USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 39,909 COMMITMENTS 920 3,621 8,399 30,570 27,789 39,889 39,809 20 100 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -5,751) -2,720 -500 -61 -2,970 -5,290 -5,751 -5,851 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.1 21.0 76.6 69.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 10 5 13 15 21 25 EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE Code-047745 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 X CONTRACT GRADE IMM INDEX) OPEN INTEREST: 39,986 COMMITMENTS 9,656 3,733 10,128 20,072 25,998 39,856 39,859 130 127 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 3,482) 783 -412 1,226 1,405 2,604 3,414 3,418 68 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 9.3 25.3 50.2 65.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 13 16 18 17 38 36 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,833 COMMITMENTS 189 1,863 64 7,572 6,612 7,825 8,539 1,008 294 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -937) 56 -189 -41 -1,003 -639 -988 -869 51 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 21.1 0.7 85.7 74.9 88.6 96.7 11.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 7 4 26 23 34 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,787 COMMITMENTS 2,902 7,438 1,881 15,160 8,450 19,943 17,769 1,844 4,018 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -3,079) -291 -1,462 -240 -2,446 -944 -2,977 -2,646 -102 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 34.1 8.6 69.6 38.8 91.5 81.6 8.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 25 13 25 26 42 56 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,028 COMMITMENTS 45 2,902 190 7,938 5,639 8,173 8,731 855 297 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -637) 7 -159 25 -552 -502 -520 -636 -117 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 32.1 2.1 87.9 62.5 90.5 96.7 9.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 10 4 33 23 39 33 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,513 COMMITMENTS 1,658 449 284 7,384 7,838 9,326 8,571 187 942 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -694) -258 57 -137 -308 -676 -703 -756 9 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 4.7 3.0 77.6 82.4 98.0 90.1 2.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 3 9 9 14 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 256,984 COMMITMENTS 97,267 63,439 50,571 87,255 115,891 235,093 229,901 21,891 27,083 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 12,234) 3,230 -1,312 3,276 4,597 8,248 11,103 10,212 1,131 2,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 24.7 19.7 34.0 45.1 91.5 89.5 8.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 116 68 101 64 90 235 217 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,436 COMMITMENTS 121,684 52,771 56,284 107,248 171,339 285,216 280,394 32,220 37,042 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 12,660) 6,939 4,025 2,796 1,437 5,063 11,172 11,884 1,488 776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 16.6 17.7 33.8 54.0 89.8 88.3 10.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 134 56 105 116 151 302 281 LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058644 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 27,500 BOARD FEET) OPEN INTEREST: 8,104 COMMITMENTS 4,317 865 210 2,511 6,409 7,038 7,484 1,066 620 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -105) 651 -475 -89 -936 321 -374 -243 269 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 10.7 2.6 31.0 79.1 86.8 92.3 13.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 14 11 21 24 59 43 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,417 COMMITMENTS 18,599 13,361 14,235 15,115 13,822 47,949 41,418 10,468 16,999 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,682) 1,434 860 362 -138 1,284 1,658 2,506 1,024 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 22.9 24.4 25.9 23.7 82.1 70.9 17.9 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 72 58 82 64 74 191 182 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,216 COMMITMENTS 131 967 49 2,388 1,823 2,568 2,839 648 377 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -507) -27 -161 15 -451 -298 -463 -444 -44 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 30.1 1.5 74.3 56.7 79.9 88.3 20.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 3 10 8 15 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 17,783 COMMITMENTS 685 5,182 1,006 15,546 10,741 17,237 16,929 546 854 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,013) -21 -1,402 60 -2,030 -656 -1,991 -1,998 -22 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 29.1 5.7 87.4 60.4 96.9 95.2 3.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 17 7 20 21 30 43 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,697 COMMITMENTS 42,590 62,427 6,603 106,182 82,615 155,375 151,645 28,322 32,052 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 17,213) 1,432 19,891 1,554 15,636 -8,504 18,622 12,941 -1,409 4,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 34.0 3.6 57.8 45.0 84.6 82.6 15.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 22 33 10 33 38 58 78 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,166 COMMITMENTS 16,935 34,486 444 49,507 20,330 66,886 55,260 9,280 20,906 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 10,959) 1,078 6,648 61 8,791 3,323 9,930 10,032 1,029 927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 45.3 0.6 65.0 26.7 87.8 72.6 12.2 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 17 3 15 16 29 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 294,670 COMMITMENTS 171,871 65,285 4,270 109,795 222,511 285,936 292,066 8,734 2,604 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 38,615) 25,753 12,981 2,040 10,068 23,889 37,861 38,910 754 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.3 22.2 1.4 37.3 75.5 97.0 99.1 3.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 95 21 10 52 39 151 66 BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,726 COMMITMENTS 102,279 43,894 15,196 71,655 135,778 189,130 194,868 32,596 26,858 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 10,898) 10,309 -1,718 3,148 -4,107 8,426 9,350 9,856 1,548 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 19.8 6.9 32.3 61.2 85.3 87.9 14.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 27 20 15 27 53 63 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 314,586 COMMITMENTS 54,671 173,514 12,406 200,129 86,604 267,206 272,524 47,380 42,062 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 4,953) 3,410 -10,452 1,755 -4,296 14,161 869 5,464 4,084 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 55.2 3.9 63.6 27.5 84.9 86.6 15.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 30 54 14 52 50 91 109 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 707,108 COMMITMENTS 200,025 133,714 20,780 404,771 501,537 625,576 656,031 81,532 51,077 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -8,437) -5,209 -8,666 1,920 -6,346 519 -9,635 -6,227 1,198 -2,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 18.9 2.9 57.2 70.9 88.5 92.8 11.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 89 57 40 122 90 228 171 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,289 COMMITMENTS 6,188 10,442 20 12,689 12,329 18,897 22,791 11,392 7,498 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 51) 208 -150 20 -238 6 -10 -124 61 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 34.5 0.1 41.9 40.7 62.4 75.2 37.6 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 1 11 7 18 12 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,467 COMMITMENTS 6,102 5,602 385 5,910 10,556 12,397 16,543 11,070 6,924 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 958) -337 -366 346 148 633 157 613 801 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 23.9 1.6 25.2 45.0 52.8 70.5 47.2 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 6 3 6 9 13 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 48,871 COMMITMENTS 24,679 16,399 1 20,562 31,724 45,242 48,124 3,629 747 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -24,039) -9,871 -625 -3,369 -11,091 -19,521 -24,331 -23,515 292 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 33.6 0.0 42.1 64.9 92.6 98.5 7.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 34 14 1 19 13 54 27 NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,123 COMMITMENTS 21,899 14,671 2,524 21,419 29,205 45,842 46,400 4,281 3,723 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,660) -2,043 786 497 3,945 -694 2,399 589 -739 1,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 29.3 5.0 42.7 58.3 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 26 25 10 20 32 52 61 SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,517 COMMITMENTS 10,661 7,874 292 2,141 4,439 13,094 12,605 1,423 1,912 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -70) 891 719 7 -1,393 -971 -495 -245 425 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.4 54.2 2.0 14.7 30.6 90.2 86.8 9.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 6 3 2 10 11 19 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 27,747 COMMITMENTS 22,356 23,708 2,186 1,500 1,040 26,042 26,934 1,705 813 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,518) 2,322 1,707 476 -259 241 2,539 2,424 -21 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.6 85.4 7.9 5.4 3.7 93.9 97.1 6.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 70 50 32 5 6 91 73 MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Bitcoin X $0.10) OPEN INTEREST: 38,184 COMMITMENTS 32,515 34,990 795 310 1,160 33,620 36,945 4,564 1,239 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 20,651) 19,998 20,276 260 55 0 20,313 20,536 338 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.2 91.6 2.1 0.8 3.0 88.0 96.8 12.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 109 30 13 3 1 119 37 SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 10,783,746 COMMITMENTS 1702242 1588712 2933843 6123629 6230355 10759714 10752910 24,032 30,836 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -20,414) -123,716 136,728 -102,808 208,768 -51,472 -17,756 -17,552 -2,658 -2,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 14.7 27.2 56.8 57.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 914) 226 296 264 267 295 651 740 SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 907,957 COMMITMENTS 192,517 292,516 136,410 578,803 478,700 907,730 907,626 227 331 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -263,863) -31,094 -32,414 -57,828 -173,851 -173,882 -262,773 -264,124 -1,090 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 32.2 15.0 63.7 52.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 38 53 50 69 80 133 157 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $50.00) OPEN INTEREST: 2,401,166 COMMITMENTS 284,325 483,294 101,682 1744733 1624632 2130740 2209607 270,427 191,559 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 35,897) -11,997 -32,900 21,417 25,446 46,759 34,866 35,276 1,032 622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 20.1 4.2 72.7 67.7 88.7 92.0 11.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523) 91 86 60 260 230 385 345 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 23,605 COMMITMENTS 2,656 1,507 0 18,735 21,199 21,391 22,706 2,214 899 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -838) -296 358 0 -784 -890 -1,080 -532 242 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 6.4 0.0 79.4 89.8 90.6 96.2 9.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 0 11 12 13 15 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 28,111 COMMITMENTS 2,621 671 0 23,150 26,474 25,771 27,145 2,340 966 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 405) 293 671 0 480 409 773 1,080 -368 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 2.4 0.0 82.4 94.2 91.7 96.6 8.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 0 17 12 21 14 E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,377,697 COMMITMENTS 285,210 489,650 86,286 1741608 1620932 2113104 2196868 264,593 180,829 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 33,357) -13,328 -33,111 20,632 24,916 45,454 32,220 32,975 1,137 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 20.6 3.6 73.2 68.2 88.9 92.4 11.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509) 90 79 54 256 227 374 334 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 44,785 COMMITMENTS 511 1,054 30 41,584 42,348 42,125 43,432 2,660 1,353 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,329) 176 211 4 857 1,261 1,037 1,476 292 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.4 0.1 92.9 94.6 94.1 97.0 5.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 1 15 13 17 17 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 18,320 COMMITMENTS 0 1,413 0 15,540 15,459 15,540 16,872 2,780 1,448 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.0 84.8 84.4 84.8 92.1 15.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 11 6 11 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 39,324 COMMITMENTS 1,857 4,339 0 35,358 33,319 37,215 37,658 2,109 1,666 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,293) 8 -223 0 1,559 1,813 1,567 1,590 -274 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 11.0 0.0 89.9 84.7 94.6 95.8 5.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 0 15 18 19 23 E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874R FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Real Estate Select Sector In OPEN INTEREST: 17,782 COMMITMENTS 3,575 956 0 12,986 16,414 16,561 17,370 1,221 412 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -273) -279 -110 0 -12 -152 -291 -262 18 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 5.4 0.0 73.0 92.3 93.1 97.7 6.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 0 10 7 14 8 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 234,694 COMMITMENTS 129,648 74,939 15,459 31,249 36,995 176,356 127,393 58,338 107,301 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 25,402) 18,685 7,483 2,472 5,298 13,050 26,455 23,005 -1,053 2,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 31.9 6.6 13.3 15.8 75.1 54.3 24.9 45.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 10 11 15 8 31 24 ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 401,549 COMMITMENTS 24,162 16,616 15,480 360,105 366,493 399,747 398,589 1,802 2,960 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -832) 1,350 151 -500 -2,202 -749 -1,352 -1,098 520 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 4.1 3.9 89.7 91.3 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 8 23 25 31 36 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 38,313 COMMITMENTS 6,499 2,624 18 23,630 31,301 30,147 33,943 8,166 4,370 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,187) 543 -1,428 0 -1,469 -131 -926 -1,559 -261 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 6.8 0.0 61.7 81.7 78.7 88.6 21.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 8 4 4 43 26 52 33 ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 Index Points) OPEN INTEREST: 7,471 COMMITMENTS 4,820 6,343 762 844 77 6,426 7,182 1,045 289 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 907) 504 495 410 37 12 951 917 -44 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 84.9 10.2 11.3 1.0 86.0 96.1 14.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 42 28 10 5 2 52 36 MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (0.1 Index Points) OPEN INTEREST: 47,400 COMMITMENTS 42,434 43,995 3,132 120 0 45,686 47,127 1,714 273 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 20,150) 18,289 18,467 1,639 70 0 19,998 20,106 152 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.5 92.8 6.6 0.3 0.0 96.4 99.4 3.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 106 25 6 2 0 112 27 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $20) OPEN INTEREST: 309,873 COMMITMENTS 69,488 69,335 32,889 161,680 172,013 264,056 274,236 45,816 35,637 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,321) -10,418 1,508 1,624 7,894 304 -900 3,436 3,221 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 22.4 10.6 52.2 55.5 85.2 88.5 14.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 78 67 38 121 98 221 183 NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 289,047 COMMITMENTS 82,245 81,610 4,112 161,131 171,282 247,488 257,004 41,559 32,043 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 972) -8,422 1,189 -467 7,770 219 -1,119 941 2,091 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 28.2 1.4 55.7 59.3 85.6 88.9 14.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 69 57 28 115 94 198 165 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 208,258 COMMITMENTS 155,140 159,954 5,059 5,485 7,307 165,684 172,320 42,574 35,938 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 13,485) 263 23,415 682 1,243 849 2,188 24,946 11,297 -11,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.5 76.8 2.4 2.6 3.5 79.6 82.7 20.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 18 17 11 8 7 31 30 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 234,196 COMMITMENTS 53,966 138,709 8,630 151,903 56,158 214,499 203,497 19,697 30,699 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 29,204) 4,326 9,893 1,960 22,611 16,643 28,897 28,496 307 708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 59.2 3.7 64.9 24.0 91.6 86.9 8.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 25 34 15 34 34 66 76 RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 517,143 COMMITMENTS 61,500 84,323 6,005 418,598 406,354 486,103 496,682 31,040 20,461 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,128) -2,957 1,638 -16 5,494 1,206 2,521 2,828 -393 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 16.3 1.2 80.9 78.6 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 50 56 23 169 128 235 191 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 31,906 COMMITMENTS 3,677 704 0 27,187 30,492 30,864 31,196 1,042 710 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 554) -116 -18 0 395 627 279 609 275 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 2.2 0.0 85.2 95.6 96.7 97.8 3.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 0 10 12 14 14 MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE Code-239747 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $0.5) OPEN INTEREST: 39,156 COMMITMENTS 17,119 25,149 319 10,781 3,299 28,219 28,767 10,937 10,389 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 3,216) 3,454 2,269 153 660 2,068 4,267 4,490 -1,051 -1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 64.2 0.8 27.5 8.4 72.1 73.5 27.9 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 12 6 6 5 18 19 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 25,567 COMMITMENTS 2,524 6,720 2,854 14,604 12,308 19,982 21,882 5,585 3,685 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 7,324) 855 -243 2,854 2,630 3,524 6,339 6,135 985 1,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 26.3 11.2 57.1 48.1 78.2 85.6 21.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 5 4 15 8 24 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,865 COMMITMENTS 18,481 9,364 6,669 31,892 23,433 57,042 39,466 8,823 26,399 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 12,474) -1,046 -2,337 6,274 6,493 3,266 11,721 7,203 753 5,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 14.2 10.1 48.4 35.6 86.6 59.9 13.4 40.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 20 8 14 26 20 50 39 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 216,044 COMMITMENTS 104,326 10,812 12,474 96,049 191,613 212,849 214,899 3,195 1,145 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,833) 1,201 -38 418 1,220 2,454 2,839 2,834 -6 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 5.0 5.8 44.5 88.7 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 27 4 9 33 25 63 37 S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE Code-43874Q FUTURES ONLY POSITIONS AS OF 03/05/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 QUARTERLY DIVIDEND INDEX X $100 OPEN INTEREST: 57,186 COMMITMENTS 950 23,531 25 56,189 33,630 57,164 57,186 22 0 CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 101) 0 484 0 101 -383 101 101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 41.1 0.0 98.3 58.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 2 10 12 15 15
Updated March 08, 2024