Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 189,705 Positions 87,134 3,030 2,112 19,800 87,485 5,083 18,642 39,234 12,212 12,194 2,534 3 32,524 38,012 Changes from: March 21, 2023 Total Change is: -3,476 -2,838 -241 -457 875 -1,462 -327 2,773 2,384 -3,500 -881 79 -4 883 52 Percent of Open Interest Represented by Each Category of Trader 45.9 1.6 1.1 10.4 46.1 2.7 9.8 20.7 6.4 6.4 1.3 0.0 17.1 20.0 Number of Traders in Each Category Total Traders: 111 12 . 6 8 29 14 13 32 14 10 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 38,070 Positions 15,912 1,413 1,111 1,775 10,450 257 3,905 7,069 2,528 1,907 0 0 10,676 15,242 Changes from: March 21, 2023 Total Change is: -921 235 1,297 -29 -54 206 88 -899 -1,508 -430 0 0 0 168 -545 Percent of Open Interest Represented by Each Category of Trader 41.8 3.7 2.9 4.7 27.4 0.7 10.3 18.6 6.6 5.0 0.0 0.0 28.0 40.0 Number of Traders in Each Category Total Traders: 31 4 . . . 8 . 5 7 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 233,765 Positions 64,104 34,066 15,273 37,098 68,400 7,345 41,708 39,259 38,512 1,670 3,629 736 27,320 26,544 Changes from: March 21, 2023 Total Change is: 13,081 -2,132 10,646 2,387 5,240 -3,847 1,167 -445 1,328 3,839 -160 694 142 3,043 -3,275 Percent of Open Interest Represented by Each Category of Trader 27.4 14.6 6.5 15.9 29.3 3.1 17.8 16.8 16.5 0.7 1.6 0.3 11.7 11.4 Number of Traders in Each Category Total Traders: 118 7 7 7 15 31 16 20 27 20 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 195,161 Positions 45,524 18,633 6,285 70,901 56,991 6,722 14,331 54,040 21,775 2,823 1,165 0 26,802 29,551 Changes from: March 21, 2023 Total Change is: 3,163 -3,094 7,320 -275 703 1,523 811 4,669 -5,905 1,961 -2,165 -61 0 552 -2,212 Percent of Open Interest Represented by Each Category of Trader 23.3 9.5 3.2 36.3 29.2 3.4 7.3 27.7 11.2 1.4 0.6 0.0 13.7 15.1 Number of Traders in Each Category Total Traders: 124 7 10 6 20 26 20 16 35 21 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 858,764 Positions 26,161 521,326 19,968 505,227 80,520 29,989 55,460 56,121 89,116 38,637 13,998 5,673 88,533 42,053 Changes from: March 21, 2023 Total Change is: -4,108 4,813 -8,740 1,269 -4,847 -2,025 720 -3,673 5,451 4,415 -1,176 387 -3,925 -1,704 -1,659 Percent of Open Interest Represented by Each Category of Trader 3.0 60.7 2.3 58.8 9.4 3.5 6.5 6.5 10.4 4.5 1.6 0.7 10.3 4.9 Number of Traders in Each Category Total Traders: 315 15 14 13 120 27 54 44 41 34 34 20 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 29,676 Positions 459 20,842 35 13,430 563 2,932 429 1,994 0 0 0 0 12,391 3,310 Changes from: March 21, 2023 Total Change is: -237 14 7 -7 -58 -573 64 0 0 0 0 0 0 -250 272 Percent of Open Interest Represented by Each Category of Trader 1.5 70.2 0.1 45.3 1.9 9.9 1.4 6.7 0.0 0.0 0.0 0.0 41.8 11.2 Number of Traders in Each Category Total Traders: 24 . . . 16 . 6 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 162,430 Positions 48,634 2,754 964 42,916 84,983 4,459 32,129 28,279 9,863 2,911 427 0 20,554 30,701 Changes from: March 21, 2023 Total Change is: -1,104 -2,212 1,154 124 3,703 140 -619 -1,824 -420 -1,686 50 427 0 1,359 -224 Percent of Open Interest Represented by Each Category of Trader 29.9 1.7 0.6 26.4 52.3 2.7 19.8 17.4 6.1 1.8 0.3 0.0 12.7 18.9 Number of Traders in Each Category Total Traders: 83 7 . 4 11 22 13 16 21 14 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 233,740 Positions 6,372 90,547 858 154,941 7,644 0 60,849 74,075 714 2,782 57,227 74 7,150 2,601 Changes from: March 21, 2023 Total Change is: 11,533 -101 1,674 -46 5,888 -111 -2 7,541 9,842 374 -2,097 -508 13 -37 297 Percent of Open Interest Represented by Each Category of Trader 2.7 38.7 0.4 66.3 3.3 0.0 26.0 31.7 0.3 1.2 24.5 0.0 3.1 1.1 Number of Traders in Each Category Total Traders: 143 4 9 . 25 6 0 47 27 8 10 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 42,663 Positions 1,191 34,958 356 9,663 1,360 4 20,826 1,991 1,107 1,087 1,497 0 8,429 1,390 Changes from: March 21, 2023 Total Change is: 441 586 213 -8 -5,767 11 4 3,577 -509 508 252 54 0 1,289 168 Percent of Open Interest Represented by Each Category of Trader 2.8 81.9 0.8 22.6 3.2 0.0 48.8 4.7 2.6 2.5 3.5 0.0 19.8 3.3 Number of Traders in Each Category Total Traders: 65 . 4 . 16 4 . 22 4 . 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 32,001 Positions 12,380 1,341 63 5,380 15,446 136 9,971 10,859 192 389 531 20 3,471 3,414 Changes from: March 21, 2023 Total Change is: -183 -2,777 1,185 29 288 -57 -355 2,612 -1,219 131 -184 200 0 74 -96 Percent of Open Interest Represented by Each Category of Trader 38.7 4.2 0.2 16.8 48.3 0.4 31.2 33.9 0.6 1.2 1.7 0.1 10.8 10.7 Number of Traders in Each Category Total Traders: 76 9 4 . 10 15 . 16 16 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 30,632 Positions 16,167 101 64 500 26,552 0 12,246 1,882 0 371 174 0 1,284 1,859 Changes from: March 21, 2023 Total Change is: 2,797 480 0 -10 -435 2,685 0 2,311 88 -6 235 0 0 222 40 Percent of Open Interest Represented by Each Category of Trader 52.8 0.3 0.2 1.6 86.7 0.0 40.0 6.1 0.0 1.2 0.6 0.0 4.2 6.1 Number of Traders in Each Category Total Traders: 37 4 . . . 6 0 10 11 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 38,196 Positions 19,218 6,671 386 5,933 4,900 286 6,302 7,571 390 744 8,557 0 4,938 9,437 Changes from: March 21, 2023 Total Change is: -2,705 770 -69 112 -1,054 442 66 -1,277 -2,805 224 -1,175 -850 0 -371 176 Percent of Open Interest Represented by Each Category of Trader 50.3 17.5 1.0 15.5 12.8 0.7 16.5 19.8 1.0 1.9 22.4 0.0 12.9 24.7 Number of Traders in Each Category Total Traders: 83 15 10 . 9 12 4 11 23 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 76,392 Positions 38,436 13,341 771 11,865 9,799 572 12,604 15,142 780 1,488 17,113 0 9,877 18,874 Changes from: March 21, 2023 Total Change is: -5,410 1,539 -138 223 -2,107 884 131 -2,553 -5,610 449 -2,350 -1,700 0 -741 351 Percent of Open Interest Represented by Each Category of Trader 50.3 17.5 1.0 15.5 12.8 0.7 16.5 19.8 1.0 1.9 22.4 0.0 12.9 24.7 Number of Traders in Each Category Total Traders: 83 15 10 . 9 12 4 11 23 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 40,706 Positions 9,467 27,781 0 23,604 2,123 1,758 3,316 7,597 0 0 0 0 2,561 1,447 Changes from: March 21, 2023 Total Change is: 1,721 176 1,066 0 482 71 6 708 903 0 0 0 0 349 -325 Percent of Open Interest Represented by Each Category of Trader 23.3 68.2 0.0 58.0 5.2 4.3 8.1 18.7 0.0 0.0 0.0 0.0 6.3 3.6 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 28, 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 625,398 Positions 94,196 54,990 19,318 189,897 105,124 52,035 16,376 105,562 180,225 18,881 42,319 4,271 50,198 61,554 Changes from: March 21, 2023 Total Change is: -2,205 4,780 -4,604 363 -5,671 3,688 -746 618 -895 -1,334 -395 4,743 -349 528 -3,071 Percent of Open Interest Represented by Each Category of Trader 15.1 8.8 3.1 30.4 16.8 8.3 2.6 16.9 28.8 3.0 6.8 0.7 8.0 9.8 Number of Traders in Each Category Total Traders: 569 33 28 39 140 106 125 59 111 108 54 35 44 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 13,878 Positions 255 10,683 0 8,753 1,343 59 2,554 308 100 0 0 0 2,157 1,385 Changes from: March 21, 2023 Total Change is: 1,279 -232 1,592 0 543 0 59 767 -144 0 0 0 0 142 -228 Percent of Open Interest Represented by Each Category of Trader 1.8 77.0 0.0 63.1 9.7 0.4 18.4 2.2 0.7 0.0 0.0 0.0 15.5 10.0 Number of Traders in Each Category Total Traders: 23 . 10 0 5 . . 4 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 19,905 Positions 5,670 16,825 0 10,110 552 0 1,083 681 70 0 0 0 2,972 1,777 Changes from: March 21, 2023 Total Change is: 48 9 872 0 66 -873 0 154 73 -73 0 0 0 -108 49 Percent of Open Interest Represented by Each Category of Trader 28.5 84.5 0.0 50.8 2.8 0.0 5.4 3.4 0.4 0.0 0.0 0.0 14.9 8.9 Number of Traders in Each Category Total Traders: 30 5 7 0 11 . 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 3,126,990 Positions 470,982 274,951 96,590 949,485 525,618 260,177 81,879 527,809 901,127 94,405 211,595 21,354 250,991 307,769 Changes from: March 21, 2023 Total Change is: -11,027 23,900 -23,022 1,816 -28,353 18,442 -3,732 3,092 -4,473 -6,670 -1,976 23,714 -1,746 2,642 -15,356 Percent of Open Interest Represented by Each Category of Trader 15.1 8.8 3.1 30.4 16.8 8.3 2.6 16.9 28.8 3.0 6.8 0.7 8.0 9.8 Number of Traders in Each Category Total Traders: 569 33 28 39 140 106 125 59 111 108 54 35 44 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 25,685 Positions 8,583 9,982 0 10,524 10,031 1,847 3,002 2,607 2 0 0 0 1,727 1,216 Changes from: March 21, 2023 Total Change is: 949 35 -427 0 22 1,582 23 612 57 1 0 0 0 256 -287 Percent of Open Interest Represented by Each Category of Trader 33.4 38.9 0.0 41.0 39.1 7.2 11.7 10.1 0.0 0.0 0.0 0.0 6.7 4.7 Number of Traders in Each Category Total Traders: 29 . 7 0 8 . . 4 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 113,147 Positions 3,351 2,590 0 28,754 5,379 1,173 25,037 31,430 4,253 1,023 3,404 0 49,556 64,918 Changes from: March 21, 2023 Total Change is: 11,403 3,351 925 0 -249 -524 -4 35 4,770 364 9 1,345 0 7,897 4,527 Percent of Open Interest Represented by Each Category of Trader 3.0 2.3 0.0 25.4 4.8 1.0 22.1 27.8 3.8 0.9 3.0 0.0 43.8 57.4 Number of Traders in Each Category Total Traders: 26 . . 0 10 . . 4 5 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 300,905 Positions 120,868 91,630 130,198 0 33,500 0 4,000 8,937 33,432 9,703 0 0 2,704 3,208 Changes from: March 21, 2023 Total Change is: -250 -500 250 2,000 0 0 0 0 -500 -1,000 0 0 0 -750 -1,000 Percent of Open Interest Represented by Each Category of Trader 40.2 30.5 43.3 0.0 11.1 0.0 1.3 3.0 11.1 3.2 0.0 0.0 0.9 1.1 Number of Traders in Each Category Total Traders: 26 11 5 12 0 . 0 . . 7 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 40,683 Positions 5,380 3,465 177 24,735 28,892 2,348 2,172 452 30 0 0 0 5,841 5,319 Changes from: March 21, 2023 Total Change is: -359 -845 118 143 269 -470 -7 254 -287 -104 -336 0 0 267 248 Percent of Open Interest Represented by Each Category of Trader 13.2 8.5 0.4 60.8 71.0 5.8 5.3 1.1 0.1 0.0 0.0 0.0 14.4 13.1 Number of Traders in Each Category Total Traders: 63 5 6 . 29 17 12 5 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 52,409 Positions 9,312 3,684 358 14,884 10,103 1,843 8,492 16,123 7,884 2,155 3,164 342 7,137 8,906 Changes from: March 21, 2023 Total Change is: 452 728 -11 -5 -32 29 -304 -704 1,450 -134 531 14 -9 380 -579 Percent of Open Interest Represented by Each Category of Trader 17.8 7.0 0.7 28.4 19.3 3.5 16.2 30.8 15.0 4.1 6.0 0.7 13.6 17.0 Number of Traders in Each Category Total Traders: 279 25 17 9 57 41 32 33 65 40 9 32 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 262,043 Positions 46,558 18,422 1,792 74,421 50,517 9,217 42,461 80,616 39,420 10,776 15,820 1,711 35,687 44,528 Changes from: March 21, 2023 Total Change is: 2,261 3,641 -54 -23 -158 143 -1,518 -3,520 7,250 -672 2,654 70 -43 1,900 -2,893 Percent of Open Interest Represented by Each Category of Trader 17.8 7.0 0.7 28.4 19.3 3.5 16.2 30.8 15.0 4.1 6.0 0.7 13.6 17.0 Number of Traders in Each Category Total Traders: 279 25 17 9 57 41 32 33 65 40 9 32 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 72,877 Positions 0 4,489 0 3,223 0 0 24,259 30,704 1,783 2,377 1,804 275 40,960 33,822 Changes from: March 21, 2023 Total Change is: 9,107 0 190 0 -282 0 0 -8,553 16,109 706 575 -900 -276 16,937 -6,722 Percent of Open Interest Represented by Each Category of Trader 0.0 6.2 0.0 4.4 0.0 0.0 33.3 42.1 2.4 3.3 2.5 0.4 56.2 46.4 Number of Traders in Each Category Total Traders: 38 0 5 0 5 0 0 13 5 8 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 489,766 Positions 113,762 70,695 1,751 180,937 191,023 44,376 82,794 107,785 14,021 27,453 34,696 56 24,616 25,364 Changes from: March 21, 2023 Total Change is: -1,572 -4,011 -2,116 712 -14,762 -161 4,402 10,387 -5,395 -907 1,430 -320 3 1,174 2,209 Percent of Open Interest Represented by Each Category of Trader 23.2 14.4 0.4 36.9 39.0 9.1 16.9 22.0 2.9 5.6 7.1 0.0 5.0 5.2 Number of Traders in Each Category Total Traders: 331 29 17 . 75 68 43 43 68 28 12 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 12,751 Positions 1,003 10,770 0 9,705 1,223 0 839 312 0 0 0 0 1,204 446 Changes from: March 21, 2023 Total Change is: 842 0 432 0 555 298 0 16 0 0 0 0 0 271 112 Percent of Open Interest Represented by Each Category of Trader 7.9 84.5 0.0 76.1 9.6 0.0 6.6 2.4 0.0 0.0 0.0 0.0 9.4 3.5 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 28, 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 10,226 Positions 0 1,519 0 6,322 2,246 9 250 2,833 0 919 643 0 2,726 2,976 Changes from: March 21, 2023 Total Change is: -193 0 1 0 38 -430 -4 -210 -414 0 0 286 0 -17 368 Percent of Open Interest Represented by Each Category of Trader 0.0 14.9 0.0 61.8 22.0 0.1 2.4 27.7 0.0 9.0 6.3 0.0 26.7 29.1 Number of Traders in Each Category Total Traders: 22 0 . 0 8 4 . . 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 33,497 Positions 5,147 4,906 628 13,646 4,309 1,730 6,026 4,961 5 811 1,707 0 5,504 15,251 Changes from: March 21, 2023 Total Change is: -1,102 89 -181 603 97 -233 54 -1,238 2,094 -34 69 -443 0 -742 -2,962 Percent of Open Interest Represented by Each Category of Trader 15.4 14.6 1.9 40.7 12.9 5.2 18.0 14.8 0.0 2.4 5.1 0.0 16.4 45.5 Number of Traders in Each Category Total Traders: 50 10 4 . 10 6 6 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 395,960 Positions 30,983 203,197 3,824 272,724 98,962 35,952 23,834 17,511 1,179 18,323 32,332 113 9,028 2,890 Changes from: March 21, 2023 Total Change is: 6,721 -1,435 8,551 -205 4,420 -598 1,638 2,145 -981 -207 -203 -2,442 -6 574 971 Percent of Open Interest Represented by Each Category of Trader 7.8 51.3 1.0 68.9 25.0 9.1 6.0 4.4 0.3 4.6 8.2 0.0 2.3 0.7 Number of Traders in Each Category Total Traders: 188 10 16 5 73 46 32 17 15 6 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 1,145,268 Positions 70,334 582,095 10,188 736,784 270,722 127,844 91,047 88,045 8,290 59,905 45,733 2,583 38,293 9,768 Changes from: March 21, 2023 Total Change is: -15,726 -348 13,596 -995 2,195 -4,781 -4,217 4,025 3,372 1,909 -5,154 3,839 -30 -13,111 -28,419 Percent of Open Interest Represented by Each Category of Trader 6.1 50.8 0.9 64.3 23.6 11.2 7.9 7.7 0.7 5.2 4.0 0.2 3.3 0.9 Number of Traders in Each Category Total Traders: 396 28 19 14 147 68 76 52 43 31 29 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 198,233 Positions 32,833 129,761 34,694 34,001 0 2,420 75,674 12,104 12,842 4,740 5,642 665 364 105 Changes from: March 21, 2023 Total Change is: 5,371 1,115 2,607 652 2,121 0 7 -842 520 2,083 216 1 0 19 -499 Percent of Open Interest Represented by Each Category of Trader 16.6 65.5 17.5 17.2 0.0 1.2 38.2 6.1 6.5 2.4 2.8 0.3 0.2 0.1 Number of Traders in Each Category Total Traders: 94 10 22 16 17 0 4 28 7 8 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 1,320,938 Positions 25,052 155,728 36,895 680,236 341,958 153,350 77,708 363,486 85,067 76,847 67,679 4,961 180,821 111,814 Changes from: March 21, 2023 Total Change is: -101,255 2,252 4,940 -22,955 7,947 4,645 -33,799 -5,226 9,307 -46,679 -4,384 -1,954 -2,002 3,589 -12,759 Percent of Open Interest Represented by Each Category of Trader 1.9 11.8 2.8 51.5 25.9 11.6 5.9 27.5 6.4 5.8 5.1 0.4 13.7 8.5 Number of Traders in Each Category Total Traders: 196 8 15 15 65 31 62 25 35 40 10 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 1,416,280 Positions 6,290 101,337 1,240 857,434 223,376 247,951 54,959 693,186 22,357 55,374 14,221 0 170,675 112,612 Changes from: March 21, 2023 Total Change is: -11,688 -223 -1,998 854 -20,063 -406 -1,769 -10,482 -17,266 2,413 4,545 -510 0 13,037 6,994 Percent of Open Interest Represented by Each Category of Trader 0.4 7.2 0.1 60.5 15.8 17.5 3.9 48.9 1.6 3.9 1.0 0.0 12.1 8.0 Number of Traders in Each Category Total Traders: 160 . 11 . 80 22 61 12 22 12 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 2,405,787 Positions 58,245 278,972 18,649 1,190,969 492,319 293,325 464,488 927,188 58,262 115,505 152,447 7,323 199,021 177,302 Changes from: March 21, 2023 Total Change is: 26,290 13,013 27,337 3,155 58,889 -11,053 -16,705 -5,806 80,537 -44,159 10,584 -17,855 -366 7,684 5,399 Percent of Open Interest Represented by Each Category of Trader 2.4 11.6 0.8 49.5 20.5 12.2 19.3 38.5 2.4 4.8 6.3 0.3 8.3 7.4 Number of Traders in Each Category Total Traders: 375 17 37 19 116 45 84 49 55 38 27 29 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 4,916,862 Positions 79,186 264,683 138,196 2,165,676 1,223,313 820,691 293,255 1,240,934 550,328 349,114 193,134 117,434 402,981 368,148 Changes from: March 21, 2023 Total Change is: -334,431 768 -8,806 -121,738 23,824 -3,355 -16,577 -42,525 47,690 -179,969 20,865 -18,555 -30,117 11,038 -3,004 Percent of Open Interest Represented by Each Category of Trader 1.6 5.4 2.8 44.0 24.9 16.7 6.0 25.2 11.2 7.1 3.9 2.4 8.2 7.5 Number of Traders in Each Category Total Traders: 395 18 29 34 118 65 105 47 68 77 33 17 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 1,558,490 Positions 55,271 78,717 1,112 754,166 540,040 218,723 179,918 420,005 11,033 167,676 37,686 0 170,591 251,174 Changes from: March 21, 2023 Total Change is: -17,829 -3,356 -6,422 133 11,977 -29,484 4,023 -4,424 13,165 -7,530 -13,110 -6,343 -51 -5,491 14,681 Percent of Open Interest Represented by Each Category of Trader 3.5 5.1 0.1 48.4 34.7 14.0 11.5 26.9 0.7 10.8 2.4 0.0 10.9 16.1 Number of Traders in Each Category Total Traders: 153 4 11 5 41 54 60 10 20 12 8 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 4,843,835 Positions 44,166 650,319 105,475 2,094,288 638,491 692,365 664,050 1,739,192 410,512 434,069 262,102 13,095 385,815 332,285 Changes from: March 21, 2023 Total Change is: -123,663 7,795 40,827 -35,844 45,705 -12,912 -95,395 5,941 78,571 -88,851 3,415 5,991 -8,144 41,715 -7,907 Percent of Open Interest Represented by Each Category of Trader 0.9 13.4 2.2 43.2 13.2 14.3 13.7 35.9 8.5 9.0 5.4 0.3 8.0 6.9 Number of Traders in Each Category Total Traders: 355 12 33 25 117 39 92 53 62 73 21 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 1,779,647 Positions 379,913 259,672 693,334 37,936 42,444 15,502 274,147 378,838 337,479 7,380 12,989 381 33,575 39,008 Changes from: March 21, 2023 Total Change is: -68,145 74,703 -55,531 -43,424 17,007 2,052 -3,957 -94,676 57,618 -14,539 6,380 68 -1,748 -7,891 -8,684 Percent of Open Interest Represented by Each Category of Trader 21.3 14.6 39.0 2.1 2.4 0.9 15.4 21.3 19.0 0.4 0.7 0.0 1.9 2.2 Number of Traders in Each Category Total Traders: 138 28 30 51 4 6 4 25 33 48 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 5,997,017 Positions 1,730,132 877,578 1,122,671 121,233 73,065 154,162 400,738 1,084,455 2,125,303 31,301 75,054 46,633 264,843 438,095 Changes from: March 21, 2023 Total Change is: -83,768 -17,873 -8,881 -12,686 7,762 -1,773 588 -8,925 1,313 -32,623 -3,832 -3,710 -2,678 -13,500 -23,317 Percent of Open Interest Represented by Each Category of Trader 28.8 14.6 18.7 2.0 1.2 2.6 6.7 18.1 35.4 0.5 1.3 0.8 4.4 7.3 Number of Traders in Each Category Total Traders: 118 21 18 38 5 5 10 31 25 50 5 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 is21,495,742 Positions 1,914,529 2,489,492 4,094,994 628,911 650,706 927,999 1,638,395 998,251 11,785,297 177,362 217,172 235,189 93,066 96,641 Changes from: March 21, 2023 Total Change is: -196,088 -137,897 -118,799 92,928 -44,330 -45,450 16,374 10,935 4,053 -146,326 8,533 5,269 6,297 -2,601 -10,434 Percent of Open Interest Represented by Each Category of Trader 8.9 11.6 19.1 2.9 3.0 4.3 7.6 4.6 54.8 0.8 1.0 1.1 0.4 0.4 Number of Traders in Each Category Total Traders: 763 59 93 126 26 58 59 93 151 187 116 137 152 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 847,691 Positions 215,326 284,842 229,892 100 47,175 7,920 262,444 134,948 128,239 3,152 13,580 347 271 748 Changes from: March 21, 2023 Total Change is: 24,021 -5,931 27,857 2,560 -1,409 653 103 29,419 -7,641 -2,125 1,865 3,271 -43 -418 -614 Percent of Open Interest Represented by Each Category of Trader 25.4 33.6 27.1 0.0 5.6 0.9 31.0 15.9 15.1 0.4 1.6 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 165 30 46 52 . 4 . 28 40 45 5 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 17,597 Positions 285 3,982 558 6,514 220 596 4,236 7,499 2,669 740 657 481 1,518 934 Changes from: March 21, 2023 Total Change is: 543 -7 453 -25 -462 -23 73 746 -459 485 -97 40 -178 9 177 Percent of Open Interest Represented by Each Category of Trader 1.6 22.6 3.2 37.0 1.3 3.4 24.1 42.6 15.2 4.2 3.7 2.7 8.6 5.3 Number of Traders in Each Category Total Traders: 129 4 12 . 11 . 4 34 37 21 15 12 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 16,466 Positions 2,132 3,492 131 160 36 26 4,301 6,465 2,707 4,028 1,601 71 2,911 1,937 Changes from: March 21, 2023 Total Change is: 1,805 272 193 131 2 25 3 281 367 858 307 108 24 -73 96 Percent of Open Interest Represented by Each Category of Trader 12.9 21.2 0.8 1.0 0.2 0.2 26.1 39.3 16.4 24.5 9.7 0.4 17.7 11.8 Number of Traders in Each Category Total Traders: 102 . . . 4 . . 18 11 11 44 20 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 4,575 Positions 77 398 133 835 126 49 1,662 2,469 428 432 391 58 900 522 Changes from: March 21, 2023 Total Change is: -481 -2 -19 -7 -122 -36 5 -209 -88 -145 -10 -186 -7 16 2 Percent of Open Interest Represented by Each Category of Trader 1.7 8.7 2.9 18.3 2.8 1.1 36.3 54.0 9.4 9.4 8.5 1.3 19.7 11.4 Number of Traders in Each Category Total Traders: 69 . 6 . 5 . . 17 22 11 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 27,996 Positions 9,273 2,796 65 243 0 0 4,382 14,985 2,450 9,749 6,224 996 838 481 Changes from: March 21, 2023 Total Change is: 2,700 2,923 -300 65 164 -71 0 230 2,618 -291 -483 551 64 27 64 Percent of Open Interest Represented by Each Category of Trader 33.1 10.0 0.2 0.9 0.0 0.0 15.7 53.5 8.8 34.8 22.2 3.6 3.0 1.7 Number of Traders in Each Category Total Traders: 100 . . . . 0 0 8 7 5 60 20 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 31,210 Positions 76 11,163 0 14,888 1,195 823 7,163 13,498 562 2,908 1,556 39 4,751 2,374 Changes from: March 21, 2023 Total Change is: -2,678 76 0 0 -1,205 -378 86 -296 -2,599 -145 -1,077 280 10 -126 68 Percent of Open Interest Represented by Each Category of Trader 0.2 35.8 0.0 47.7 3.8 2.6 23.0 43.2 1.8 9.3 5.0 0.1 15.2 7.6 Number of Traders in Each Category Total Traders: 90 . . 0 11 5 4 16 25 7 19 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 315,941 Positions 30,576 16,552 12,895 73,811 72,494 39,895 57,895 73,407 51,939 6,914 3,149 14,704 27,312 30,906 Changes from: March 21, 2023 Total Change is: -14,681 -7,811 3,097 -5,451 4,603 5,434 -2,862 6,591 -6,146 -8,473 610 458 -2,611 723 1,873 Percent of Open Interest Represented by Each Category of Trader 9.7 5.2 4.1 23.4 22.9 12.6 18.3 23.2 16.4 2.2 1.0 4.7 8.6 9.8 Number of Traders in Each Category Total Traders: 169 13 12 18 21 28 22 30 32 40 12 4 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 61,225 Positions 41,306 42,699 0 9,288 8,592 1,082 8,453 8,623 37 742 123 18 299 51 Changes from: March 21, 2023 Total Change is: -202 0 0 0 92 44 0 -387 -176 5 61 3 0 27 -78 Percent of Open Interest Represented by Each Category of Trader 67.5 69.7 0.0 15.2 14.0 1.8 13.8 14.1 0.1 1.2 0.2 0.0 0.5 0.1 Number of Traders in Each Category Total Traders: 40 5 . 0 9 5 . 8 5 . 4 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 31, 2023