Traders in Financial Futures - Futures Only Positions as of March 26, 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 190,995
Positions
74,947 1,988 261 41,196 96,921 4,696 23,988 48,102 4,072 12,701 1,634 1,666 27,468 31,655
Changes from: March 19, 2024 Total Change is: -39,597
5,393 -8,182 -36,246 471 10,413 -138 -9,171 -6,455 452 -1,040 -21 221 461 359
Percent of Open Interest Represented by Each Category of Trader
39.2 1.0 0.1 21.6 50.7 2.5 12.6 25.2 2.1 6.6 0.9 0.9 14.4 16.6
Number of Traders in Each Category Total Traders: 110
10 4 . 15 25 9 19 24 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 80,460
Positions
33,999 0 167 18,829 37,404 5 16,023 17,383 76 1,883 461 0 9,478 24,964
Changes from: March 19, 2024 Total Change is: 8,915
6,059 0 106 -330 4,948 -295 2,708 1,725 24 830 0 0 -187 2,407
Percent of Open Interest Represented by Each Category of Trader
42.3 0.0 0.2 23.4 46.5 0.0 19.9 21.6 0.1 2.3 0.6 0.0 11.8 31.0
Number of Traders in Each Category Total Traders: 63
12 0 . 5 15 . 12 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 203,109
Positions
40,171 6,667 1,125 45,608 110,202 4,475 76,518 44,242 5,986 0 3,101 0 29,226 27,311
Changes from: March 19, 2024 Total Change is: 5,711
26,890 -2,094 -2,400 -23,203 3,541 350 8,213 7,951 -2,623 0 0 0 -1,516 986
Percent of Open Interest Represented by Each Category of Trader
19.8 3.3 0.6 22.5 54.3 2.2 37.7 21.8 2.9 0.0 1.5 0.0 14.4 13.4
Number of Traders in Each Category Total Traders: 124
10 5 . 13 37 9 25 29 10 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 305,701
Positions
113,613 757 67 62,139 121,668 5,308 50,032 122,909 5,936 22,944 2,912 13 45,649 46,131
Changes from: March 19, 2024 Total Change is: 3,201
4,111 -882 -32 286 -2,092 557 4,902 4,773 -66 -5,444 681 0 -1,113 262
Percent of Open Interest Represented by Each Category of Trader
37.2 0.2 0.0 20.3 39.8 1.7 16.4 40.2 1.9 7.5 1.0 0.0 14.9 15.1
Number of Traders in Each Category Total Traders: 170
19 . . 23 37 10 28 45 13 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 657,300
Positions
19,132 325,661 1,105 401,800 127,240 32,538 81,778 90,904 8,189 32,193 14,076 4,118 76,447 53,469
Changes from: March 19, 2024 Total Change is: 1,118
-528 -20,652 112 166 12,838 -818 -3,952 1,532 2,929 2,478 1,636 100 631 3,441
Percent of Open Interest Represented by Each Category of Trader
2.9 49.5 0.2 61.1 19.4 5.0 12.4 13.8 1.2 4.9 2.1 0.6 11.6 8.1
Number of Traders in Each Category Total Traders: 292
12 13 5 109 39 44 35 49 25 23 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 31,212
Positions
4,790 9,517 0 14,202 8,627 1,087 436 4,815 0 0 0 0 10,697 7,166
Changes from: March 19, 2024 Total Change is: 265
0 633 0 -32 88 3 0 -746 0 0 0 0 294 287
Percent of Open Interest Represented by Each Category of Trader
15.3 30.5 0.0 45.5 27.6 3.5 1.4 15.4 0.0 0.0 0.0 0.0 34.3 23.0
Number of Traders in Each Category Total Traders: 25
. . 0 15 . 4 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 218,982
Positions
137,548 1,241 472 33,102 132,677 5,039 16,824 47,922 1,757 6,454 0 0 17,786 29,874
Changes from: March 19, 2024 Total Change is: -1,939
2,601 699 168 2,139 692 1,457 -7,654 -7,349 79 520 0 0 -1,249 2,315
Percent of Open Interest Represented by Each Category of Trader
62.8 0.6 0.2 15.1 60.6 2.3 7.7 21.9 0.8 2.9 0.0 0.0 8.1 13.6
Number of Traders in Each Category Total Traders: 100
11 . 4 16 20 8 22 24 14 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 307,002
Positions
3,025 174,427 670 177,399 4,461 1,922 109,002 60,855 519 5,853 61,127 43 8,569 2,978
Changes from: March 19, 2024 Total Change is: 3,800
-755 4,150 513 -707 252 26 1,540 -1,023 103 2,053 29 6 1,021 -256
Percent of Open Interest Represented by Each Category of Trader
1.0 56.8 0.2 57.8 1.5 0.6 35.5 19.8 0.2 1.9 19.9 0.0 2.8 1.0
Number of Traders in Each Category Total Traders: 195
4 13 . 33 7 5 77 28 7 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 63,629
Positions
11,544 24,957 2,523 23,259 19,950 1 17,810 11,873 482 4,434 2,849 0 3,576 994
Changes from: March 19, 2024 Total Change is: 1,283
-116 269 2,358 116 2,329 0 -1,941 -3,761 479 362 -46 0 25 -345
Percent of Open Interest Represented by Each Category of Trader
18.1 39.2 4.0 36.6 31.4 0.0 28.0 18.7 0.8 7.0 4.5 0.0 5.6 1.6
Number of Traders in Each Category Total Traders: 78
4 . . 14 5 . 26 9 . 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 53,416
Positions
23,027 6,800 28 8,387 29,363 1,170 16,030 10,083 175 760 251 72 3,767 5,474
Changes from: March 19, 2024 Total Change is: 3,115
6,983 143 17 -5,342 3,706 189 2,505 -2,059 -596 -202 251 72 -511 1,392
Percent of Open Interest Represented by Each Category of Trader
43.1 12.7 0.1 15.7 55.0 2.2 30.0 18.9 0.3 1.4 0.5 0.1 7.1 10.2
Number of Traders in Each Category Total Traders: 99
12 . . 9 21 6 23 25 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 21,825
Positions
4,407 2,439 13 13,757 803 77 2,122 17,018 0 0 0 0 1,449 1,475
Changes from: March 19, 2024 Total Change is: 300
0 373 -16 407 110 0 -2 -76 0 -180 0 0 91 -91
Percent of Open Interest Represented by Each Category of Trader
20.2 11.2 0.1 63.0 3.7 0.4 9.7 78.0 0.0 0.0 0.0 0.0 6.6 6.8
Number of Traders in Each Category Total Traders: 29
. . . 4 . . 5 13 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 92,741
Positions
26,343 56,232 764 19,532 5,779 1,660 28,340 12,856 1,298 200 3,776 0 14,604 10,376
Changes from: March 19, 2024 Total Change is: -1,110
390 5,010 -143 2,193 490 -809 -1,732 -4,041 23 -1,654 -221 -15 637 -1,404
Percent of Open Interest Represented by Each Category of Trader
28.4 60.6 0.8 21.1 6.2 1.8 30.6 13.9 1.4 0.2 4.1 0.0 15.7 11.2
Number of Traders in Each Category Total Traders: 97
10 13 . 18 5 5 26 17 15 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 92,741
Positions
26,343 56,232 764 19,532 5,779 1,660 28,340 12,856 1,298 200 3,776 0 14,604 10,376
Changes from: March 19, 2024 Total Change is: -1,110
390 5,010 -143 2,193 490 -809 -1,732 -4,041 23 -1,654 -221 -15 637 -1,404
Percent of Open Interest Represented by Each Category of Trader
28.4 60.6 0.8 21.1 6.2 1.8 30.6 13.9 1.4 0.2 4.1 0.0 15.7 11.2
Number of Traders in Each Category Total Traders: 97
10 13 . 18 5 5 26 17 15 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 52,921
Positions
15,480 37,118 0 29,452 7,704 1,585 2,967 5,680 0 0 0 0 3,437 834
Changes from: March 19, 2024 Total Change is: 1,031
1,093 1,780 -118 -746 -26 -14 39 -450 0 0 0 0 777 -141
Percent of Open Interest Represented by Each Category of Trader
29.3 70.1 0.0 55.7 14.6 3.0 5.6 10.7 0.0 0.0 0.0 0.0 6.5 1.6
Number of Traders in Each Category Total Traders: 38
5 5 0 19 4 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 2,128,826
Positions
212,819 806,878 23,077 1,164,898 210,054 147,819 117,757 571,262 39,707 138,498 134,778 7,668 276,585 187,583
Changes from: March 19, 2024 Total Change is: 17,397
15,772 -12,289 2,378 -2,103 -8,161 -5,639 3,438 26,559 3,453 -8,199 12,900 -1,543 9,840 -261
Percent of Open Interest Represented by Each Category of Trader
10.0 37.9 1.1 54.7 9.9 6.9 5.5 26.8 1.9 6.5 6.3 0.4 13.0 8.8
Number of Traders in Each Category Total Traders: 489
30 39 14 177 53 95 58 87 52 21 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 18,032
Positions
9,672 3,109 0 3,620 12,548 65 2,398 1,481 0 0 0 0 2,277 829
Changes from: March 19, 2024 Total Change is: 160
-360 1,247 0 259 -694 0 300 -245 0 0 0 0 -39 -148
Percent of Open Interest Represented by Each Category of Trader
53.6 17.2 0.0 20.1 69.6 0.4 13.3 8.2 0.0 0.0 0.0 0.0 12.6 4.6
Number of Traders in Each Category Total Traders: 23
4 . 0 4 5 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 19,667
Positions
4,853 16,105 0 10,076 1,364 0 1,536 1,060 0 0 0 0 3,202 1,138
Changes from: March 19, 2024 Total Change is: -787
1,267 -1,323 0 -2,315 1,364 -237 175 -264 0 0 0 0 323 -327
Percent of Open Interest Represented by Each Category of Trader
24.7 81.9 0.0 51.2 6.9 0.0 7.8 5.4 0.0 0.0 0.0 0.0 16.3 5.8
Number of Traders in Each Category Total Traders: 32
5 8 0 10 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 2,110,848
Positions
211,484 806,878 23,077 1,162,684 210,053 147,609 116,925 573,436 31,950 139,231 134,667 6,934 270,954 176,244
Changes from: March 19, 2024 Total Change is: 16,099
15,400 -12,289 2,378 -2,358 -8,161 -5,510 3,777 27,418 2,991 -7,704 12,789 -1,841 8,966 -1,676
Percent of Open Interest Represented by Each Category of Trader
10.0 38.2 1.1 55.1 10.0 7.0 5.5 27.2 1.5 6.6 6.4 0.3 12.8 8.3
Number of Traders in Each Category Total Traders: 479
28 39 14 174 53 93 56 85 46 21 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 46,862
Positions
30,170 44,545 0 12,128 267 0 1,636 931 26 0 0 0 2,902 1,093
Changes from: March 19, 2024 Total Change is: -111
-38 26 0 53 0 0 -24 53 -6 0 0 0 -96 -184
Percent of Open Interest Represented by Each Category of Trader
64.4 95.1 0.0 25.9 0.6 0.0 3.5 2.0 0.1 0.0 0.0 0.0 6.2 2.3
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 26, 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 22,630
Positions
10,483 3,692 0 8,024 13,384 159 1,297 4,417 11 0 0 0 2,656 967
Changes from: March 19, 2024 Total Change is: -4,513
-4,477 926 0 83 -5,499 0 73 132 0 0 0 0 -192 -72
Percent of Open Interest Represented by Each Category of Trader
46.3 16.3 0.0 35.5 59.1 0.7 5.7 19.5 0.0 0.0 0.0 0.0 11.7 4.3
Number of Traders in Each Category Total Traders: 34
5 5 0 7 7 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 179,779
Positions
13,345 0 0 22,136 5 2,104 72,412 42,359 13,474 0 8,443 0 56,308 113,394
Changes from: March 19, 2024 Total Change is: 12,984
3,717 0 0 1,830 -722 -570 -165 -5,364 1,393 -1,964 4,093 0 8,743 14,154
Percent of Open Interest Represented by Each Category of Trader
7.4 0.0 0.0 12.3 0.0 1.2 40.3 23.6 7.5 0.0 4.7 0.0 31.3 63.1
Number of Traders in Each Category Total Traders: 30
. 0 0 11 . 4 8 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 390,557
Positions
129,930 133,406 133,691 1,634 38,000 0 27,946 10,514 69,391 25,277 0 250 2,438 5,305
Changes from: March 19, 2024 Total Change is: 10,207
-599 -4,954 12,317 0 0 0 -2,312 945 1,300 0 0 0 -499 599
Percent of Open Interest Represented by Each Category of Trader
33.3 34.2 34.2 0.4 9.7 0.0 7.2 2.7 17.8 6.5 0.0 0.1 0.6 1.4
Number of Traders in Each Category Total Traders: 37
10 12 15 . . 0 4 4 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 37,615
Positions
4,921 11,321 55 18,223 18,013 1,870 2,983 2,084 68 0 328 0 9,495 3,876
Changes from: March 19, 2024 Total Change is: 50
17 1,076 52 -1,501 -1,012 78 921 -507 9 -243 328 0 717 26
Percent of Open Interest Represented by Each Category of Trader
13.1 30.1 0.1 48.4 47.9 5.0 7.9 5.5 0.2 0.0 0.9 0.0 25.2 10.3
Number of Traders in Each Category Total Traders: 62
5 5 . 28 13 8 6 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 260,574
Positions
37,296 78,052 2,097 107,062 23,599 5,587 54,213 101,253 3,597 6,609 10,965 22 44,091 35,402
Changes from: March 19, 2024 Total Change is: 4,640
8,640 4,362 -16 -1,240 2,782 4 -752 8,704 -2,536 -308 -7,611 -2 849 -1,048
Percent of Open Interest Represented by Each Category of Trader
14.3 30.0 0.8 41.1 9.1 2.1 20.8 38.9 1.4 2.5 4.2 0.0 16.9 13.6
Number of Traders in Each Category Total Traders: 314
25 29 8 82 23 29 53 57 31 19 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 254,474
Positions
37,121 78,108 1,945 106,794 23,599 5,576 53,764 100,006 2,921 6,428 10,597 0 39,925 31,722
Changes from: March 19, 2024 Total Change is: 4,280
8,702 4,297 -14 -1,233 2,782 5 -1,125 8,468 -2,327 -299 -7,665 0 571 -1,266
Percent of Open Interest Represented by Each Category of Trader
14.6 30.7 0.8 42.0 9.3 2.2 21.1 39.3 1.1 2.5 4.2 0.0 15.7 12.5
Number of Traders in Each Category Total Traders: 290
22 26 7 80 23 28 49 52 25 14 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 61,004
Positions
3,268 966 0 2,677 0 114 9,287 17,259 1,969 1,807 3,677 222 41,660 36,797
Changes from: March 19, 2024 Total Change is: 3,595
-631 643 -10 -70 0 -14 923 -442 716 -86 542 -17 2,784 2,177
Percent of Open Interest Represented by Each Category of Trader
5.4 1.6 0.0 4.4 0.0 0.2 15.2 28.3 3.2 3.0 6.0 0.4 68.3 60.3
Number of Traders in Each Category Total Traders: 38
4 . 0 4 0 . 9 10 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 479,199
Positions
106,133 114,738 3,672 207,302 129,899 31,508 70,018 121,440 7,736 21,893 49,203 24 30,913 20,979
Changes from: March 19, 2024 Total Change is: 7,868
120 -441 65 -1,551 -6,446 448 6,823 9,101 610 -1,179 3,722 -8 2,540 817
Percent of Open Interest Represented by Each Category of Trader
22.1 23.9 0.8 43.3 27.1 6.6 14.6 25.3 1.6 4.6 10.3 0.0 6.5 4.4
Number of Traders in Each Category Total Traders: 329
32 15 4 97 49 40 46 63 27 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 27,258
Positions
14,482 11,820 0 10,918 14,329 149 595 356 0 0 0 0 1,114 604
Changes from: March 19, 2024 Total Change is: -147
833 178 0 -1,262 -21 0 0 0 0 0 0 0 282 -304
Percent of Open Interest Represented by Each Category of Trader
53.1 43.4 0.0 40.1 52.6 0.5 2.2 1.3 0.0 0.0 0.0 0.0 4.1 2.2
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 26, 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 16,625
Positions
0 220 0 368 750 661 4,404 6,794 99 808 650 0 10,285 7,451
Changes from: March 19, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 1.3 0.0 2.2 4.5 4.0 26.5 40.9 0.6 4.9 3.9 0.0 61.9 44.8
Number of Traders in Each Category Total Traders: 20
0 . 0 . . 4 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 17,768
Positions
0 11,690 0 11,769 0 9 1,158 2,619 0 232 1,369 0 4,600 2,081
Changes from: March 19, 2024 Total Change is: 477
0 -110 0 286 0 4 0 1,064 0 0 117 0 187 -598
Percent of Open Interest Represented by Each Category of Trader
0.0 65.8 0.0 66.2 0.0 0.1 6.5 14.7 0.0 1.3 7.7 0.0 25.9 11.7
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 26, 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 47,835
Positions
8,503 11,520 1,412 16,098 1,605 677 8,635 6,354 28 3,913 2,312 0 8,569 23,927
Changes from: March 19, 2024 Total Change is: 3,015
38 841 678 1,784 142 -180 986 586 -17 -921 0 0 647 965
Percent of Open Interest Represented by Each Category of Trader
17.8 24.1 3.0 33.7 3.4 1.4 18.1 13.3 0.1 8.2 4.8 0.0 17.9 50.0
Number of Traders in Each Category Total Traders: 62
7 9 . 16 . 5 13 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 434,622
Positions
34,916 263,332 1,693 304,914 70,471 33,921 39,122 15,339 1,018 6,578 41,781 1,209 11,251 5,858
Changes from: March 19, 2024 Total Change is: -6,042
-16 1,730 19 -1,567 240 -66 -4,825 -7,680 -240 -244 -1,862 30 867 1,787
Percent of Open Interest Represented by Each Category of Trader
8.0 60.6 0.4 70.2 16.2 7.8 9.0 3.5 0.2 1.5 9.6 0.3 2.6 1.3
Number of Traders in Each Category Total Traders: 181
11 13 4 81 35 34 23 11 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,012,364
Positions
78,740 422,120 10,126 660,373 286,507 88,899 113,043 125,892 6,677 21,523 62,428 2,821 30,162 6,894
Changes from: March 19, 2024 Total Change is: 1,860
2,733 5,952 -643 6,561 -6,419 -5,068 -1,839 -150 209 -244 7,311 296 -145 372
Percent of Open Interest Represented by Each Category of Trader
7.8 41.7 1.0 65.2 28.3 8.8 11.2 12.4 0.7 2.1 6.2 0.3 3.0 0.7
Number of Traders in Each Category Total Traders: 391
28 17 7 162 63 80 58 28 19 22 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 224,542
Positions
18,605 156,075 25,125 50,591 0 1,010 95,670 10,997 25,703 5,005 4,605 0 2,833 1,027
Changes from: March 19, 2024 Total Change is: 5,194
550 2,332 3,536 1,658 0 0 1,985 -753 533 -2,604 0 0 -464 -454
Percent of Open Interest Represented by Each Category of Trader
8.3 69.5 11.2 22.5 0.0 0.4 42.6 4.9 11.4 2.2 2.1 0.0 1.3 0.5
Number of Traders in Each Category Total Traders: 75
10 17 16 10 0 . 29 . 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,510,518
Positions
39,371 166,951 2,084 796,900 359,328 188,635 130,614 514,529 41,623 105,418 88,823 815 205,058 147,730
Changes from: March 19, 2024 Total Change is: 19,467
1,234 6,449 -865 12,721 8,062 881 -4,027 10,503 -1,518 -2,174 -2,357 1 13,214 -1,689
Percent of Open Interest Represented by Each Category of Trader
2.6 11.1 0.1 52.8 23.8 12.5 8.6 34.1 2.8 7.0 5.9 0.1 13.6 9.8
Number of Traders in Each Category Total Traders: 205
9 18 . 69 30 55 18 44 20 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,582,045
Positions
12,436 94,059 846 954,904 327,608 288,492 100,109 655,953 17,232 31,406 36,098 0 176,620 161,757
Changes from: March 19, 2024 Total Change is: -1,383
502 3,395 -303 -4,030 12,317 4,533 -51 -23,005 102 -2,757 -1,813 0 621 3,391
Percent of Open Interest Represented by Each Category of Trader
0.8 5.9 0.1 60.4 20.7 18.2 6.3 41.5 1.1 2.0 2.3 0.0 11.2 10.2
Number of Traders in Each Category Total Traders: 171
. 12 . 67 37 54 13 29 13 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 3,725,529
Positions
106,351 469,397 15,358 1,655,892 528,375 421,005 615,138 1,889,548 108,713 519,949 131,453 29,064 254,059 132,616
Changes from: March 19, 2024 Total Change is: 27,779
-3,146 -12,394 -836 -8,353 47,655 -21,342 51,581 19,663 -10,821 11,747 4,663 506 8,443 685
Percent of Open Interest Represented by Each Category of Trader
2.9 12.6 0.4 44.4 14.2 11.3 16.5 50.7 2.9 14.0 3.5 0.8 6.8 3.6
Number of Traders in Each Category Total Traders: 460
30 25 9 161 42 89 60 75 38 53 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 4,328,921
Positions
131,318 357,470 17,112 2,240,284 1,081,116 663,389 298,177 1,573,543 111,681 451,618 147,401 374 414,968 376,835
Changes from: March 19, 2024 Total Change is: 42,648
2,919 -33,264 5,424 34,992 -6,905 5,314 3,550 52,580 19,229 -29,400 -9,446 -277 897 9,993
Percent of Open Interest Represented by Each Category of Trader
3.0 8.3 0.4 51.8 25.0 15.3 6.9 36.3 2.6 10.4 3.4 0.0 9.6 8.7
Number of Traders in Each Category Total Traders: 396
16 34 10 118 56 95 53 80 40 25 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 2,034,810
Positions
87,502 118,286 5,089 912,272 723,201 325,564 260,679 429,929 51,224 156,475 86,176 13,533 222,472 281,808
Changes from: March 19, 2024 Total Change is: 2,664
5,681 -17,093 -434 15,097 31,899 -408 -2,078 -14,685 1,680 -36,884 2,102 1,099 18,911 -1,496
Percent of Open Interest Represented by Each Category of Trader
4.3 5.8 0.3 44.8 35.5 16.0 12.8 21.1 2.5 7.7 4.2 0.7 10.9 13.8
Number of Traders in Each Category Total Traders: 200
5 15 . 49 66 61 24 22 19 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 5,941,972
Positions
135,337 677,119 16,325 2,987,876 1,256,752 704,748 804,967 2,711,363 176,767 699,996 90,458 202 415,754 308,238
Changes from: March 19, 2024 Total Change is: 102,991
-21,788 29,702 -9,723 90,356 36,041 16,435 23,336 29,241 7,945 -12,628 4,690 -105 9,163 -11,235
Percent of Open Interest Represented by Each Category of Trader
2.3 11.4 0.3 50.3 21.2 11.9 13.5 45.6 3.0 11.8 1.5 0.0 7.0 5.2
Number of Traders in Each Category Total Traders: 408
17 35 7 142 36 94 59 75 40 32 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,973,527
Positions
442,570 175,045 635,200 25,641 28,067 43,922 254,756 530,796 470,755 50,158 37,295 12,240 38,285 40,207
Changes from: March 19, 2024 Total Change is: 118,080
-13,329 16,176 30,536 -2,449 4,530 -9,402 73,268 70,162 3,347 38,531 445 -1,570 -852 3,856
Percent of Open Interest Represented by Each Category of Trader
22.4 8.9 32.2 1.3 1.4 2.2 12.9 26.9 23.9 2.5 1.9 0.6 1.9 2.0
Number of Traders in Each Category Total Traders: 167
32 28 53 7 5 4 30 46 56 9 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 31,383
Positions
10,913 11,137 9,234 0 93 0 1,198 765 9,817 0 206 69 152 62
Changes from: March 19, 2024 Total Change is: -12,177
-8,297 -8,209 -3,473 -477 -572 -6 -960 -1,004 1,078 0 65 0 -42 -56
Percent of Open Interest Represented by Each Category of Trader
34.8 35.5 29.4 0.0 0.3 0.0 3.8 2.4 31.3 0.0 0.7 0.2 0.5 0.2
Number of Traders in Each Category Total Traders: 45
13 9 13 0 . 0 10 8 16 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 is 9,983,791
Positions
1,862,356 1,904,438 1,775,965 314,921 1,158,349 822,354 2,034,542 908,697 2,948,920 79,423 303,877 116,283 29,027 44,908
Changes from: March 19, 2024 Total Change is:-1,011,147
-402,476 -172,045 -189,200 63,733 -13,721 -229,544 17,313 -64,834 -287,012 -10,375 -93,520 25,938 476 12,791
Percent of Open Interest Represented by Each Category of Trader
18.7 19.1 17.8 3.2 11.6 8.2 20.4 9.1 29.5 0.8 3.0 1.2 0.3 0.4
Number of Traders in Each Category Total Traders: 892
84 98 141 38 79 58 140 165 181 94 130 96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,108,587
Positions
436,662 188,284 280,323 2,143 71,366 13,659 201,746 385,812 141,412 20,592 15,741 11,811 239 179
Changes from: March 19, 2024 Total Change is: 104,133
45,935 -13,738 44,598 -27 22,993 1,212 9,583 46,839 6,974 -3,908 -4,361 -319 85 -65
Percent of Open Interest Represented by Each Category of Trader
39.4 17.0 25.3 0.2 6.4 1.2 18.2 34.8 12.8 1.9 1.4 1.1 0.0 0.0
Number of Traders in Each Category Total Traders: 187
39 46 53 5 9 5 23 46 44 8 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 75,996
Positions
4,061 1,570 28,510 235 0 0 4,100 25,737 19,446 19,625 727 0 19 6
Changes from: March 19, 2024 Total Change is: -640
1,515 1,515 -3,075 0 0 0 -230 908 0 1,150 12 0 0 0
Percent of Open Interest Represented by Each Category of Trader
5.3 2.1 37.5 0.3 0.0 0.0 5.4 33.9 25.6 25.8 1.0 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 26, 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 38,691
Positions
7,133 0 1,253 60 0 0 5,766 22,233 9,711 14,731 5,408 18 19 68
Changes from: March 19, 2024 Total Change is: -317
0 0 0 0 0 0 -1,979 -412 162 1,500 -56 0 0 -11
Percent of Open Interest Represented by Each Category of Trader
18.4 0.0 3.2 0.2 0.0 0.0 14.9 57.5 25.1 38.1 14.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . . 0 0 . 8 . 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 31,238
Positions
2,967 4,679 191 19,284 588 260 3,629 19,731 1,602 827 2,675 655 1,823 857
Changes from: March 19, 2024 Total Change is: -1,958
244 -269 -492 1,187 64 76 -1,919 -186 -177 -68 -42 -969 160 37
Percent of Open Interest Represented by Each Category of Trader
9.5 15.0 0.6 61.7 1.9 0.8 11.6 63.2 5.1 2.6 8.6 2.1 5.8 2.7
Number of Traders in Each Category Total Traders: 126
7 7 . 19 . . 31 33 27 14 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 64,477
Positions
7,767 39,320 0 526 34 79 42,524 20,880 1,580 6,536 860 15 5,450 1,709
Changes from: March 19, 2024 Total Change is: 9,834
3,847 6,067 0 -51 -24 -2 4,471 3,114 419 676 -81 -1 475 342
Percent of Open Interest Represented by Each Category of Trader
12.0 61.0 0.0 0.8 0.1 0.1 66.0 32.4 2.5 10.1 1.3 0.0 8.5 2.7
Number of Traders in Each Category Total Traders: 152
6 . 0 5 . . 27 12 9 79 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 24,084
Positions
0 14,043 0 0 0 0 226 2,974 1,179 19,209 4,376 287 3,183 1,225
Changes from: March 19, 2024 Total Change is: -4,799
-2,353 14,043 -243 0 0 0 226 -20,257 930 -3,610 107 287 -36 334
Percent of Open Interest Represented by Each Category of Trader
0.0 58.3 0.0 0.0 0.0 0.0 0.9 12.3 4.9 79.8 18.2 1.2 13.2 5.1
Number of Traders in Each Category Total Traders: 213
0 . 0 0 0 0 . . . 157 50 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 7,180
Positions
313 1,389 125 1,494 0 13 3,201 3,503 351 517 1,382 55 1,111 362
Changes from: March 19, 2024 Total Change is: -186
32 -106 86 30 0 -6 -522 -421 181 6 150 -104 111 34
Percent of Open Interest Represented by Each Category of Trader
4.4 19.3 1.7 20.8 0.0 0.2 44.6 48.8 4.9 7.2 19.2 0.8 15.5 5.0
Number of Traders in Each Category Total Traders: 71
5 6 . 11 0 . 22 19 8 6 . .
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Traders in Financial Futures - Futures Only Positions as of March 26, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 46,054
Positions
2,039 32,177 152 1,259 1,238 223 25,373 6,218 3,312 11,489 2,447 1 2,206 286
Changes from: March 19, 2024 Total Change is: -3,852
1,849 -2,995 98 -370 -251 0 -3,631 -375 255 -2,074 -398 -65 86 -121
Percent of Open Interest Represented by Each Category of Trader
4.4 69.9 0.3 2.7 2.7 0.5 55.1 13.5 7.2 24.9 5.3 0.0 4.8 0.6
Number of Traders in Each Category Total Traders: 130
. . . . . . 17 5 . 85 14 .
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Traders in Financial Futures - Futures Only Positions as of March 26, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 15,100
Positions
0 7,453 0 0 0 0 1,980 5,589 0 11,353 1,727 0 1,767 331
Changes from: March 19, 2024 Total Change is: -827
0 3,153 0 0 0 0 -109 -3,391 -7 -356 -587 0 -355 5
Percent of Open Interest Represented by Each Category of Trader
0.0 49.4 0.0 0.0 0.0 0.0 13.1 37.0 0.0 75.2 11.4 0.0 11.7 2.2
Number of Traders in Each Category Total Traders: 117
0 . 0 0 0 0 . . 0 92 19 0
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Traders in Financial Futures - Futures Only Positions as of March 26, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 31,997
Positions
138 1,487 0 13,454 2,944 632 10,615 21,841 982 2,413 1,987 0 3,763 2,124
Changes from: March 19, 2024 Total Change is: 8,178
8 0 0 3,047 -348 -23 2,715 8,154 296 1,463 54 0 672 45
Percent of Open Interest Represented by Each Category of Trader
0.4 4.6 0.0 42.0 9.2 2.0 33.2 68.3 3.1 7.5 6.2 0.0 11.8 6.6
Number of Traders in Each Category Total Traders: 104
. . 0 17 7 . 30 17 . 17 14 0
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Traders in Financial Futures - Futures Only Positions as of March 26, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 370,601
Positions
40,387 27,033 21,286 58,887 76,492 58,790 75,623 77,704 65,573 8,590 2,438 15,709 25,756 25,576
Changes from: March 19, 2024 Total Change is: -6,763
-16,302 -2,300 -4,658 5,398 4,893 1,809 5,733 -110 -1,059 3,875 255 230 -1,789 -5,823
Percent of Open Interest Represented by Each Category of Trader
10.9 7.3 5.7 15.9 20.6 15.9 20.4 21.0 17.7 2.3 0.7 4.2 6.9 6.9
Number of Traders in Each Category Total Traders: 215
13 16 23 23 26 27 46 49 62 13 11 25
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Traders in Financial Futures - Futures Only Positions as of March 26, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 93,007
Positions
77,294 74,876 0 9,443 6,097 18 5,655 11,820 0 301 100 0 296 96
Changes from: March 19, 2024 Total Change is: -6,694
-6,370 -1,681 0 259 154 0 3,247 -1,705 -3,403 -317 7 -71 -39 5
Percent of Open Interest Represented by Each Category of Trader
83.1 80.5 0.0 10.2 6.6 0.0 6.1 12.7 0.0 0.3 0.1 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 37
5 . 0 10 5 . 5 4 0 6 . 0
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Updated March 29, 2024