Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 183,697 Positions 58,881 10,973 783 47,943 90,512 4,261 22,842 35,294 6,430 12,848 2,005 1,387 28,322 32,052 Changes from: February 27, 2024 Total Change is: 17,213 8,287 -11,748 -31 -561 19,375 280 6,261 4,098 1,572 2,600 -819 214 -1,409 4,272 Percent of Open Interest Represented by Each Category of Trader 32.1 6.0 0.4 26.1 49.3 2.3 12.4 19.2 3.5 7.0 1.1 0.8 15.4 17.4 Number of Traders in Each Category Total Traders: 111 8 5 . 16 29 9 15 25 12 9 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 76,166 Positions 28,128 7,013 270 19,388 30,865 300 16,401 16,368 444 1,955 0 0 9,280 20,906 Changes from: February 27, 2024 Total Change is: 10,959 5,955 1,613 205 1,849 4,091 6 1,790 4,056 61 64 0 0 1,029 927 Percent of Open Interest Represented by Each Category of Trader 36.9 9.2 0.4 25.5 40.5 0.4 21.5 21.5 0.6 2.6 0.0 0.0 12.2 27.4 Number of Traders in Each Category Total Traders: 57 7 5 . 4 13 . 12 13 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 221,726 Positions 29,254 31,346 7,778 70,501 102,438 4,286 60,276 28,889 16,960 0 3,096 75 32,596 26,858 Changes from: February 27, 2024 Total Change is: 10,898 -1,237 3,930 -15 8,098 8,256 -1,649 4 -4,808 4,143 0 -7 6 1,548 1,042 Percent of Open Interest Represented by Each Category of Trader 13.2 14.1 3.5 31.8 46.2 1.9 27.2 13.0 7.6 0.0 1.4 0.0 14.7 12.1 Number of Traders in Each Category Total Traders: 115 5 8 . 14 34 10 26 23 15 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 314,586 Positions 122,721 27,450 5,531 65,860 115,086 4,676 30,933 104,941 11,195 26,058 3,413 232 47,380 42,062 Changes from: February 27, 2024 Total Change is: 4,953 -13,246 9,417 5,396 1,480 -4,258 -771 611 -4,754 656 6,543 -422 200 4,084 -511 Percent of Open Interest Represented by Each Category of Trader 39.0 8.7 1.8 20.9 36.6 1.5 9.8 33.4 3.6 8.3 1.1 0.1 15.1 13.4 Number of Traders in Each Category Total Traders: 167 11 10 6 25 32 11 26 46 14 13 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 707,108 Positions 22,907 385,252 4,094 423,822 124,185 34,811 88,588 79,149 13,748 33,052 10,238 4,554 81,532 51,077 Changes from: February 27, 2024 Total Change is: -8,437 2,554 818 1,317 -19,166 -10,071 3,817 2,726 -338 -952 -383 -1,270 452 1,198 -2,210 Percent of Open Interest Represented by Each Category of Trader 3.2 54.5 0.6 59.9 17.6 4.9 12.5 11.2 1.9 4.7 1.4 0.6 11.5 7.2 Number of Traders in Each Category Total Traders: 308 13 18 7 111 42 51 43 45 26 26 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 30,289 Positions 506 10,964 0 15,513 8,712 1,449 1,409 1,646 20 0 0 0 11,392 7,498 Changes from: February 27, 2024 Total Change is: 51 72 6 0 -294 -160 0 192 10 20 0 0 0 61 175 Percent of Open Interest Represented by Each Category of Trader 1.7 36.2 0.0 51.2 28.8 4.8 4.7 5.4 0.1 0.0 0.0 0.0 37.6 24.8 Number of Traders in Each Category Total Traders: 24 . . 0 15 . 5 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 23,467 Positions 3,845 892 653 5,892 9,970 464 1,158 2,059 385 0 2,120 0 11,070 6,924 Changes from: February 27, 2024 Total Change is: 958 0 -1 622 -913 -21 -17 84 -351 381 0 0 0 801 345 Percent of Open Interest Represented by Each Category of Trader 16.4 3.8 2.8 25.1 42.5 2.0 4.9 8.8 1.6 0.0 9.0 0.0 47.2 29.5 Number of Traders in Each Category Total Traders: 21 . . . . 8 . . 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 234,196 Positions 118,866 3,026 3,429 31,927 147,680 4,329 43,794 39,809 5,201 6,930 0 23 19,697 30,699 Changes from: February 27, 2024 Total Change is: 29,204 16,142 1,272 3,041 -1,011 15,259 -542 9,822 8,460 1,431 14 -425 0 307 708 Percent of Open Interest Represented by Each Category of Trader 50.8 1.3 1.5 13.6 63.1 1.8 18.7 17.0 2.2 3.0 0.0 0.0 8.4 13.1 Number of Traders in Each Category Total Traders: 110 12 5 8 15 26 10 21 26 13 5 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 294,670 Positions 5,213 112,243 7,375 162,545 6,026 1,736 102,240 70,126 1,041 5,769 93,502 17 8,734 2,604 Changes from: February 27, 2024 Total Change is: 38,615 1,268 20,688 4,940 3,827 340 0 25,334 13,107 -390 2,882 225 0 754 -295 Percent of Open Interest Represented by Each Category of Trader 1.8 38.1 2.5 55.2 2.0 0.6 34.7 23.8 0.4 2.0 31.7 0.0 3.0 0.9 Number of Traders in Each Category Total Traders: 195 6 9 7 32 8 4 82 21 10 19 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 48,871 Positions 1,792 25,433 159 24,413 5,110 1 15,343 14,370 0 3,534 3,051 0 3,629 747 Changes from: February 27, 2024 Total Change is: -24,039 -7,223 -8,526 -9,704 -4,378 2,265 -147 772 -4,492 -3,222 -429 311 0 292 -524 Percent of Open Interest Represented by Each Category of Trader 3.7 52.0 0.3 50.0 10.5 0.0 31.4 29.4 0.0 7.2 6.2 0.0 7.4 1.5 Number of Traders in Each Category Total Traders: 79 . 4 . 15 7 . 26 9 0 8 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 50,123 Positions 5,394 8,259 2,439 16,659 21,414 2,670 16,939 10,377 778 912 412 51 4,281 3,723 Changes from: February 27, 2024 Total Change is: 1,660 637 -5,002 2,431 -2,841 4,110 202 1,801 -1,935 320 -202 412 51 -739 1,071 Percent of Open Interest Represented by Each Category of Trader 10.8 16.5 4.9 33.2 42.7 5.3 33.8 20.7 1.6 1.8 0.8 0.1 8.5 7.4 Number of Traders in Each Category Total Traders: 93 6 7 . 14 18 8 16 24 7 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 14,517 Positions 166 2,907 14 2,737 7,421 77 9,885 1,971 215 0 0 0 1,423 1,912 Changes from: February 27, 2024 Total Change is: -70 -8 42 8 -495 1,225 0 -7 -1,117 7 0 -410 0 425 175 Percent of Open Interest Represented by Each Category of Trader 1.1 20.0 0.1 18.9 51.1 0.5 68.1 13.6 1.5 0.0 0.0 0.0 9.8 13.2 Number of Traders in Each Category Total Traders: 26 . 4 . . 4 . 7 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ($5 X DJIA INDEX) CFTC Code #12460+ Open Interest is 101,334 Positions 34,609 54,288 1,740 18,209 6,826 3,324 23,162 16,047 3,032 1,719 3,055 0 15,538 13,022 Changes from: February 27, 2024 Total Change is: -5,229 1,916 -5,090 1 -3,661 1,090 76 -2,795 187 -31 288 -1,193 0 -1,022 -269 Percent of Open Interest Represented by Each Category of Trader 34.2 53.6 1.7 18.0 6.7 3.3 22.9 15.8 3.0 1.7 3.0 0.0 15.3 12.9 Number of Traders in Each Category Total Traders: 119 13 14 8 17 7 . 35 22 18 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 99,156 Positions 34,544 54,161 1,737 18,209 6,826 3,324 22,614 15,965 2,259 1,719 2,879 0 14,750 12,005 Changes from: February 27, 2024 Total Change is: -4,895 1,921 -5,107 2 -3,661 1,110 76 -2,806 -77 404 288 -1,208 0 -1,119 -95 Percent of Open Interest Represented by Each Category of Trader 34.8 54.6 1.8 18.4 6.9 3.4 22.8 16.1 2.3 1.7 2.9 0.0 14.9 12.1 Number of Traders in Each Category Total Traders: 103 12 12 7 17 7 . 27 20 16 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 53,966 Positions 19,472 36,599 0 27,401 7,307 1,608 2,953 7,524 0 0 0 0 2,532 928 Changes from: February 27, 2024 Total Change is: 363 -176 -2,557 0 722 698 -34 41 2,325 0 0 0 0 -190 -69 Percent of Open Interest Represented by Each Category of Trader 36.1 67.8 0.0 50.8 13.5 3.0 5.5 13.9 0.0 0.0 0.0 0.0 4.7 1.7 Number of Traders in Each Category Total Traders: 40 5 6 0 18 4 . . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX) CFTC Code #124608 Open Interest is 21,779 Positions 653 1,271 28 0 0 0 13,191 8,529 23 0 1,758 0 7,884 10,170 Changes from: February 27, 2024 Total Change is: -3,337 -55 173 -11 0 -200 0 -4,102 -1,575 -138 0 149 0 969 -1,735 Percent of Open Interest Represented by Each Category of Trader 3.0 5.8 0.1 0.0 0.0 0.0 60.6 39.2 0.1 0.0 8.1 0.0 36.2 46.7 Number of Traders in Each Category Total Traders: 24 . . . 0 0 0 14 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 $50.00) CFTC Code #13874+ Open Interest is 2,401,166 Positions 290,168 828,407 94,946 1,158,454 238,455 150,143 181,513 582,809 126,346 123,036 182,369 6,133 270,427 191,559 Changes from: February 27, 2024 Total Change is: 35,897 22,450 -13,299 7,402 -17,749 3,944 -4,501 13,839 -13,165 32,512 -17,194 24,276 -1,893 1,032 622 Percent of Open Interest Represented by Each Category of Trader 12.1 34.5 4.0 48.2 9.9 6.3 7.6 24.3 5.3 5.1 7.6 0.3 11.3 8.0 Number of Traders in Each Category Total Traders: 523 34 38 29 177 59 98 69 96 71 24 23 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,605 Positions 12,753 13,267 0 3,683 8,171 65 4,890 1,203 0 0 0 0 2,214 899 Changes from: February 27, 2024 Total Change is: -838 -1,413 783 0 196 -1,672 -1 138 358 0 0 0 0 242 -306 Percent of Open Interest Represented by Each Category of Trader 54.0 56.2 0.0 15.6 34.6 0.3 20.7 5.1 0.0 0.0 0.0 0.0 9.4 3.8 Number of Traders in Each Category Total Traders: 27 6 6 0 . 6 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 28,111 Positions 8,864 19,945 0 11,198 5,333 250 5,459 1,617 0 0 0 0 2,340 966 Changes from: February 27, 2024 Total Change is: 405 684 166 0 209 0 2 -122 912 0 0 0 0 -368 -675 Percent of Open Interest Represented by Each Category of Trader 31.5 71.0 0.0 39.8 19.0 0.9 19.4 5.8 0.0 0.0 0.0 0.0 8.3 3.4 Number of Traders in Each Category Total Traders: 34 6 8 0 12 . . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,377,697 Positions 289,467 828,615 94,610 1,156,741 238,575 149,712 182,711 589,572 110,995 122,735 178,656 6,133 264,593 180,829 Changes from: February 27, 2024 Total Change is: 33,357 22,233 -13,033 7,391 -18,005 4,071 -4,521 15,537 -11,847 28,798 -20,289 21,040 1,076 1,137 382 Percent of Open Interest Represented by Each Category of Trader 12.2 34.8 4.0 48.6 10.0 6.3 7.7 24.8 4.7 5.2 7.5 0.3 11.1 7.6 Number of Traders in Each Category Total Traders: 509 33 37 27 173 59 96 69 91 67 24 21 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 44,785 Positions 27,862 41,151 0 13,094 510 0 1,139 1,741 30 0 0 0 2,660 1,353 Changes from: February 27, 2024 Total Change is: 1,329 188 886 0 732 -21 0 113 607 4 0 0 0 292 -147 Percent of Open Interest Represented by Each Category of Trader 62.2 91.9 0.0 29.2 1.1 0.0 2.5 3.9 0.1 0.0 0.0 0.0 5.9 3.0 Number of Traders in Each Category Total Traders: 33 5 10 0 9 . 0 . 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price) CFTC Code #13874F Open Interest is 18,320 Positions 9,543 6,616 0 5,401 0 0 596 10,256 0 0 0 0 2,780 1,448 Changes from: February 27, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 52.1 36.1 0.0 29.5 0.0 0.0 3.3 56.0 0.0 0.0 0.0 0.0 15.2 7.9 Number of Traders in Each Category Total Traders: 20 5 4 0 5 0 0 . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 39,324 Positions 9,862 15,079 0 7,869 18,486 159 19,314 3,923 11 0 0 0 2,109 1,666 Changes from: February 27, 2024 Total Change is: 1,293 1,873 333 0 -595 1,050 0 289 207 0 0 0 0 -274 -297 Percent of Open Interest Represented by Each Category of Trader 25.1 38.3 0.0 20.0 47.0 0.4 49.1 10.0 0.0 0.0 0.0 0.0 5.4 4.2 Number of Traders in Each Category Total Traders: 40 8 6 0 7 7 . 4 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Real Estate Select Sector Index) CFTC Code #13874R Open Interest is 17,782 Positions 7,175 14,610 0 7,930 1,448 0 1,064 1,312 0 392 0 0 1,221 412 Changes from: February 27, 2024 Total Change is: -273 -202 -152 0 -12 0 0 -77 -110 0 0 0 0 18 -11 Percent of Open Interest Represented by Each Category of Trader 40.3 82.2 0.0 44.6 8.1 0.0 6.0 7.4 0.0 2.2 0.0 0.0 6.9 2.3 Number of Traders in Each Category Total Traders: 22 4 5 0 6 . 0 . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 234,694 Positions 10,179 1,087 192 19,920 1,592 1,518 126,519 70,862 15,014 3,012 37,126 2 58,338 107,301 Changes from: February 27, 2024 Total Change is: 25,402 2,085 -2,742 192 3,618 -212 -856 18,084 21,883 2,072 1,258 2,666 2 -1,053 2,397 Percent of Open Interest Represented by Each Category of Trader 4.3 0.5 0.1 8.5 0.7 0.6 53.9 30.2 6.4 1.3 15.8 0.0 24.9 45.7 Number of Traders in Each Category Total Traders: 39 . . . 11 . 5 9 9 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 401,549 Positions 158,319 154,214 129,673 1,634 38,000 0 25,058 16,916 59,536 25,277 0 250 1,802 2,960 Changes from: February 27, 2024 Total Change is: -832 -3,203 710 893 0 0 0 3,810 151 -2,852 0 0 0 520 266 Percent of Open Interest Represented by Each Category of Trader 39.4 38.4 32.3 0.4 9.5 0.0 6.2 4.2 14.8 6.3 0.0 0.1 0.4 0.7 Number of Traders in Each Category Total Traders: 39 12 11 19 . . 0 . 5 8 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,313 Positions 5,354 8,628 150 20,121 21,596 1,623 2,096 1,909 37 766 0 0 8,166 4,370 Changes from: February 27, 2024 Total Change is: -1,187 198 84 5 -1,722 424 -443 236 -1,663 34 766 0 0 -261 372 Percent of Open Interest Represented by Each Category of Trader 14.0 22.5 0.4 52.5 56.4 4.2 5.5 5.0 0.1 2.0 0.0 0.0 21.3 11.4 Number of Traders in Each Category Total Traders: 69 8 5 . 31 15 12 5 4 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 $20) CFTC Code #20974+ Open Interest is 309,873 Positions 54,117 91,144 12,875 108,185 25,727 4,792 41,526 97,378 33,764 8,168 7,928 629 45,816 35,637 Changes from: February 27, 2024 Total Change is: 2,321 8,972 -11,369 4,566 -7,994 3,175 -48 -7,929 2,911 3,040 -596 2,072 -911 3,221 -1,115 Percent of Open Interest Represented by Each Category of Trader 17.5 29.4 4.2 34.9 8.3 1.5 13.4 31.4 10.9 2.6 2.6 0.2 14.8 11.5 Number of Traders in Each Category Total Traders: 320 26 25 14 84 26 29 52 62 38 21 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 289,047 Positions 54,594 92,397 10,622 107,847 25,540 4,778 53,263 109,546 7,816 8,508 6,245 60 41,559 32,043 Changes from: February 27, 2024 Total Change is: 972 9,059 -11,200 4,352 -8,053 3,041 -45 -5,147 3,422 353 -1,658 998 20 2,091 31 Percent of Open Interest Represented by Each Category of Trader 18.9 32.0 3.7 37.3 8.8 1.7 18.4 37.9 2.7 2.9 2.2 0.0 14.4 11.1 Number of Traders in Each Category Total Traders: 291 25 22 11 80 25 28 47 58 31 16 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 208,258 Positions 17,738 9,974 20 3,381 1,867 139 137,141 132,825 4,974 2,291 22,521 0 42,574 35,938 Changes from: February 27, 2024 Total Change is: 13,485 1,271 445 -4 590 1,341 -27 -1,657 21,056 709 1,306 1,426 0 11,297 -11,461 Percent of Open Interest Represented by Each Category of Trader 8.5 4.8 0.0 1.6 0.9 0.1 65.9 63.8 2.4 1.1 10.8 0.0 20.4 17.3 Number of Traders in Each Category Total Traders: 48 . . . 6 . . 10 13 10 7 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 517,143 Positions 110,677 143,998 7,708 211,028 139,893 34,596 89,441 114,766 7,236 25,117 48,185 300 31,040 20,461 Changes from: February 27, 2024 Total Change is: 2,128 2,976 21 167 1,517 4,431 44 -1,752 1,596 -3,129 2,845 -155 -147 -393 -700 Percent of Open Interest Represented by Each Category of Trader 21.4 27.8 1.5 40.8 27.1 6.7 17.3 22.2 1.4 4.9 9.3 0.1 6.0 4.0 Number of Traders in Each Category Total Traders: 343 33 17 9 99 57 43 51 61 30 9 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 31,906 Positions 18,235 15,986 0 11,802 14,308 0 827 902 0 0 0 0 1,042 710 Changes from: February 27, 2024 Total Change is: 554 252 627 0 39 -18 0 -12 0 0 0 0 0 275 -55 Percent of Open Interest Represented by Each Category of Trader 57.2 50.1 0.0 37.0 44.8 0.0 2.6 2.8 0.0 0.0 0.0 0.0 3.3 2.2 Number of Traders in Each Category Total Traders: 28 . 8 0 9 4 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5) CFTC Code #239747 Open Interest is 39,156 Positions 0 854 0 864 1,703 821 21,270 23,215 319 4,945 1,855 0 10,937 10,389 Changes from: February 27, 2024 Total Change is: 3,216 -271 16 0 -44 1,503 565 3,090 2,023 153 774 230 0 -1,051 -1,274 Percent of Open Interest Represented by Each Category of Trader 0.0 2.2 0.0 2.2 4.3 2.1 54.3 59.3 0.8 12.6 4.7 0.0 27.9 26.5 Number of Traders in Each Category Total Traders: 27 0 . 0 . 4 4 6 8 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 25,567 Positions 117 9,833 2,467 12,049 0 8 1,907 2,978 2,779 580 3,742 75 5,585 3,685 Changes from: February 27, 2024 Total Change is: 7,324 117 1,056 2,467 -6 0 1 749 -214 2,779 157 -29 75 985 1,189 Percent of Open Interest Represented by Each Category of Trader 0.5 38.5 9.6 47.1 0.0 0.0 7.5 11.6 10.9 2.3 14.6 0.3 21.8 14.4 Number of Traders in Each Category Total Traders: 31 . 5 4 14 0 . . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 65,865 Positions 12,261 12,324 5,236 14,056 2,096 905 11,650 9,186 6,898 5,888 2,673 148 8,823 26,399 Changes from: February 27, 2024 Total Change is: 12,474 2,251 -1,076 3,517 1,001 334 250 -1,916 -2,198 6,254 216 -26 148 753 5,271 Percent of Open Interest Represented by Each Category of Trader 18.6 18.7 7.9 21.3 3.2 1.4 17.7 13.9 10.5 8.9 4.1 0.2 13.4 40.1 Number of Traders in Each Category Total Traders: 63 9 6 4 14 . 6 14 9 14 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 431,565 Positions 34,828 250,148 1,621 288,026 69,710 34,657 44,444 11,715 920 10,492 52,414 1,262 15,315 9,118 Changes from: February 27, 2024 Total Change is: -1,100 -2,409 1,492 463 -1,216 3,039 2,606 -1,888 -3,601 -174 -498 -5,430 163 1,853 342 Percent of Open Interest Represented by Each Category of Trader 8.1 58.0 0.4 66.7 16.2 8.0 10.3 2.7 0.2 2.4 12.1 0.3 3.5 2.1 Number of Traders in Each Category Total Traders: 192 10 17 8 79 38 34 29 8 7 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 987,810 Positions 97,040 332,138 12,422 615,643 350,190 100,523 94,369 98,515 8,320 22,729 72,757 2,690 34,074 10,255 Changes from: February 27, 2024 Total Change is: -45,212 4,083 15,888 -415 -29,841 6,904 -2,431 619 -52,098 379 -19,346 -11,037 -292 2,032 -2,110 Percent of Open Interest Represented by Each Category of Trader 9.8 33.6 1.3 62.3 35.5 10.2 9.6 10.0 0.8 2.3 7.4 0.3 3.4 1.0 Number of Traders in Each Category Total Traders: 387 25 17 9 158 70 84 51 30 24 22 14 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 216,044 Positions 14,769 145,281 22,601 48,863 0 1,010 88,312 14,090 27,312 9,982 4,605 0 3,195 1,145 Changes from: February 27, 2024 Total Change is: 2,833 1,253 1,584 653 -146 0 125 1,054 790 -318 218 0 0 -6 -1 Percent of Open Interest Represented by Each Category of Trader 6.8 67.2 10.5 22.6 0.0 0.5 40.9 6.5 12.6 4.6 2.1 0.0 1.5 0.5 Number of Traders in Each Category Total Traders: 73 8 16 15 10 0 . 28 . 11 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000) CFTC Code #43874Q Open Interest is 57,186 Positions 150 26,966 3,097 9,244 0 0 42,688 25,288 1,835 150 0 0 22 0 Changes from: February 27, 2024 Total Change is: 101 0 -482 39 300 0 0 -240 542 2 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 0.3 47.2 5.4 16.2 0.0 0.0 74.6 44.2 3.2 0.3 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 21 . 12 7 . 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,492,384 Positions 34,625 174,021 5,392 769,706 330,931 180,491 116,113 484,318 74,404 104,692 94,725 1,798 205,163 146,304 Changes from: February 27, 2024 Total Change is: -41,713 3,886 -23,834 -374 7,895 5,297 -22,570 -3,231 26,026 -30,315 -1,824 10,676 1,251 3,569 -7,870 Percent of Open Interest Represented by Each Category of Trader 2.3 11.7 0.4 51.6 22.2 12.1 7.8 32.5 5.0 7.0 6.3 0.1 13.7 9.8 Number of Traders in Each Category Total Traders: 208 10 18 7 69 30 55 14 47 17 7 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,603,112 Positions 10,912 106,298 1,227 967,819 298,128 280,057 104,340 688,154 28,725 36,908 39,915 0 173,124 160,608 Changes from: February 27, 2024 Total Change is: -57,628 -1,850 -6,175 -2,232 -2,703 9,528 -8,239 -8,792 -38,070 -26,823 -787 1,136 0 -6,202 13,247 Percent of Open Interest Represented by Each Category of Trader 0.7 6.6 0.1 60.4 18.6 17.5 6.5 42.9 1.8 2.3 2.5 0.0 10.8 10.0 Number of Traders in Each Category Total Traders: 167 . 12 6 69 36 54 10 27 15 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,607,622 Positions 133,990 435,826 8,908 1,748,010 519,814 327,408 554,430 1,982,604 63,352 505,597 117,087 22,082 243,845 130,541 Changes from: February 27, 2024 Total Change is: -162,532 9,294 -60,301 -38,755 -15,172 28,336 -37,990 -37,771 -2,429 -26,129 13,000 -17,069 -5,614 -23,395 -2,581 Percent of Open Interest Represented by Each Category of Trader 3.7 12.1 0.2 48.5 14.4 9.1 15.4 55.0 1.8 14.0 3.2 0.6 6.8 3.6 Number of Traders in Each Category Total Traders: 445 32 26 14 156 44 87 57 74 38 45 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 4,277,776 Positions 118,241 349,641 34,007 2,257,663 1,033,609 630,025 265,657 1,508,932 112,501 444,330 235,998 778 414,574 372,285 Changes from: February 27, 2024 Total Change is: -254,403 18,138 -34,586 371 -30,607 -53,807 -47,953 -20,387 -130,956 -31,003 -117,127 62,458 -10,515 -15,320 -8,412 Percent of Open Interest Represented by Each Category of Trader 2.8 8.2 0.8 52.8 24.2 14.7 6.2 35.3 2.6 10.4 5.5 0.0 9.7 8.7 Number of Traders in Each Category Total Traders: 391 15 33 8 118 55 97 39 85 35 24 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,086,852 Positions 76,385 140,082 10,205 924,744 673,962 337,439 293,425 470,527 66,298 167,591 105,182 4,835 205,930 278,322 Changes from: February 27, 2024 Total Change is: -160,518 -1,621 -39,030 -23,595 12,430 -41,583 -7,333 -102,958 -44,068 -10,680 -9,896 22,183 -12,155 -4,710 -4,257 Percent of Open Interest Represented by Each Category of Trader 3.7 6.7 0.5 44.3 32.3 16.2 14.1 22.5 3.2 8.0 5.0 0.2 9.9 13.3 Number of Traders in Each Category Total Traders: 201 4 15 4 50 61 60 22 26 20 9 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 5,815,202 Positions 174,950 604,410 19,381 2,906,023 1,252,929 657,497 848,689 2,784,427 116,294 689,133 87,803 524 402,711 291,937 Changes from: February 27, 2024 Total Change is: -243,852 6,359 -52,408 -6,799 -3,435 50,641 -131,532 74,615 66,817 -177,977 20,378 7,051 -105 -25,356 460 Percent of Open Interest Represented by Each Category of Trader 3.0 10.4 0.3 50.0 21.5 11.3 14.6 47.9 2.0 11.9 1.5 0.0 6.9 5.0 Number of Traders in Each Category Total Traders: 411 17 32 11 145 38 96 52 77 37 37 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,625,095 Positions 383,920 161,747 533,730 34,669 27,191 35,791 148,106 362,017 425,435 7,913 25,647 16,259 39,272 37,278 Changes from: February 27, 2024 Total Change is: -406,416 -117,130 -86,718 -7,777 19,226 -1,122 -20,868 -205,532 -201,652 -79,364 -2,983 -13,262 3,028 4,984 1,319 Percent of Open Interest Represented by Each Category of Trader 23.6 10.0 32.8 2.1 1.7 2.2 9.1 22.3 26.2 0.5 1.6 1.0 2.4 2.3 Number of Traders in Each Category Total Traders: 150 34 21 51 6 5 . 31 40 48 4 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX) CFTC Code #047745 Open Interest is 39,986 Positions 17,769 14,616 10,512 477 676 9 718 3,704 10,144 103 74 124 130 127 Changes from: February 27, 2024 Total Change is: 3,482 292 619 1,980 0 15 -2 -107 -378 1,210 25 -42 16 68 64 Percent of Open Interest Represented by Each Category of Trader 44.4 36.6 26.3 1.2 1.7 0.0 1.8 9.3 25.4 0.3 0.2 0.3 0.3 0.3 Number of Traders in Each Category Total Traders: 44 12 8 12 . . . 5 12 15 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is10,783,746 Positions 2,416,227 1,852,761 1,869,972 206,346 1,202,893 930,058 1,896,245 1,192,755 3,269,624 65,184 328,789 106,058 24,032 30,836 Changes from: February 27, 2024 Total Change is: -20,414 182,009 -14,403 7,123 35,340 61,863 -18,891 -163,130 90,465 -68,133 -1,194 -84,696 9,120 -2,658 -2,862 Percent of Open Interest Represented by Each Category of Trader 22.4 17.2 17.3 1.9 11.2 8.6 17.6 11.1 30.3 0.6 3.0 1.0 0.2 0.3 Number of Traders in Each Category Total Traders: 914 87 93 137 36 85 54 146 167 184 108 135 102 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 907,957 Positions 340,147 173,891 216,282 393 25,827 25,708 158,198 319,591 131,042 34,964 14,289 996 227 331 Changes from: February 27, 2024 Total Change is: -263,863 -117,924 23,611 -52,025 -31,666 21,447 -14,545 -11,319 -178,259 -47,873 22,532 -6,527 -9,953 -1,090 261 Percent of Open Interest Represented by Each Category of Trader 37.5 19.2 23.8 0.0 2.8 2.8 17.4 35.2 14.4 3.9 1.6 0.1 0.0 0.0 Number of Traders in Each Category Total Traders: 186 39 48 57 4 8 . 28 39 40 8 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #343603 Open Interest is 80,359 Positions 2,546 40 31,585 220 0 0 4,000 27,500 20,589 21,406 630 0 13 15 Changes from: February 27, 2024 Total Change is: 450 0 0 0 0 0 0 150 450 0 300 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 3.2 0.0 39.3 0.3 0.0 0.0 5.0 34.2 25.6 26.6 0.8 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 25 . . . . 0 0 . . . 11 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344605 Open Interest is 40,723 Positions 6,968 0 1,253 60 67 0 9,393 23,638 9,549 13,471 6,121 18 11 77 Changes from: February 27, 2024 Total Change is: 3,175 0 0 0 0 0 0 3,175 2,640 0 0 538 0 0 -3 Percent of Open Interest Represented by Each Category of Trader 17.1 0.0 3.1 0.1 0.2 0.0 23.1 58.0 23.4 33.1 15.0 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 29 . 0 . . . 0 . 7 . 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 27,747 Positions 2,501 5,169 287 15,924 393 201 4,650 17,059 1,349 770 2,116 360 1,705 813 Changes from: February 27, 2024 Total Change is: 2,518 545 -285 120 1,859 82 -33 509 2,022 289 -861 118 111 -21 94 Percent of Open Interest Represented by Each Category of Trader 9.0 18.6 1.0 57.4 1.4 0.7 16.8 61.5 4.9 2.8 7.6 1.3 6.1 2.9 Number of Traders in Each Category Total Traders: 130 9 8 . 18 . . 36 35 25 12 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,184 Positions 1,471 23,130 0 830 1 62 25,199 12,267 722 5,322 749 14 4,564 1,239 Changes from: February 27, 2024 Total Change is: 20,651 560 15,070 0 -64 -28 29 17,438 5,282 223 2,119 -48 8 338 115 Percent of Open Interest Represented by Each Category of Trader 3.9 60.6 0.0 2.2 0.0 0.2 66.0 32.1 1.9 13.9 2.0 0.0 12.0 3.2 Number of Traders in Each Category Total Traders: 142 4 . 0 7 . . 28 10 11 72 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300 CFTC Code #133LM1 Open Interest is 25,025 Positions 0 14,167 119 0 0 0 2,675 6,347 118 19,482 3,464 0 2,631 810 Changes from: February 27, 2024 Total Change is: 12,753 0 13,093 -522 0 0 0 2,675 4,275 118 9,445 -4,052 0 1,037 -159 Percent of Open Interest Represented by Each Category of Trader 0.0 56.6 0.5 0.0 0.0 0.0 10.7 25.4 0.5 77.9 13.8 0.0 10.5 3.2 Number of Traders in Each Category Total Traders: 180 0 . . 0 0 0 . . . 138 37 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 7,471 Positions 357 1,652 221 1,891 26 12 2,715 3,782 529 701 960 0 1,045 289 Changes from: February 27, 2024 Total Change is: 907 -9 31 66 135 -3 -1 59 -280 345 356 759 0 -44 -10 Percent of Open Interest Represented by Each Category of Trader 4.8 22.1 3.0 25.3 0.3 0.2 36.3 50.6 7.1 9.4 12.8 0.0 14.0 3.9 Number of Traders in Each Category Total Traders: 78 4 7 . 13 . . 26 20 6 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 47,400 Positions 551 35,338 290 1,982 1,376 223 23,625 5,857 2,610 16,396 1,424 9 1,714 273 Changes from: February 27, 2024 Total Change is: 20,150 89 18,407 218 418 -460 73 12,597 134 1,340 5,255 386 8 152 44 Percent of Open Interest Represented by Each Category of Trader 1.2 74.6 0.6 4.2 2.9 0.5 49.8 12.4 5.5 34.6 3.0 0.0 3.6 0.6 Number of Traders in Each Category Total Traders: 133 . . . . . . 16 7 . 87 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200 CFTC Code #146LM1 Open Interest is 12,570 Positions 0 8,803 0 0 0 0 1,286 1,591 1 9,756 1,871 0 1,527 304 Changes from: February 27, 2024 Total Change is: 28 0 -645 0 0 0 0 -1,041 1,236 1 582 -556 0 486 -8 Percent of Open Interest Represented by Each Category of Trader 0.0 70.0 0.0 0.0 0.0 0.0 10.2 12.7 0.0 77.6 14.9 0.0 12.1 2.4 Number of Traders in Each Category Total Traders: 91 0 . 0 0 0 0 . . . 71 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 28,450 Positions 180 3,602 0 12,644 2,089 764 7,819 16,733 1,074 2,582 1,677 0 3,387 2,511 Changes from: February 27, 2024 Total Change is: -1,099 -17 0 0 -828 215 8 -658 -1,774 -10 406 98 0 0 364 Percent of Open Interest Represented by Each Category of Trader 0.6 12.7 0.0 44.4 7.3 2.7 27.5 58.8 3.8 9.1 5.9 0.0 11.9 8.8 Number of Traders in Each Category Total Traders: 107 . . 0 16 4 . 25 30 7 17 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 364,498 Positions 51,260 22,441 20,781 59,037 66,476 55,366 63,691 81,909 68,534 4,151 4,240 12,090 29,588 32,661 Changes from: February 27, 2024 Total Change is: 3,167 -2,977 -1,057 1,852 1,657 323 -6,468 4,149 1,638 3,159 -3,999 -2,931 3,061 2,733 3,590 Percent of Open Interest Represented by Each Category of Trader 14.1 6.2 5.7 16.2 18.2 15.2 17.5 22.5 18.8 1.1 1.2 3.3 8.1 9.0 Number of Traders in Each Category Total Traders: 209 14 14 25 21 28 31 44 49 72 9 13 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 95,908 Positions 83,664 76,557 0 8,474 6,763 0 2,714 12,368 41 674 138 0 341 41 Changes from: February 27, 2024 Total Change is: -388 0 0 0 -319 -580 0 -9 148 41 -138 -5 0 37 8 Percent of Open Interest Represented by Each Category of Trader 87.2 79.8 0.0 8.8 7.1 0.0 2.8 12.9 0.0 0.7 0.1 0.0 0.4 0.0 Number of Traders in Each Category Total Traders: 41 5 . 0 9 6 0 6 6 . 6 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 08, 2024