Traders in Financial Futures - Futures Only Positions as of March 19, 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 230,592 Positions 69,554 10,170 36,507 40,725 86,508 4,834 33,159 54,557 3,620 13,741 1,655 1,445 27,007 31,296 Changes from: March 12, 2024 Total Change is: 37,369 6,876 -1,455 31,089 -6,845 -636 -516 15,717 15,851 -8,303 2,510 -369 -17 -3,142 1,725 Percent of Open Interest Represented by Each Category of Trader 30.2 4.4 15.8 17.7 37.5 2.1 14.4 23.7 1.6 6.0 0.7 0.6 11.7 13.6 Number of Traders in Each Category Total Traders: 117 10 7 7 15 27 10 14 30 7 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 71,545 Positions 27,940 0 61 19,159 32,456 300 13,315 15,658 52 1,053 461 0 9,665 22,557 Changes from: March 12, 2024 Total Change is: -10,897 -844 -7,093 -8,306 -468 5,398 -1,017 3,566 1,192 -3,216 -702 -4 0 90 2,149 Percent of Open Interest Represented by Each Category of Trader 39.1 0.0 0.1 26.8 45.4 0.4 18.6 21.9 0.1 1.5 0.6 0.0 13.5 31.5 Number of Traders in Each Category Total Traders: 59 11 0 . 4 15 . 11 15 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 197,398 Positions 13,281 8,761 3,525 68,811 106,661 4,125 68,305 36,291 8,609 0 3,101 0 30,742 26,325 Changes from: March 12, 2024 Total Change is: -80,304 -13,391 -26,535 -18,157 -18,244 511 -1,333 -638 -9,884 -29,160 0 -417 0 619 4,671 Percent of Open Interest Represented by Each Category of Trader 6.7 4.4 1.8 34.9 54.0 2.1 34.6 18.4 4.4 0.0 1.6 0.0 15.6 13.3 Number of Traders in Each Category Total Traders: 124 8 6 . 14 35 9 31 25 11 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 302,500 Positions 109,502 1,639 99 61,853 123,760 4,751 45,130 118,136 6,002 28,388 2,231 13 46,762 45,869 Changes from: March 12, 2024 Total Change is: -23,175 -2,649 -31,270 -23,132 -3,500 21,243 -2,403 14,996 16,043 -6,175 541 -180 -29 -824 2,728 Percent of Open Interest Represented by Each Category of Trader 36.2 0.5 0.0 20.4 40.9 1.6 14.9 39.1 2.0 9.4 0.7 0.0 15.5 15.2 Number of Traders in Each Category Total Traders: 163 16 . . 22 35 9 25 48 14 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 656,182 Positions 19,660 346,313 993 401,634 114,402 33,356 85,730 89,372 5,260 29,715 12,440 4,018 75,816 50,028 Changes from: March 12, 2024 Total Change is: -61,538 -580 -37,690 -10,210 -17,010 7,103 -6,265 4,801 12,160 -21,111 -2,020 -791 -653 -8,490 -4,081 Percent of Open Interest Represented by Each Category of Trader 3.0 52.8 0.2 61.2 17.4 5.1 13.1 13.6 0.8 4.5 1.9 0.6 11.6 7.6 Number of Traders in Each Category Total Traders: 291 11 14 4 111 40 47 39 46 25 21 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 30,947 Positions 4,790 8,884 0 14,234 8,539 1,084 436 5,561 0 0 0 0 10,403 6,879 Changes from: March 12, 2024 Total Change is: -7,276 3,467 -2,078 -5,736 -358 -402 0 -1,093 4,087 -1,830 0 0 0 -1,726 -1,317 Percent of Open Interest Represented by Each Category of Trader 15.5 28.7 0.0 46.0 27.6 3.5 1.4 18.0 0.0 0.0 0.0 0.0 33.6 22.2 Number of Traders in Each Category Total Traders: 26 . . 0 15 . 4 . 6 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 27,908 Positions 4,035 888 5,372 5,925 9,872 476 1,093 2,167 620 0 1,545 0 10,387 6,968 Changes from: March 12, 2024 Total Change is: 1,779 190 -4 3,644 -754 121 12 87 820 -1,418 0 -575 0 18 -821 Percent of Open Interest Represented by Each Category of Trader 14.5 3.2 19.2 21.2 35.4 1.7 3.9 7.8 2.2 0.0 5.5 0.0 37.2 25.0 Number of Traders in Each Category Total Traders: 22 . . 5 4 7 . . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 220,921 Positions 134,947 542 304 30,963 131,985 3,582 24,478 55,271 1,678 5,934 0 0 19,035 27,559 Changes from: March 12, 2024 Total Change is: -8,802 20,527 -1,578 -6,071 -797 -925 -2,284 -5,542 14,898 -12,682 -107 0 -23 -1,823 -137 Percent of Open Interest Represented by Each Category of Trader 61.1 0.2 0.1 14.0 59.7 1.6 11.1 25.0 0.8 2.7 0.0 0.0 8.6 12.5 Number of Traders in Each Category Total Traders: 104 11 . 4 16 22 8 22 29 15 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 303,202 Positions 3,780 170,277 157 178,106 4,209 1,896 107,462 61,878 416 3,800 61,098 37 7,548 3,234 Changes from: March 12, 2024 Total Change is: -26,844 -2,781 51,084 -17,720 9,276 -504 -2,207 -1,861 -17,713 -8,298 -1,606 -32,043 -23 -1,624 580 Percent of Open Interest Represented by Each Category of Trader 1.2 56.2 0.1 58.7 1.4 0.6 35.4 20.4 0.1 1.3 20.2 0.0 2.5 1.1 Number of Traders in Each Category Total Traders: 195 4 11 . 36 7 4 77 30 8 16 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 62,346 Positions 11,660 24,688 165 23,143 17,621 1 19,751 15,634 3 4,072 2,895 0 3,551 1,339 Changes from: March 12, 2024 Total Change is: 12,985 7,112 -6 6 496 10,602 0 4,675 1,983 -9 656 6 0 49 403 Percent of Open Interest Represented by Each Category of Trader 18.7 39.6 0.3 37.1 28.3 0.0 31.7 25.1 0.0 6.5 4.6 0.0 5.7 2.1 Number of Traders in Each Category Total Traders: 82 6 . . 13 7 . 24 13 . 9 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 50,301 Positions 16,044 6,657 11 13,729 25,657 981 13,525 12,142 771 962 0 0 4,278 4,082 Changes from: March 12, 2024 Total Change is: -2,410 11,081 322 -7,654 -2,529 4,774 -2,068 1,356 3,235 -2,263 99 0 -10 -422 1,254 Percent of Open Interest Represented by Each Category of Trader 31.9 13.2 0.0 27.3 51.0 2.0 26.9 24.1 1.5 1.9 0.0 0.0 8.5 8.1 Number of Traders in Each Category Total Traders: 93 11 . . 13 21 7 14 26 8 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 21,525 Positions 4,407 2,066 29 13,350 693 77 2,124 17,094 0 180 0 0 1,358 1,566 Changes from: March 12, 2024 Total Change is: 4,446 4,344 -1,722 -4,168 9,806 -1,317 0 -3,762 13,465 -1,576 180 -100 0 -378 -136 Percent of Open Interest Represented by Each Category of Trader 20.5 9.6 0.1 62.0 3.2 0.4 9.9 79.4 0.0 0.8 0.0 0.0 6.3 7.3 Number of Traders in Each Category Total Traders: 28 . . . 5 . . 7 9 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 93,851 Positions 25,953 51,222 907 17,339 5,289 2,469 30,072 16,897 1,275 1,854 3,997 15 13,967 11,780 Changes from: March 12, 2024 Total Change is: -21,210 -4,839 -1,127 -5,677 -3,152 2,489 -2,178 7,759 -3,039 -9,608 -635 1,292 2 -2,884 -3,364 Percent of Open Interest Represented by Each Category of Trader 27.7 54.6 1.0 18.5 5.6 2.6 32.0 18.0 1.4 2.0 4.3 0.0 14.9 12.6 Number of Traders in Each Category Total Traders: 104 11 15 . 16 8 6 26 18 12 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 93,851 Positions 25,953 51,222 907 17,339 5,289 2,469 30,072 16,897 1,275 1,854 3,997 15 13,967 11,780 Changes from: March 12, 2024 Total Change is: -18,515 -4,779 -916 -5,670 -3,152 2,489 -2,178 8,559 -2,883 -8,517 -635 1,343 15 -2,158 -2,198 Percent of Open Interest Represented by Each Category of Trader 27.7 54.6 1.0 18.5 5.6 2.6 32.0 18.0 1.4 2.0 4.3 0.0 14.9 12.6 Number of Traders in Each Category Total Traders: 104 11 15 . 16 8 6 26 18 12 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 51,890 Positions 14,387 35,338 118 30,198 7,730 1,599 2,928 6,130 0 0 0 0 2,660 975 Changes from: March 12, 2024 Total Change is: -25,130 -3,020 145 -23,315 2,121 555 -14 -439 -2,230 0 0 0 0 -463 -271 Percent of Open Interest Represented by Each Category of Trader 27.7 68.1 0.2 58.2 14.9 3.1 5.6 11.8 0.0 0.0 0.0 0.0 5.1 1.9 Number of Traders in Each Category Total Traders: 39 5 5 . 19 4 . . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 2,111,429 Positions 197,047 819,167 20,699 1,167,000 218,215 153,459 114,319 544,704 36,254 146,696 121,878 9,210 266,745 187,844 Changes from: March 12, 2024 Total Change is: -593,111 -87,918 39,564 -148,615 19,779 -12,871 -66,658 -40,020 -94,566 -192,890 15,203 -32,377 -61,889 -30,104 -22,811 Percent of Open Interest Represented by Each Category of Trader 9.3 38.8 1.0 55.3 10.3 7.3 5.4 25.8 1.7 6.9 5.8 0.4 12.6 8.9 Number of Traders in Each Category Total Traders: 483 27 39 12 175 53 97 63 84 56 23 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 17,872 Positions 10,032 1,862 0 3,361 13,242 65 2,098 1,726 0 0 0 0 2,316 977 Changes from: March 12, 2024 Total Change is: -8,557 -4,947 -10,933 -630 178 2,548 0 -3,082 541 0 0 0 0 -76 -83 Percent of Open Interest Represented by Each Category of Trader 56.1 10.4 0.0 18.8 74.1 0.4 11.7 9.7 0.0 0.0 0.0 0.0 13.0 5.5 Number of Traders in Each Category Total Traders: 24 4 . 0 . 6 . . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 20,454 Positions 3,586 17,428 0 12,391 0 237 1,361 1,324 0 0 0 0 2,879 1,465 Changes from: March 12, 2024 Total Change is: -10,904 -3,439 -3,877 -4,854 1,643 -2,283 -13 -4,011 240 -376 0 0 0 146 259 Percent of Open Interest Represented by Each Category of Trader 17.5 85.2 0.0 60.6 0.0 1.2 6.7 6.5 0.0 0.0 0.0 0.0 14.1 7.2 Number of Traders in Each Category Total Traders: 30 4 6 0 12 0 . 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 2,094,749 Positions 196,084 819,167 20,699 1,165,042 218,214 153,119 113,148 546,018 28,959 146,935 121,878 8,775 261,988 177,920 Changes from: March 12, 2024 Total Change is: -583,590 -88,102 39,460 -148,356 20,015 -13,016 -66,562 -41,392 -102,522 -182,859 15,586 -31,843 -62,208 -29,712 -15,684 Percent of Open Interest Represented by Each Category of Trader 9.4 39.1 1.0 55.6 10.4 7.3 5.4 26.1 1.4 7.0 5.8 0.4 12.5 8.5 Number of Traders in Each Category Total Traders: 474 25 39 12 172 53 95 62 81 51 23 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 46,973 Positions 30,208 44,519 0 12,075 267 0 1,660 878 32 0 0 0 2,998 1,277 Changes from: March 12, 2024 Total Change is: -9,320 2,577 2,935 -10,853 -1,418 0 0 373 -866 -148 0 0 0 149 -388 Percent of Open Interest Represented by Each Category of Trader 64.3 94.8 0.0 25.7 0.6 0.0 3.5 1.9 0.1 0.0 0.0 0.0 6.4 2.7 Number of Traders in Each Category Total Traders: 27 5 7 0 9 . 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 27,143 Positions 14,960 2,766 0 7,941 18,883 159 1,224 4,285 11 0 0 0 2,848 1,039 Changes from: March 12, 2024 Total Change is: -26,624 4,615 -12,181 -12,044 -298 -765 -1,026 -18,097 74 -28 0 0 0 254 -654 Percent of Open Interest Represented by Each Category of Trader 55.1 10.2 0.0 29.3 69.6 0.6 4.5 15.8 0.0 0.0 0.0 0.0 10.5 3.8 Number of Traders in Each Category Total Traders: 35 5 4 0 7 8 . . 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 11,740 Positions 3,248 7,743 0 6,447 1,482 0 592 1,642 0 392 0 0 1,061 873 Changes from: March 12, 2024 Total Change is: -10,898 -4,027 -6,952 -4,550 -1,484 34 0 -230 391 0 0 0 0 -607 179 Percent of Open Interest Represented by Each Category of Trader 27.7 66.0 0.0 54.9 12.6 0.0 5.0 14.0 0.0 3.3 0.0 0.0 9.0 7.4 Number of Traders in Each Category Total Traders: 21 . 5 0 7 . 0 . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 166,795 Positions 9,628 0 0 20,306 727 2,674 72,577 47,723 12,081 1,964 4,350 0 47,565 99,240 Changes from: March 12, 2024 Total Change is: -95,213 -719 -1,516 -29 -4,706 -892 1,385 -81,555 -15,715 -5,035 -634 -2,140 -5 -3,915 -71,266 Percent of Open Interest Represented by Each Category of Trader 5.8 0.0 0.0 12.2 0.4 1.6 43.5 28.6 7.2 1.2 2.6 0.0 28.5 59.5 Number of Traders in Each Category Total Traders: 29 . 0 0 10 . 5 8 5 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 380,350 Positions 130,529 138,360 121,374 1,634 38,000 0 30,258 9,569 68,091 25,277 0 250 2,937 4,706 Changes from: March 12, 2024 Total Change is: -34,229 -31,024 -23,462 -5,944 0 0 0 2,110 -6,349 -220 0 0 0 849 1,746 Percent of Open Interest Represented by Each Category of Trader 34.3 36.4 31.9 0.4 10.0 0.0 8.0 2.5 17.9 6.6 0.0 0.1 0.8 1.2 Number of Traders in Each Category Total Traders: 36 10 12 15 . . 0 . 4 7 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 37,565 Positions 4,904 10,245 3 19,724 19,025 1,792 2,062 2,591 59 243 0 0 8,778 3,850 Changes from: March 12, 2024 Total Change is: -324 -399 1,669 -1,516 1,890 -1,094 306 195 821 34 -811 0 0 -23 -544 Percent of Open Interest Represented by Each Category of Trader 13.1 27.3 0.0 52.5 50.6 4.8 5.5 6.9 0.2 0.6 0.0 0.0 23.4 10.2 Number of Traders in Each Category Total Traders: 66 5 7 . 30 14 10 4 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 255,935 Positions 28,656 73,691 2,113 108,302 20,817 5,584 54,966 92,548 6,133 6,916 18,576 24 43,242 36,450 Changes from: March 12, 2024 Total Change is: -97,586 -23,177 -8,056 -27,656 85 -3,995 -8,458 8,953 -16,933 -35,766 -1,949 13,281 -4,491 -5,127 -5,513 Percent of Open Interest Represented by Each Category of Trader 11.2 28.8 0.8 42.3 8.1 2.2 21.5 36.2 2.4 2.7 7.3 0.0 16.9 14.2 Number of Traders in Each Category Total Traders: 302 23 28 9 79 22 28 53 57 29 18 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 250,194 Positions 28,419 73,811 1,959 108,027 20,817 5,571 54,889 91,538 5,248 6,727 18,262 0 39,354 32,988 Changes from: March 12, 2024 Total Change is: -81,718 -23,582 -9,527 -25,302 83 -3,995 -8,458 -2,746 -31,054 -9,602 -4,344 13,104 -2,222 -5,545 -4,662 Percent of Open Interest Represented by Each Category of Trader 11.4 29.5 0.8 43.2 8.3 2.2 21.9 36.6 2.1 2.7 7.3 0.0 15.7 13.2 Number of Traders in Each Category Total Traders: 281 21 27 7 77 22 27 52 51 26 12 19 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 57,409 Positions 3,899 323 10 2,747 0 128 8,364 17,701 1,253 1,893 3,135 239 38,876 34,620 Changes from: March 12, 2024 Total Change is: -158,677 -18,462 -7,802 -1,031 22 0 4 -139,397 -115,171 -5,252 1,021 -21,157 239 4,179 -8,507 Percent of Open Interest Represented by Each Category of Trader 6.8 0.6 0.0 4.8 0.0 0.2 14.6 30.8 2.2 3.3 5.5 0.4 67.7 60.3 Number of Traders in Each Category Total Traders: 38 . . . 4 0 . 8 13 7 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 471,331 Positions 106,013 115,179 3,607 208,853 136,345 31,060 63,195 112,339 7,126 23,072 45,481 32 28,373 20,162 Changes from: March 12, 2024 Total Change is: -93,362 -2,516 -29,679 -22,116 -10,671 -3,751 -5,586 -26,052 -2,297 -20,412 -2,358 -1,762 -2,116 -1,535 -5,643 Percent of Open Interest Represented by Each Category of Trader 22.5 24.4 0.8 44.3 28.9 6.6 13.4 23.8 1.5 4.9 9.6 0.0 6.0 4.3 Number of Traders in Each Category Total Traders: 335 33 13 5 98 55 42 41 72 25 11 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 27,405 Positions 13,649 11,642 0 12,180 14,350 149 595 356 0 0 0 0 832 908 Changes from: March 12, 2024 Total Change is: -6,790 -5,065 -4,480 -1,974 344 -65 0 0 -546 0 0 0 0 -95 275 Percent of Open Interest Represented by Each Category of Trader 49.8 42.5 0.0 44.4 52.4 0.5 2.2 1.3 0.0 0.0 0.0 0.0 3.0 3.3 Number of Traders in Each Category Total Traders: 25 . 8 0 9 5 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 17,291 Positions 0 11,800 0 11,483 0 5 1,158 1,555 0 232 1,252 0 4,413 2,679 Changes from: March 12, 2024 Total Change is: -729 0 911 0 37 0 -74 -306 -1,435 0 -348 -450 0 -38 319 Percent of Open Interest Represented by Each Category of Trader 0.0 68.2 0.0 66.4 0.0 0.0 6.7 9.0 0.0 1.3 7.2 0.0 25.5 15.5 Number of Traders in Each Category Total Traders: 28 0 7 0 13 0 . . 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 44,820 Positions 8,465 10,679 734 14,314 1,463 857 7,649 5,768 45 4,834 2,312 0 7,922 22,962 Changes from: March 12, 2024 Total Change is: -853 1,378 1,492 23 -373 -77 -133 -3,290 172 42 1,931 0 0 -431 -2,372 Percent of Open Interest Represented by Each Category of Trader 18.9 23.8 1.6 31.9 3.3 1.9 17.1 12.9 0.1 10.8 5.2 0.0 17.7 51.2 Number of Traders in Each Category Total Traders: 62 7 7 . 16 . 5 15 8 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 440,664 Positions 34,932 261,602 1,674 306,481 70,231 33,987 43,947 23,019 1,258 6,822 43,643 1,179 10,384 4,071 Changes from: March 12, 2024 Total Change is: -53,780 13 11,967 -57,339 11,404 102 -388 -573 6,317 -64 -2,692 -12,802 -65 -4,076 -1,508 Percent of Open Interest Represented by Each Category of Trader 7.9 59.4 0.4 69.5 15.9 7.7 10.0 5.2 0.3 1.5 9.9 0.3 2.4 0.9 Number of Traders in Each Category Total Traders: 186 11 14 4 81 35 33 24 14 8 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,010,504 Positions 76,007 416,168 10,769 653,812 292,926 93,967 114,882 126,042 6,468 21,767 55,117 2,525 30,307 6,522 Changes from: March 12, 2024 Total Change is: -311,957 -18,798 86,340 -285,636 31,323 -42,022 -8,167 -2,352 -2,355 -784 -98 -29,570 -602 -26,843 -29,161 Percent of Open Interest Represented by Each Category of Trader 7.5 41.2 1.1 64.7 29.0 9.3 11.4 12.5 0.6 2.2 5.5 0.2 3.0 0.6 Number of Traders in Each Category Total Traders: 389 28 17 7 161 63 81 58 26 19 22 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 219,348 Positions 18,055 153,743 21,589 48,933 0 1,010 93,685 11,750 25,170 7,609 4,605 0 3,297 1,481 Changes from: March 12, 2024 Total Change is: 2,549 -591 1,366 1,056 19 0 0 2,667 607 -1,039 -12 0 0 449 559 Percent of Open Interest Represented by Each Category of Trader 8.2 70.1 9.8 22.3 0.0 0.5 42.7 5.4 11.5 3.5 2.1 0.0 1.5 0.7 Number of Traders in Each Category Total Traders: 75 9 17 16 10 0 . 29 . 9 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,491,051 Positions 38,137 160,502 2,949 784,179 351,266 187,754 134,641 504,026 43,141 107,592 91,180 814 191,844 149,419 Changes from: March 12, 2024 Total Change is: -7,072 -577 -18,636 -1,039 -12,984 13,773 1,472 15,883 -6,966 -4,743 725 1,451 -1,346 -4,463 8,962 Percent of Open Interest Represented by Each Category of Trader 2.6 10.8 0.2 52.6 23.6 12.6 9.0 33.8 2.9 7.2 6.1 0.1 12.9 10.0 Number of Traders in Each Category Total Traders: 211 11 17 6 66 32 54 21 44 25 7 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,583,428 Positions 11,934 90,664 1,149 958,934 315,291 283,959 100,160 678,958 17,130 34,163 37,911 0 175,999 158,366 Changes from: March 12, 2024 Total Change is: -5,069 1,570 -2,310 -17 -6,850 4,414 2,617 1,973 -1,300 -6,161 -1,945 -2,182 0 3,744 -130 Percent of Open Interest Represented by Each Category of Trader 0.8 5.7 0.1 60.6 19.9 17.9 6.3 42.9 1.1 2.2 2.4 0.0 11.1 10.0 Number of Traders in Each Category Total Traders: 168 . 11 4 67 36 56 13 28 13 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 3,697,750 Positions 109,497 481,791 16,194 1,664,245 480,720 442,347 563,557 1,869,885 119,534 508,202 126,790 28,558 245,616 131,931 Changes from: March 12, 2024 Total Change is: 60,619 -22,796 14,511 7,059 -54,228 5,733 58,187 65,806 -51,531 14,978 -7,086 7,110 4,919 -6,220 -347 Percent of Open Interest Represented by Each Category of Trader 3.0 13.0 0.4 45.0 13.0 12.0 15.2 50.6 3.2 13.7 3.4 0.8 6.6 3.6 Number of Traders in Each Category Total Traders: 473 33 30 9 159 45 87 61 79 37 52 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 4,286,273 Positions 128,399 390,734 11,688 2,205,292 1,088,021 658,075 294,627 1,520,963 92,452 481,018 156,847 651 414,071 366,842 Changes from: March 12, 2024 Total Change is: 33,175 -14,836 9,245 -3,778 -18,721 -16,035 23,479 13,028 5,406 9,894 643 -13,640 -549 24,015 19,153 Percent of Open Interest Represented by Each Category of Trader 3.0 9.1 0.3 51.5 25.4 15.4 6.9 35.5 2.2 11.2 3.7 0.0 9.7 8.6 Number of Traders in Each Category Total Traders: 403 17 32 8 115 61 97 51 82 41 24 21 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 2,032,146 Positions 81,821 135,379 5,523 897,175 691,302 325,972 262,757 444,614 49,544 193,359 84,074 12,434 203,561 283,304 Changes from: March 12, 2024 Total Change is: -5,728 4,922 -16,250 -2,887 4,760 4,678 11,114 -33,471 -13,500 741 3,113 -2,913 7,064 -1,084 6,225 Percent of Open Interest Represented by Each Category of Trader 4.0 6.7 0.3 44.1 34.0 16.0 12.9 21.9 2.4 9.5 4.1 0.6 10.0 13.9 Number of Traders in Each Category Total Traders: 203 5 17 . 46 66 59 24 24 17 11 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points CFTC Code #04360Y Open Interest is 5,487 Positions 0 0 0 0 0 0 1,758 0 2,725 216 889 0 788 1,873 Changes from: March 12, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 32.0 0.0 49.7 3.9 16.2 0.0 14.4 34.1 Number of Traders in Each Category Total Traders: 21 0 0 0 0 0 0 . 0 . 5 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 5,838,981 Positions 157,125 647,417 26,048 2,897,520 1,220,711 688,313 781,631 2,682,122 168,822 712,624 85,768 307 406,591 319,473 Changes from: March 12, 2024 Total Change is: -18,344 -18,302 6,035 6,628 35,806 -22,421 -2,447 -72,060 -60,328 21,773 8,580 4,864 -111 1,789 27,663 Percent of Open Interest Represented by Each Category of Trader 2.7 11.1 0.4 49.6 20.9 11.8 13.4 45.9 2.9 12.2 1.5 0.0 7.0 5.5 Number of Traders in Each Category Total Traders: 403 16 38 8 142 34 93 52 76 37 34 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,855,447 Positions 455,899 158,869 604,664 28,090 23,537 53,324 181,488 460,634 467,408 11,627 36,850 13,810 39,137 36,351 Changes from: March 12, 2024 Total Change is: 59,677 3,572 -4,013 56 -4,002 3,713 23,677 17,234 12,102 17,363 1,499 7,818 -1,343 1,621 304 Percent of Open Interest Represented by Each Category of Trader 24.6 8.6 32.6 1.5 1.3 2.9 9.8 24.8 25.2 0.6 2.0 0.7 2.1 2.0 Number of Traders in Each Category Total Traders: 162 33 28 52 7 5 . 30 42 52 7 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 43,560 Positions 19,210 19,346 12,707 477 665 6 2,158 1,769 8,739 0 141 69 194 118 Changes from: March 12, 2024 Total Change is: 1,729 208 4,258 1,136 0 21 -1 1,701 -2,521 -1,271 -147 76 -6 109 37 Percent of Open Interest Represented by Each Category of Trader 44.1 44.4 29.2 1.1 1.5 0.0 5.0 4.1 20.1 0.0 0.3 0.2 0.4 0.3 Number of Traders in Each Category Total Traders: 45 11 11 14 . . . 9 10 16 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 is10,994,938 Positions 2,264,832 2,076,483 1,965,165 251,188 1,172,070 1,051,898 2,017,229 973,531 3,235,932 89,798 397,397 90,345 28,551 32,117 Changes from: March 12, 2024 Total Change is: 131,079 -35,377 44,817 131,236 14,789 -13,261 50,171 -26,713 -178,963 8,049 21,545 124,366 -32,262 -359 -3,074 Percent of Open Interest Represented by Each Category of Trader 20.6 18.9 17.9 2.3 10.7 9.6 18.3 8.9 29.4 0.8 3.6 0.8 0.3 0.3 Number of Traders in Each Category Total Traders: 912 83 97 148 43 76 59 137 174 180 108 132 97 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,004,454 Positions 390,727 202,022 235,725 2,170 48,373 12,447 192,163 338,973 134,438 24,500 20,102 12,130 154 244 Changes from: March 12, 2024 Total Change is: 27,971 -25,028 -4,310 19,660 1,657 11,179 -7,691 26,567 -17,021 12,872 -11,772 2,057 11,681 25 -456 Percent of Open Interest Represented by Each Category of Trader 38.9 20.1 23.5 0.2 4.8 1.2 19.1 33.7 13.4 2.4 2.0 1.2 0.0 0.0 Number of Traders in Each Category Total Traders: 193 36 48 55 5 9 5 25 47 45 10 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 76,636 Positions 2,546 55 31,585 235 0 0 4,330 24,829 19,446 18,475 715 0 19 6 Changes from: March 12, 2024 Total Change is: -4,550 0 0 0 0 0 0 155 -3,149 -1,406 -3,305 20 0 6 -15 Percent of Open Interest Represented by Each Category of Trader 3.3 0.1 41.2 0.3 0.0 0.0 5.7 32.4 25.4 24.1 0.9 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 26 . . . . 0 0 . . . 11 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 39,008 Positions 7,133 0 1,253 60 0 0 7,745 22,645 9,549 13,231 5,464 18 19 79 Changes from: March 12, 2024 Total Change is: -2,399 75 0 0 0 -67 0 851 319 -2,873 -460 220 0 8 2 Percent of Open Interest Represented by Each Category of Trader 18.3 0.0 3.2 0.2 0.0 0.0 19.9 58.1 24.5 33.9 14.0 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 28 . 0 . . 0 0 . 7 . 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 33,196 Positions 2,723 4,948 683 18,097 524 184 5,548 19,917 1,779 895 2,717 1,624 1,663 820 Changes from: March 12, 2024 Total Change is: 2,798 -112 55 490 -839 60 61 1,735 630 213 16 -37 1,371 -137 -45 Percent of Open Interest Represented by Each Category of Trader 8.2 14.9 2.1 54.5 1.6 0.6 16.7 60.0 5.4 2.7 8.2 4.9 5.0 2.5 Number of Traders in Each Category Total Traders: 136 8 9 . 18 . . 38 33 22 15 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 54,643 Positions 3,920 33,253 0 577 58 81 38,053 17,766 1,161 5,860 941 16 4,975 1,367 Changes from: March 12, 2024 Total Change is: 6,881 740 4,346 0 -166 18 25 6,303 2,635 78 -86 -57 5 -18 -169 Percent of Open Interest Represented by Each Category of Trader 7.2 60.9 0.0 1.1 0.1 0.1 69.6 32.5 2.1 10.7 1.7 0.0 9.1 2.5 Number of Traders in Each Category Total Traders: 145 5 . 0 6 . . 29 11 11 73 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 28,883 Positions 2,353 0 243 0 0 0 0 23,231 249 22,819 4,269 0 3,219 891 Changes from: March 12, 2024 Total Change is: 3,022 2,353 -10,941 46 0 0 0 0 14,993 249 140 -1,202 0 234 -123 Percent of Open Interest Represented by Each Category of Trader 8.1 0.0 0.8 0.0 0.0 0.0 0.0 80.4 0.9 79.0 14.8 0.0 11.1 3.1 Number of Traders in Each Category Total Traders: 217 . 0 . 0 0 0 0 4 . 164 48 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 7,366 Positions 281 1,495 39 1,464 0 19 3,723 3,924 170 511 1,232 159 1,000 328 Changes from: March 12, 2024 Total Change is: 127 -123 71 -105 -402 0 8 976 -75 -141 -74 263 120 -132 -14 Percent of Open Interest Represented by Each Category of Trader 3.8 20.3 0.5 19.9 0.0 0.3 50.5 53.3 2.3 6.9 16.7 2.2 13.6 4.5 Number of Traders in Each Category Total Traders: 76 5 6 . 11 0 . 25 20 7 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 49,906 Positions 190 35,172 54 1,629 1,489 223 29,004 6,593 3,057 13,563 2,845 66 2,120 407 Changes from: March 12, 2024 Total Change is: -1,939 -295 -1,860 -10 -555 295 0 1,624 -570 -114 -2,535 253 57 -111 10 Percent of Open Interest Represented by Each Category of Trader 0.4 70.5 0.1 3.3 3.0 0.4 58.1 13.2 6.1 27.2 5.7 0.1 4.2 0.8 Number of Traders in Each Category Total Traders: 139 . . . . . . 21 6 . 86 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 15,927 Positions 0 4,300 0 0 0 0 2,089 8,980 7 11,709 2,314 0 2,122 326 Changes from: March 12, 2024 Total Change is: 83 0 -6,037 0 0 0 0 396 6,223 7 -585 18 0 265 -128 Percent of Open Interest Represented by Each Category of Trader 0.0 27.0 0.0 0.0 0.0 0.0 13.1 56.4 0.0 73.5 14.5 0.0 13.3 2.0 Number of Traders in Each Category Total Traders: 132 0 . 0 0 0 0 . . . 107 18 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 23,819 Positions 130 1,487 0 10,407 3,292 655 7,900 13,687 686 950 1,933 0 3,091 2,079 Changes from: March 12, 2024 Total Change is: -2,546 -180 -2,205 0 818 -103 -112 -114 1,973 -1,515 -1,681 -5 0 238 -579 Percent of Open Interest Represented by Each Category of Trader 0.5 6.2 0.0 43.7 13.8 2.7 33.2 57.5 2.9 4.0 8.1 0.0 13.0 8.7 Number of Traders in Each Category Total Traders: 89 . . 0 17 7 . 21 18 . 11 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 377,364 Positions 56,689 29,333 25,944 53,489 71,599 56,981 69,890 77,814 66,632 4,715 2,183 15,479 27,545 31,399 Changes from: March 12, 2024 Total Change is: 1,654 -1,005 3,303 3,105 -916 1,989 2,385 5,554 -5,350 -4,588 -2,597 -1,239 1,590 -1,874 459 Percent of Open Interest Represented by Each Category of Trader 15.0 7.8 6.9 14.2 19.0 15.1 18.5 20.6 17.7 1.2 0.6 4.1 7.3 8.3 Number of Traders in Each Category Total Traders: 214 16 13 23 21 30 24 47 47 61 13 10 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 19, 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 99,701 Positions 83,664 76,557 0 9,184 5,943 18 2,408 13,525 3,403 618 93 71 335 91 Changes from: March 12, 2024 Total Change is: 1,494 0 0 0 689 -702 17 -617 706 1,369 -34 8 70 0 26 Percent of Open Interest Represented by Each Category of Trader 83.9 76.8 0.0 9.2 6.0 0.0 2.4 13.6 3.4 0.6 0.1 0.1 0.3 0.1 Number of Traders in Each Category Total Traders: 40 5 . 0 10 5 . 6 4 . 7 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 22, 2024