Traders in Financial Futures - Futures Only Positions as of April 2, 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 197,171 Positions 78,534 2,124 232 41,659 103,300 4,867 27,270 49,520 4,516 10,943 2,204 1,402 27,748 29,006 Changes from: March 26, 2024 Total Change is: 6,176 3,587 136 -29 463 6,379 171 3,282 1,418 444 -1,758 570 -264 280 -2,649 Percent of Open Interest Represented by Each Category of Trader 39.8 1.1 0.1 21.1 52.4 2.5 13.8 25.1 2.3 5.6 1.1 0.7 14.1 14.7 Number of Traders in Each Category Total Traders: 115 11 5 . 16 28 11 19 25 11 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 87,108 Positions 35,815 0 190 18,481 41,150 10 20,884 19,168 113 1,933 482 0 9,682 25,995 Changes from: March 26, 2024 Total Change is: 6,648 1,816 0 23 -348 3,746 5 4,861 1,785 37 50 21 0 204 1,031 Percent of Open Interest Represented by Each Category of Trader 41.1 0.0 0.2 21.2 47.2 0.0 24.0 22.0 0.1 2.2 0.6 0.0 11.1 29.8 Number of Traders in Each Category Total Traders: 65 12 0 . 6 16 . 12 15 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 219,176 Positions 53,421 8,286 1,135 34,103 119,011 3,477 94,085 46,598 7,849 0 3,700 0 25,106 29,120 Changes from: March 26, 2024 Total Change is: 16,067 13,250 1,619 10 -11,505 8,809 -998 17,567 2,356 1,863 0 599 0 -4,120 1,809 Percent of Open Interest Represented by Each Category of Trader 24.4 3.8 0.5 15.6 54.3 1.6 42.9 21.3 3.6 0.0 1.7 0.0 11.5 13.3 Number of Traders in Each Category Total Traders: 130 9 6 . 12 35 8 33 29 19 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 316,809 Positions 121,299 1,075 73 58,943 124,346 5,110 53,581 130,790 6,106 21,208 2,556 13 50,476 46,740 Changes from: March 26, 2024 Total Change is: 11,108 7,686 318 6 -3,196 2,678 -198 3,549 7,881 170 -1,736 -356 0 4,827 609 Percent of Open Interest Represented by Each Category of Trader 38.3 0.3 0.0 18.6 39.2 1.6 16.9 41.3 1.9 6.7 0.8 0.0 15.9 14.8 Number of Traders in Each Category Total Traders: 166 19 . . 21 35 8 27 48 15 11 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 682,768 Positions 37,237 307,554 1,618 403,614 156,339 32,565 94,297 103,690 5,727 29,985 14,188 4,158 73,567 56,929 Changes from: March 26, 2024 Total Change is: 25,468 18,105 -18,107 513 1,814 29,099 27 12,519 12,786 -2,462 -2,208 112 40 -2,880 3,460 Percent of Open Interest Represented by Each Category of Trader 5.5 45.0 0.2 59.1 22.9 4.8 13.8 15.2 0.8 4.4 2.1 0.6 10.8 8.3 Number of Traders in Each Category Total Traders: 306 13 12 6 108 45 47 40 55 21 21 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 31,180 Positions 4,790 9,654 0 14,119 8,659 1,083 436 5,045 0 0 0 0 10,752 6,739 Changes from: March 26, 2024 Total Change is: -32 0 137 0 -83 32 -4 0 230 0 0 0 0 55 -427 Percent of Open Interest Represented by Each Category of Trader 15.4 31.0 0.0 45.3 27.8 3.5 1.4 16.2 0.0 0.0 0.0 0.0 34.5 21.6 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 April 2, 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 22,933 Positions 5,139 1,741 0 5,922 11,962 491 918 732 0 0 1,060 0 10,463 6,947 Changes from: March 26, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 22.4 7.6 0.0 25.8 52.2 2.1 4.0 3.2 0.0 0.0 4.6 0.0 45.6 30.3 Number of Traders in Each Category Total Traders: 20 . . 0 4 8 5 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 224,894 Positions 135,609 3,222 685 33,910 137,365 5,716 19,318 43,331 2,753 6,482 0 0 20,421 31,822 Changes from: March 26, 2024 Total Change is: 5,912 -1,939 1,981 213 808 4,688 677 2,494 -4,591 996 28 0 0 2,635 1,948 Percent of Open Interest Represented by Each Category of Trader 60.3 1.4 0.3 15.1 61.1 2.5 8.6 19.3 1.2 2.9 0.0 0.0 9.1 14.1 Number of Traders in Each Category Total Traders: 101 12 4 4 17 22 9 20 22 12 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 314,517 Positions 2,311 175,835 1,128 177,623 4,406 1,927 116,830 65,386 698 5,313 62,155 44 8,643 2,938 Changes from: March 26, 2024 Total Change is: 7,515 -714 1,408 458 224 -55 5 7,828 4,531 179 -540 1,028 1 74 -40 Percent of Open Interest Represented by Each Category of Trader 0.7 55.9 0.4 56.5 1.4 0.6 37.1 20.8 0.2 1.7 19.8 0.0 2.7 0.9 Number of Traders in Each Category Total Traders: 195 . 12 . 33 8 5 79 26 7 17 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 52,060 Positions 8,750 10,452 178 21,225 21,037 1 14,842 16,039 189 3,462 2,653 0 3,413 1,511 Changes from: March 26, 2024 Total Change is: -11,569 -2,794 -14,505 -2,345 -2,034 1,087 0 -2,968 4,166 -293 -972 -196 0 -163 517 Percent of Open Interest Represented by Each Category of Trader 16.8 20.1 0.3 40.8 40.4 0.0 28.5 30.8 0.4 6.7 5.1 0.0 6.6 2.9 Number of Traders in Each Category Total Traders: 75 5 . . 13 8 . 22 10 . 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 61,732 Positions 27,425 6,912 37 6,608 34,423 1,165 22,115 12,211 123 825 260 51 3,383 6,550 Changes from: March 26, 2024 Total Change is: 8,316 4,398 112 9 -1,779 5,060 -5 6,085 2,128 -52 65 9 -21 -384 1,076 Percent of Open Interest Represented by Each Category of Trader 44.4 11.2 0.1 10.7 55.8 1.9 35.8 19.8 0.2 1.3 0.4 0.1 5.5 10.6 Number of Traders in Each Category Total Traders: 103 12 4 . 9 23 6 21 28 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 21,519 Positions 4,603 2,499 27 13,664 993 77 1,778 16,597 0 0 0 0 1,370 1,326 Changes from: March 26, 2024 Total Change is: -306 196 60 14 -93 190 0 -344 -421 0 0 0 0 -79 -149 Percent of Open Interest Represented by Each Category of Trader 21.4 11.6 0.1 63.5 4.6 0.4 8.3 77.1 0.0 0.0 0.0 0.0 6.4 6.2 Number of Traders in Each Category Total Traders: 32 . . . 5 . . 5 14 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 93,520 Positions 28,152 52,856 980 17,492 8,487 1,432 28,629 12,682 2,208 250 3,714 0 14,377 11,161 Changes from: March 26, 2024 Total Change is: 779 1,809 -3,376 216 -2,040 2,708 -228 289 -174 910 50 -62 0 -227 785 Percent of Open Interest Represented by Each Category of Trader 30.1 56.5 1.0 18.7 9.1 1.5 30.6 13.6 2.4 0.3 4.0 0.0 15.4 11.9 Number of Traders in Each Category Total Traders: 92 11 11 . 18 6 6 21 17 13 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 93,520 Positions 28,152 52,856 980 17,492 8,487 1,432 28,629 12,682 2,208 250 3,714 0 14,377 11,161 Changes from: March 26, 2024 Total Change is: 779 1,809 -3,376 216 -2,040 2,708 -228 289 -174 910 50 -62 0 -227 785 Percent of Open Interest Represented by Each Category of Trader 30.1 56.5 1.0 18.7 9.1 1.5 30.6 13.6 2.4 0.3 4.0 0.0 15.4 11.9 Number of Traders in Each Category Total Traders: 92 11 11 . 18 6 6 21 17 13 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 53,860 Positions 18,197 39,213 0 27,775 7,475 1,552 3,322 4,558 0 0 0 0 3,014 1,062 Changes from: March 26, 2024 Total Change is: 939 2,717 2,095 0 -1,677 -229 -33 355 -1,122 0 0 0 0 -423 228 Percent of Open Interest Represented by Each Category of Trader 33.8 72.8 0.0 51.6 13.9 2.9 6.2 8.5 0.0 0.0 0.0 0.0 5.6 2.0 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 April 2, 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 2,110,281 Positions 189,385 849,698 28,620 1,140,332 203,756 144,440 151,898 515,220 45,404 120,113 124,099 8,105 281,985 190,939 Changes from: March 26, 2024 Total Change is: -18,545 -23,434 42,820 5,543 -24,565 -6,298 -3,380 34,141 -56,042 5,698 -18,384 -10,679 437 5,400 3,356 Percent of Open Interest Represented by Each Category of Trader 9.0 40.3 1.4 54.0 9.7 6.8 7.2 24.4 2.2 5.7 5.9 0.4 13.4 9.0 Number of Traders in Each Category Total Traders: 480 28 38 16 176 48 96 66 81 54 22 20 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 18,088 Positions 8,615 2,990 0 3,515 12,805 65 2,252 1,347 0 0 0 0 3,641 881 Changes from: March 26, 2024 Total Change is: 56 -1,057 -119 0 -105 257 0 -146 -134 0 0 0 0 1,364 52 Percent of Open Interest Represented by Each Category of Trader 47.6 16.5 0.0 19.4 70.8 0.4 12.5 7.4 0.0 0.0 0.0 0.0 20.1 4.9 Number of Traders in Each Category Total Traders: 22 4 . 0 4 6 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 20,650 Positions 3,585 18,500 0 11,981 221 0 1,774 1,227 0 0 0 0 3,310 702 Changes from: March 26, 2024 Total Change is: 983 -1,268 2,395 0 1,905 -1,143 0 238 167 0 0 0 0 108 -436 Percent of Open Interest Represented by Each Category of Trader 17.4 89.6 0.0 58.0 1.1 0.0 8.6 5.9 0.0 0.0 0.0 0.0 16.0 3.4 Number of Traders in Each Category Total Traders: 36 5 9 0 14 . 0 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 2,089,222 Positions 188,005 849,698 28,620 1,138,129 203,752 144,223 150,124 518,587 36,203 121,028 123,983 7,190 275,700 176,966 Changes from: March 26, 2024 Total Change is: -21,626 -23,479 42,820 5,543 -24,555 -6,301 -3,386 33,199 -54,849 4,253 -18,203 -10,684 256 4,746 722 Percent of Open Interest Represented by Each Category of Trader 9.0 40.7 1.4 54.5 9.8 6.9 7.2 24.8 1.7 5.8 5.9 0.3 13.2 8.5 Number of Traders in Each Category Total Traders: 469 26 38 16 173 48 93 63 79 49 22 19 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 49,392 Positions 30,530 46,716 0 12,999 267 0 1,760 1,538 28 0 0 0 4,075 843 Changes from: March 26, 2024 Total Change is: 2,530 360 2,171 0 871 0 0 124 607 2 0 0 0 1,173 -250 Percent of Open Interest Represented by Each Category of Trader 61.8 94.6 0.0 26.3 0.5 0.0 3.6 3.1 0.1 0.0 0.0 0.0 8.3 1.7 Number of Traders in Each Category Total Traders: 30 5 7 0 9 . 0 4 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 24,850 Positions 12,865 3,692 0 7,816 13,384 460 1,109 4,839 11 0 0 0 2,589 2,464 Changes from: March 26, 2024 Total Change is: 2,220 2,382 0 0 -208 0 301 -188 422 0 0 0 0 -67 1,497 Percent of Open Interest Represented by Each Category of Trader 51.8 14.9 0.0 31.5 53.9 1.9 4.5 19.5 0.0 0.0 0.0 0.0 10.4 9.9 Number of Traders in Each Category Total Traders: 33 4 5 0 7 7 . . 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 13,108 Positions 6,217 8,589 0 4,404 1,892 0 708 1,947 0 392 0 0 1,387 680 Changes from: March 26, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 47.4 65.5 0.0 33.6 14.4 0.0 5.4 14.9 0.0 3.0 0.0 0.0 10.6 5.2 Number of Traders in Each Category Total Traders: 20 4 5 0 4 . 0 . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 210,591 Positions 13,799 0 0 22,033 39 2,165 103,844 52,443 5,905 0 10,306 0 62,845 139,733 Changes from: March 26, 2024 Total Change is: 30,812 454 0 0 -103 34 61 31,432 10,084 -7,569 0 1,863 0 6,537 26,339 Percent of Open Interest Represented by Each Category of Trader 6.6 0.0 0.0 10.5 0.0 1.0 49.3 24.9 2.8 0.0 4.9 0.0 29.8 66.4 Number of Traders in Each Category Total Traders: 30 . 0 0 11 . 5 9 5 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 390,924 Positions 138,599 135,769 127,425 1,634 38,000 0 26,420 15,983 68,591 25,277 0 250 2,728 4,906 Changes from: March 26, 2024 Total Change is: 367 8,669 2,363 -6,266 0 0 0 -1,526 5,469 -800 0 0 0 290 -399 Percent of Open Interest Represented by Each Category of Trader 35.5 34.7 32.6 0.4 9.7 0.0 6.8 4.1 17.5 6.5 0.0 0.1 0.7 1.3 Number of Traders in Each Category Total Traders: 38 10 12 15 . . 0 4 5 8 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 36,494 Positions 4,304 11,602 73 17,606 17,942 1,684 3,018 1,519 152 0 0 0 9,657 3,522 Changes from: March 26, 2024 Total Change is: -1,121 -617 281 18 -617 -71 -186 35 -565 84 0 -328 0 162 -354 Percent of Open Interest Represented by Each Category of Trader 11.8 31.8 0.2 48.2 49.2 4.6 8.3 4.2 0.4 0.0 0.0 0.0 26.5 9.7 Number of Traders in Each Category Total Traders: 63 5 5 . 29 13 8 7 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 266,623 Positions 37,932 78,292 2,542 106,294 23,451 5,732 51,623 96,996 7,055 9,131 14,831 24 46,290 37,700 Changes from: March 26, 2024 Total Change is: 6,049 636 240 444 -767 -148 145 -2,591 -4,257 3,458 2,522 3,866 2 2,199 2,299 Percent of Open Interest Represented by Each Category of Trader 14.2 29.4 1.0 39.9 8.8 2.1 19.4 36.4 2.6 3.4 5.6 0.0 17.4 14.1 Number of Traders in Each Category Total Traders: 314 25 28 10 77 24 31 51 62 37 25 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 259,439 Positions 37,901 78,717 1,959 105,990 23,451 5,723 53,391 96,408 4,233 8,918 14,389 0 41,324 34,559 Changes from: March 26, 2024 Total Change is: 4,965 780 609 14 -804 -148 147 -373 -3,598 1,312 2,490 3,792 0 1,399 2,837 Percent of Open Interest Represented by Each Category of Trader 14.6 30.3 0.8 40.9 9.0 2.2 20.6 37.2 1.6 3.4 5.5 0.0 15.9 13.3 Number of Traders in Each Category Total Traders: 290 22 27 7 75 24 30 48 56 28 19 19 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 71,840 Positions 6,135 1,576 0 3,043 0 93 9,383 32,941 1,158 2,126 4,417 241 49,661 31,414 Changes from: March 26, 2024 Total Change is: 10,836 2,867 610 0 366 0 -21 96 15,682 -811 319 740 19 8,001 -5,383 Percent of Open Interest Represented by Each Category of Trader 8.5 2.2 0.0 4.2 0.0 0.1 13.1 45.9 1.6 3.0 6.1 0.3 69.1 43.7 Number of Traders in Each Category Total Traders: 44 4 4 0 4 0 . 10 13 7 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 472,737 Positions 118,883 102,616 4,330 205,003 138,727 31,758 58,549 117,965 8,904 14,905 48,472 27 30,378 19,938 Changes from: March 26, 2024 Total Change is: -6,462 12,750 -12,122 658 -2,299 8,828 250 -11,469 -3,475 1,168 -6,988 -731 3 -535 -1,041 Percent of Open Interest Represented by Each Category of Trader 25.1 21.7 0.9 43.4 29.3 6.7 12.4 25.0 1.9 3.2 10.3 0.0 6.4 4.2 Number of Traders in Each Category Total Traders: 351 38 13 6 101 52 40 49 73 28 10 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 27,583 Positions 14,635 12,078 0 11,001 14,295 149 595 356 0 0 0 0 1,203 705 Changes from: March 26, 2024 Total Change is: 325 153 258 0 83 -34 0 0 0 0 0 0 0 89 101 Percent of Open Interest Represented by Each Category of Trader 53.1 43.8 0.0 39.9 51.8 0.5 2.2 1.3 0.0 0.0 0.0 0.0 4.4 2.6 Number of Traders in Each Category Total Traders: 24 . 8 0 8 5 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 19,548 Positions 0 330 0 334 753 735 4,365 9,829 45 1,485 950 0 12,584 6,906 Changes from: March 26, 2024 Total Change is: 2,923 0 110 0 -34 3 74 -39 3,035 -54 677 300 0 2,299 -545 Percent of Open Interest Represented by Each Category of Trader 0.0 1.7 0.0 1.7 3.9 3.8 22.3 50.3 0.2 7.6 4.9 0.0 64.4 35.3 Number of Traders in Each Category Total Traders: 21 0 . 0 . . 4 4 5 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 17,211 Positions 0 11,681 0 11,116 0 6 1,471 2,199 0 232 1,170 0 4,386 2,155 Changes from: March 26, 2024 Total Change is: -557 0 -9 0 -653 0 -3 313 -420 0 0 -199 0 -214 74 Percent of Open Interest Represented by Each Category of Trader 0.0 67.9 0.0 64.6 0.0 0.0 8.5 12.8 0.0 1.3 6.8 0.0 25.5 12.5 Number of Traders in Each Category Total Traders: 27 0 7 0 11 0 . . 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 47,505 Positions 9,576 11,311 1,546 16,205 1,679 677 9,504 4,099 23 2,043 1,911 0 7,931 26,259 Changes from: March 26, 2024 Total Change is: -330 1,073 -209 134 107 74 0 869 -2,255 -5 -1,870 -401 0 -638 2,332 Percent of Open Interest Represented by Each Category of Trader 20.2 23.8 3.3 34.1 3.5 1.4 20.0 8.6 0.0 4.3 4.0 0.0 16.7 55.3 Number of Traders in Each Category Total Traders: 61 7 8 . 15 . 5 16 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 441,946 Positions 37,825 258,475 1,788 309,171 72,197 34,982 37,027 24,250 2,055 5,903 41,081 1,569 11,626 5,549 Changes from: March 26, 2024 Total Change is: 7,324 2,909 -4,857 95 4,257 1,726 1,061 -2,095 8,911 1,037 -675 -700 360 375 -309 Percent of Open Interest Represented by Each Category of Trader 8.6 58.5 0.4 70.0 16.3 7.9 8.4 5.5 0.5 1.3 9.3 0.4 2.6 1.3 Number of Traders in Each Category Total Traders: 183 11 14 4 80 35 32 27 9 9 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,006,416 Positions 85,408 414,665 10,179 653,297 296,561 83,730 109,911 119,495 8,288 21,491 59,674 2,609 31,503 11,215 Changes from: March 26, 2024 Total Change is: -5,948 6,668 -7,455 53 -7,076 10,054 -5,169 -3,132 -6,397 1,611 -32 -2,754 -212 1,341 4,321 Percent of Open Interest Represented by Each Category of Trader 8.5 41.2 1.0 64.9 29.5 8.3 10.9 11.9 0.8 2.1 5.9 0.3 3.1 1.1 Number of Traders in Each Category Total Traders: 402 28 17 7 162 64 79 67 26 19 24 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 225,210 Positions 19,212 156,705 24,476 49,799 0 875 96,306 10,774 26,648 5,053 4,605 0 2,841 1,127 Changes from: March 26, 2024 Total Change is: 668 607 630 -649 -792 0 -135 636 -223 945 48 0 0 8 100 Percent of Open Interest Represented by Each Category of Trader 8.5 69.6 10.9 22.1 0.0 0.4 42.8 4.8 11.8 2.2 2.0 0.0 1.3 0.5 Number of Traders in Each Category Total Traders: 75 10 17 16 10 0 . 28 4 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,526,420 Positions 42,483 128,867 1,674 804,936 399,658 190,756 132,300 506,626 39,553 107,271 92,622 233 207,214 166,431 Changes from: March 26, 2024 Total Change is: 15,902 3,112 -38,084 -410 8,036 40,330 2,121 1,686 -7,903 -2,070 1,853 3,799 -582 2,156 18,701 Percent of Open Interest Represented by Each Category of Trader 2.8 8.4 0.1 52.7 26.2 12.5 8.7 33.2 2.6 7.0 6.1 0.0 13.6 10.9 Number of Traders in Each Category Total Traders: 215 11 15 . 68 33 58 16 52 15 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,589,631 Positions 12,535 89,159 821 964,524 330,160 282,637 108,063 662,143 14,174 30,214 32,574 0 176,663 177,963 Changes from: March 26, 2024 Total Change is: 7,586 99 -4,900 -25 9,620 2,552 -5,855 7,954 6,190 -3,058 -1,192 -3,524 0 43 16,206 Percent of Open Interest Represented by Each Category of Trader 0.8 5.6 0.1 60.7 20.8 17.8 6.8 41.7 0.9 1.9 2.0 0.0 11.1 11.2 Number of Traders in Each Category Total Traders: 169 . 11 . 68 35 54 11 32 9 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 3,802,228 Positions 111,869 486,930 14,309 1,703,802 515,404 437,826 584,968 1,912,871 139,204 531,249 129,872 27,545 251,456 138,267 Changes from: March 26, 2024 Total Change is: 76,699 5,518 17,533 -1,049 47,910 -12,971 16,821 -30,170 23,323 30,491 11,300 -1,581 -1,519 -2,603 5,651 Percent of Open Interest Represented by Each Category of Trader 2.9 12.8 0.4 44.8 13.6 11.5 15.4 50.3 3.7 14.0 3.4 0.7 6.6 3.6 Number of Traders in Each Category Total Traders: 480 34 31 9 162 44 91 67 77 39 52 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 4,384,695 Positions 129,389 369,939 11,807 2,289,087 1,053,899 666,446 273,645 1,586,812 138,736 445,152 157,762 506 429,927 398,788 Changes from: March 26, 2024 Total Change is: 55,774 -1,929 12,469 -5,305 48,803 -27,217 3,057 -24,532 13,269 27,055 -6,466 10,361 132 14,959 21,953 Percent of Open Interest Represented by Each Category of Trader 3.0 8.4 0.3 52.2 24.0 15.2 6.2 36.2 3.2 10.2 3.6 0.0 9.8 9.1 Number of Traders in Each Category Total Traders: 403 16 34 9 120 54 97 52 85 40 25 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 2,046,603 Positions 89,130 135,054 5,161 947,479 724,057 325,939 233,948 419,649 54,482 167,583 91,653 8,025 214,856 282,583 Changes from: March 26, 2024 Total Change is: 11,793 1,628 16,768 72 35,207 856 375 -26,731 -10,280 3,258 11,108 5,477 -5,508 -7,616 775 Percent of Open Interest Represented by Each Category of Trader 4.4 6.6 0.3 46.3 35.4 15.9 11.4 20.5 2.7 8.2 4.5 0.4 10.5 13.8 Number of Traders in Each Category Total Traders: 208 7 15 4 51 64 61 24 26 17 10 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 3,105 Positions 0 0 0 0 25 0 1,730 48 213 334 1,024 31 797 1,764 Changes from: March 26, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.8 0.0 55.7 1.5 6.9 10.8 33.0 1.0 25.7 56.8 Number of Traders in Each Category Total Traders: 23 0 0 0 0 . 0 . . . 4 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 6,088,816 Positions 144,018 692,995 23,463 3,149,423 1,252,550 671,601 787,210 2,856,444 175,258 727,282 106,590 137 410,424 309,778 Changes from: March 26, 2024 Total Change is: 146,844 8,681 15,876 7,138 161,547 -4,202 -33,147 -17,757 145,081 -1,509 27,286 16,132 -65 -5,330 1,540 Percent of Open Interest Represented by Each Category of Trader 2.4 11.4 0.4 51.7 20.6 11.0 12.9 46.9 2.9 11.9 1.8 0.0 6.7 5.1 Number of Traders in Each Category Total Traders: 415 15 38 8 144 36 97 53 81 38 34 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,764,795 Positions 375,644 196,608 535,703 11,363 13,784 48,026 272,863 464,691 420,360 53,535 37,701 10,634 36,667 37,288 Changes from: March 26, 2024 Total Change is: -208,732 -66,926 21,563 -99,497 -14,278 -14,283 4,104 18,107 -66,105 -50,395 3,377 406 -1,606 -1,618 -2,919 Percent of Open Interest Represented by Each Category of Trader 21.3 11.1 30.4 0.6 0.8 2.7 15.5 26.3 23.8 3.0 2.1 0.6 2.1 2.1 Number of Traders in Each Category Total Traders: 163 27 31 49 7 4 5 31 44 53 9 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 32,370 Positions 11,090 12,033 9,850 714 0 49 889 685 9,536 11 66 109 122 42 Changes from: March 26, 2024 Total Change is: 987 177 896 616 714 -93 49 -309 -80 -281 11 -140 40 -30 -20 Percent of Open Interest Represented by Each Category of Trader 34.3 37.2 30.4 2.2 0.0 0.2 2.7 2.1 29.5 0.0 0.2 0.3 0.4 0.1 Number of Traders in Each Category Total Traders: 48 13 10 14 . 0 . 9 8 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 is10,011,835 Positions 1,784,860 1,913,554 1,834,100 347,432 1,136,881 824,386 2,077,813 893,449 2,929,273 100,045 356,807 88,020 25,906 35,365 Changes from: March 26, 2024 Total Change is: 28,044 -77,496 9,116 58,135 32,511 -21,468 2,032 43,271 -15,248 -19,647 20,622 52,930 -28,263 -3,121 -9,543 Percent of Open Interest Represented by Each Category of Trader 17.8 19.1 18.3 3.5 11.4 8.2 20.8 8.9 29.3 1.0 3.6 0.9 0.3 0.4 Number of Traders in Each Category Total Traders: 918 84 100 142 39 79 56 135 176 178 110 136 99 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 837,455 Positions 302,461 102,358 227,249 2,666 60,010 6,587 174,797 308,841 100,954 5,574 14,256 16,969 198 231 Changes from: March 26, 2024 Total Change is: -271,132 -134,201 -85,926 -53,074 523 -11,356 -7,072 -26,949 -76,971 -40,458 -15,018 -1,485 5,158 -41 52 Percent of Open Interest Represented by Each Category of Trader 36.1 12.2 27.1 0.3 7.2 0.8 20.9 36.9 12.1 0.7 1.7 2.0 0.0 0.0 Number of Traders in Each Category Total Traders: 183 38 42 54 5 8 6 25 44 45 9 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 69,472 Positions 4,061 1,570 28,510 235 0 0 4,176 19,198 19,446 13,025 742 0 19 6 Changes from: March 26, 2024 Total Change is: -6,524 0 0 0 0 0 0 76 -6,539 0 -6,600 15 0 0 0 Percent of Open Interest Represented by Each Category of Trader 5.8 2.3 41.0 0.3 0.0 0.0 6.0 27.6 28.0 18.7 1.1 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 25 . . . . 0 0 . . . 10 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 38,782 Positions 7,133 0 1,253 60 0 0 8,989 22,174 9,709 11,241 5,560 18 379 68 Changes from: March 26, 2024 Total Change is: 91 0 0 0 0 0 0 3,223 -59 -2 -3,490 152 0 360 0 Percent of Open Interest Represented by Each Category of Trader 18.4 0.0 3.2 0.2 0.0 0.0 23.2 57.2 25.0 29.0 14.3 0.0 1.0 0.2 Number of Traders in Each Category Total Traders: 27 . 0 . . 0 0 . 7 . 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 29,745 Positions 2,285 4,281 198 19,477 548 145 3,232 19,313 1,704 821 2,521 264 1,619 771 Changes from: March 26, 2024 Total Change is: -1,493 -682 -398 7 193 -40 -115 -397 -418 102 -6 -154 -391 -204 -86 Percent of Open Interest Represented by Each Category of Trader 7.7 14.4 0.7 65.5 1.8 0.5 10.9 64.9 5.7 2.8 8.5 0.9 5.4 2.6 Number of Traders in Each Category Total Traders: 126 8 8 . 18 . . 29 36 22 14 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 15,551 Positions 367 7,631 0 629 24 25 4,162 5,226 634 4,279 639 30 5,425 1,342 Changes from: March 26, 2024 Total Change is: -48,926 -7,400 -31,689 0 103 -10 -54 -38,362 -15,654 -946 -2,257 -221 15 -25 -367 Percent of Open Interest Represented by Each Category of Trader 2.4 49.1 0.0 4.0 0.2 0.2 26.8 33.6 4.1 27.5 4.1 0.2 34.9 8.6 Number of Traders in Each Category Total Traders: 137 4 . 0 7 . . 20 12 7 72 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 26,761 Positions 0 7,177 0 0 0 0 1,633 13,817 0 21,868 5,053 0 3,260 714 Changes from: March 26, 2024 Total Change is: 2,677 0 -6,866 0 0 0 0 1,407 10,843 -1,179 2,659 677 -287 77 -511 Percent of Open Interest Represented by Each Category of Trader 0.0 26.8 0.0 0.0 0.0 0.0 6.1 51.6 0.0 81.7 18.9 0.0 12.2 2.7 Number of Traders in Each Category Total Traders: 227 0 . 0 0 0 0 . . 0 188 33 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 6,498 Positions 342 1,290 107 1,436 40 19 2,902 3,360 78 737 1,304 31 846 269 Changes from: March 26, 2024 Total Change is: -682 29 -99 -18 -58 40 6 -299 -143 -273 220 -78 -24 -265 -93 Percent of Open Interest Represented by Each Category of Trader 5.3 19.9 1.6 22.1 0.6 0.3 44.7 51.7 1.2 11.3 20.1 0.5 13.0 4.1 Number of Traders in Each Category Total Traders: 71 4 6 . 12 . . 22 17 7 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 21,527 Positions 1,751 9,349 171 1,442 1,269 70 6,683 6,778 1,264 8,621 2,318 1 1,524 307 Changes from: March 26, 2024 Total Change is: -24,527 -288 -22,828 19 183 31 -153 -18,690 560 -2,048 -2,868 -129 0 -682 21 Percent of Open Interest Represented by Each Category of Trader 8.1 43.4 0.8 6.7 5.9 0.3 31.0 31.5 5.9 40.0 10.8 0.0 7.1 1.4 Number of Traders in Each Category Total Traders: 127 . . . 4 . . 15 . . 85 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 14,208 Positions 0 7,470 15 0 0 0 345 4,952 15 12,337 1,513 0 1,496 243 Changes from: March 26, 2024 Total Change is: -892 0 17 15 0 0 0 -1,635 -637 15 984 -214 0 -271 -88 Percent of Open Interest Represented by Each Category of Trader 0.0 52.6 0.1 0.0 0.0 0.0 2.4 34.9 0.1 86.8 10.6 0.0 10.5 1.7 Number of Traders in Each Category Total Traders: 108 0 . . 0 0 0 . . . 91 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 38,130 Positions 158 1,487 0 15,252 860 631 14,576 29,698 651 2,118 2,260 0 4,744 2,543 Changes from: March 26, 2024 Total Change is: 6,133 20 0 0 1,798 -2,084 -1 3,961 7,857 -331 -295 273 0 981 419 Percent of Open Interest Represented by Each Category of Trader 0.4 3.9 0.0 40.0 2.3 1.7 38.2 77.9 1.7 5.6 5.9 0.0 12.4 6.7 Number of Traders in Each Category Total Traders: 105 . . 0 16 . . 35 18 . 18 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 367,340 Positions 43,568 23,053 20,228 63,901 74,565 58,253 63,415 73,639 67,848 6,323 2,730 16,551 27,253 30,473 Changes from: March 26, 2024 Total Change is: -3,261 3,181 -3,980 -1,058 5,014 -1,927 -537 -12,208 -4,065 2,275 -2,267 292 842 1,497 4,897 Percent of Open Interest Represented by Each Category of Trader 11.9 6.3 5.5 17.4 20.3 15.9 17.3 20.0 18.5 1.7 0.7 4.5 7.4 8.3 Number of Traders in Each Category Total Traders: 206 15 13 23 20 26 27 46 48 59 11 11 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 2, 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 94,244 Positions 77,294 74,876 0 9,447 4,729 262 6,403 13,664 0 574 656 0 264 57 Changes from: March 26, 2024 Total Change is: 1,237 0 0 0 4 -1,368 244 748 1,844 0 273 556 0 -32 -39 Percent of Open Interest Represented by Each Category of Trader 82.0 79.4 0.0 10.0 5.0 0.3 6.8 14.5 0.0 0.6 0.7 0.0 0.3 0.1 Number of Traders in Each Category Total Traders: 40 5 . 0 10 5 . 6 4 0 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 05, 2024