.8 4.2 0.9 37.7 63.6
Number of Traders in Each Category Total Traders: 41
0 5 0 5 0 0 11 9 6 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 491,338
Positions
117,773 72,811 1,039 195,699 191,184 39,974 72,407 113,180 14,928 26,023 35,016 52 23,443 23,154
Changes from: March 14, 2023 Total Change is: -104,895
490 28,299 -66,845 15,563 -6,103 -3,042 6,437 -2,076 -36,079 299 2,832 -424 -21,294 -21,456
Percent of Open Interest Represented by Each Category of Trader
24.0 14.8 0.2 39.8 38.9 8.1 14.7 23.0 3.0 5.3 7.1 0.0 4.8 4.7
Number of Traders in Each Category Total Traders: 326
26 17 . 78 71 44 36 69 25 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,422,193
Positions
22,800 150,788 59,850 672,289 337,314 187,148 82,934 354,178 131,746 81,231 69,633 6,963 177,232 124,573
Changes from: March 14, 2023 Total Change is: 19,562
158 32,110 -9,310 14,639 16,035 2,780 20,565 6,463 -11,016 5,509 3,774 -54 -3,709 -21,220
Percent of Open Interest Represented by Each Category of Trader
1.6 10.6 4.2 47.3 23.7 13.2 5.8 24.9 9.3 5.7 4.9 0.5 12.5 8.8
Number of Traders in Each Category Total Traders: 207
7 17 17 65 31 61 29 36 47 9 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,427,968
Positions
6,513 103,335 386 877,497 223,782 249,720 65,441 710,452 19,944 50,829 14,731 0 157,638 105,618
Changes from: March 14, 2023 Total Change is: -19,029
1,545 5,961 -872 -3,702 -14,569 1,590 -9,586 133 -3,399 -1,353 -513 0 -3,253 -7,361
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 59 13 22 15 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,379,497
Positions
45,232 251,635 15,493 1,132,080 503,372 310,030 470,294 846,651 102,420 104,921 170,303 7,689 191,337 171,904
Changes from: March 14, 2023 Total Change is: -26,811
-16,583 7,435 -3,323 -49,163 -33,603 -22,660 102,719 46,795 -24,889 -8,075 8,188 601 -5,439 -5,354
Percent of Open Interest Represented by Each Category of Trader
1.9 10.6 0.7 47.6 21.2 13.0 19.8 35.6 4.3 4.4 7.2 0.3 8.0 7.2
Number of Traders in Each Category Total Traders: 369
14 38 17 111 53 88 50 47 38 23 33 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,251,293
Positions
78,418 273,489 259,934 2,141,852 1,226,668 837,268 335,780 1,193,244 730,297 328,250 211,689 147,551 391,943 371,152
Changes from: March 14, 2023 Total Change is: -85,203
-6,247 -15,554 41,558 -11,461 560 -23,142 -15,161 65,050 -78,736 -21,681 -7,092 4,948 24,720 -72,795
Percent of Open Interest Represented by Each Category of Trader
1.5 5.2 4.9 40.8 23.4 15.9 6.4 22.7 13.9 6.3 4.0 2.8 7.5 7.1
Number of Traders in Each Category Total Traders: 406
21 28 36 114 65 98 50 74 84 32 22 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,576,319
Positions
58,627 85,139 979 742,189 569,524 214,701 184,342 406,840 18,563 180,786 44,029 51 176,081 236,493
Changes from: March 14, 2023 Total Change is: 16,766
3,485 -3,311 -3,219 2,193 -43,716 975 13,444 44,053 -10,015 11,921 -2,834 -695 -1,323 35,528
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 57 11 16 11 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,967,498
Positions
36,371 609,491 141,319 2,048,583 651,402 787,760 658,109 1,660,621 499,362 430,654 256,111 21,240 344,100 340,192
Changes from: March 14, 2023 Total Change is: 41,538
-7,539 18,933 24,454 58,678 -3,451 -31,908 14,532 45,562 21,807 -29,669 8,787 2,458 -11,274 -45,103
Percent of Open Interest Represented by Each Category of Trader
0.7 12.3 2.8 41.2 13.1 15.9 13.2 33.4 10.1 8.7 5.2 0.4 6.9 6.8
Number of Traders in Each Category Total Traders: 369
12 36 30 117 47 95 58 57 75 21 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 6,080,785
Positions
1,748,006 886,459 1,135,357 113,472 74,838 153,574 409,663 1,083,143 2,157,926 35,133 78,765 49,311 278,343 461,412
Changes from: March 14, 2023 Total Change is: -79,820
-10,998 29,058 25,518 -36,518 29,793 -9,966 -40,848 -78,954 922 5,258 -3,911 -33,403 20,215 -38,877
Percent of Open Interest Represented by Each Category of Trader
28.7 14.6 18.7 1.9 1.2 2.5 6.7 17.8 35.5 0.6 1.3 0.8 4.6 7.6
Number of Traders in Each Category Total Traders: 121
23 17 39 5 5 10 32 25 50 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is21,691,830
Positions
2,052,426 2,608,291 4,002,066 673,240 696,156 911,626 1,627,461 994,198 11,931,623 168,829 211,903 228,892 95,667 107,075
Changes from: March 14, 2023 Total Change is: -684,523
-637,319 -200,283 939,709 62,488 104,790 -59,954 140,085 -204,187 -1,068,138 -7,887 6,880 12,286 -65,793 -215,626
Percent of Open Interest Represented by Each Category of Trader
9.5 12.0 18.4 3.1 3.2 4.2 7.5 4.6 55.0 0.8 1.0 1.1 0.4 0.5
Number of Traders in Each Category Total Traders: 768
59 92 118 25 63 62 92 151 195 121 133 156
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 17,054
Positions
292 3,529 583 6,976 243 523 3,490 7,958 2,184 837 617 660 1,509 758
Changes from: March 14, 2023 Total Change is: 1,186
-13 -553 -1 939 -75 -19 923 1,792 448 -1,308 -267 0 217 -140
Percent of Open Interest Represented by Each Category of Trader
1.7 20.7 3.4 40.9 1.4 3.1 20.5 46.7 12.8 4.9 3.6 3.9 8.9 4.4
Number of Traders in Each Category Total Traders: 131
5 11 4 11 . . 32 41 16 17 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 14,661
Positions
1,860 3,299 0 158 11 23 4,020 6,098 1,849 3,720 1,493 47 2,985 1,842
Changes from: March 14, 2023 Total Change is: 1,464
-571 -550 0 -54 -41 21 30 1,732 -175 1,458 477 -39 794 38
Percent of Open Interest Represented by Each Category of Trader
12.7 22.5 0.0 1.1 0.1 0.2 27.4 41.6 12.6 25.4 10.2 0.3 20.4 12.6
Number of Traders in Each Category Total Traders: 104
. . 0 4 . . 19 10 11 49 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,056
Positions
79 417 141 957 162 44 1,871 2,556 573 443 577 65 884 521
Changes from: March 14, 2023 Total Change is: 167
-79 -118 10 373 -19 -33 51 288 -42 -302 94 8 182 -20
Percent of Open Interest Represented by Each Category of Trader
1.6 8.3 2.8 18.9 3.2 0.9 37.0 50.6 11.3 8.8 11.4 1.3 17.5 10.3
Number of Traders in Each Category Total Traders: 75
. 7 . 5 . . 18 22 9 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 25,296
Positions
6,350 3,096 0 79 71 0 4,152 12,366 2,741 10,231 5,673 932 811 417
Changes from: March 14, 2023 Total Change is: -755
172 1,226 0 0 26 0 -804 15 -1,374 1,077 -519 15 159 -145
Percent of Open Interest Represented by Each Category of Trader
25.1 12.2 0.0 0.3 0.3 0.0 16.4 48.9 10.8 40.4 22.4 3.7 3.2 1.6
Number of Traders in Each Category Total Traders: 103
. . 0 . . 0 8 6 5 64 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 33,888
Positions
0 11,163 0 16,093 1,573 737 7,459 16,097 707 3,985 1,275 29 4,877 2,306
Changes from: March 14, 2023 Total Change is: -1,360
-56 0 0 -632 -78 -34 -1,099 -1,414 -84 1,034 56 3 -491 192
Percent of Open Interest Represented by Each Category of Trader
0.0 32.9 0.0 47.5 4.6 2.2 22.0 47.5 2.1 11.8 3.8 0.1 14.4 6.8
Number of Traders in Each Category Total Traders: 74
0 . 0 9 6 . 15 16 6 16 11 .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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