Traders in Financial Futures - Options and Futures Combined 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 207,433
Positions
77,662 3,434 3,062 41,567 97,189 5,423 21,397 48,144 14,449 12,896 1,634 1,666 29,311 32,432
Changes from: March 19, 2024 Total Change is: -39,260
7,346 -6,603 -38,257 645 10,377 -233 -9,713 -6,365 1,273 -1,032 -21 221 489 348
Percent of Open Interest Represented by Each Category of Trader
37.4 1.7 1.5 20.0 46.9 2.6 10.3 23.2 7.0 6.2 0.8 0.8 14.1 15.6
Number of Traders in Each Category Total Traders: 117
11 4 8 17 25 12 17 28 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 84,155
Positions
34,706 0 508 18,829 37,404 5 15,865 18,286 2,414 1,883 461 0 9,945 25,077
Changes from: March 19, 2024 Total Change is: 9,072
6,491 0 3 -330 4,948 -295 2,550 2,173 -128 830 0 0 -48 2,372
Percent of Open Interest Represented by Each Category of Trader
41.2 0.0 0.6 22.4 44.4 0.0 18.9 21.7 2.9 2.2 0.5 0.0 11.8 29.8
Number of Traders in Each Category Total Traders: 63
12 0 4 5 15 . 11 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 246,625
Positions
41,527 6,217 9,195 46,535 108,202 7,510 78,792 51,650 31,446 990 3,238 156 30,473 29,011
Changes from: March 19, 2024 Total Change is: 11,778
28,195 -2,597 -2,254 -23,227 1,731 1,869 8,592 12,528 -333 415 37 -382 -1,097 1,180
Percent of Open Interest Represented by Each Category of Trader
16.8 2.5 3.7 18.9 43.9 3.0 31.9 20.9 12.8 0.4 1.3 0.1 12.4 11.8
Number of Traders in Each Category Total Traders: 128
11 4 5 16 36 14 25 30 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 344,304
Positions
119,948 827 6,701 62,923 121,485 7,071 41,468 123,112 34,134 23,187 3,379 109 48,763 47,486
Changes from: March 19, 2024 Total Change is: 7,934
6,921 -812 -1,032 -1,036 -2,002 1,332 1,720 2,559 6,539 -5,538 748 20 -992 583
Percent of Open Interest Represented by Each Category of Trader
34.8 0.2 1.9 18.3 35.3 2.1 12.0 35.8 9.9 6.7 1.0 0.0 14.2 13.8
Number of Traders in Each Category Total Traders: 178
18 . 8 27 35 16 27 46 20 17 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 747,280
Positions
19,672 316,634 28,217 422,357 126,135 35,639 59,429 98,656 66,808 32,194 15,038 4,123 78,842 56,031
Changes from: March 19, 2024 Total Change is: 7,163
-196 -21,400 3,377 206 11,842 -304 -3,455 2,850 4,268 2,482 2,598 97 688 3,834
Percent of Open Interest Represented by Each Category of Trader
2.6 42.4 3.8 56.5 16.9 4.8 8.0 13.2 8.9 4.3 2.0 0.6 10.6 7.5
Number of Traders in Each Category Total Traders: 301
14 12 13 112 38 48 35 54 35 23 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 232,888
Positions
137,820 1,372 2,059 33,587 132,427 5,508 16,489 49,056 11,802 6,461 0 0 19,162 30,664
Changes from: March 19, 2024 Total Change is: -2,422
2,773 714 -97 2,240 655 1,398 -7,729 -6,951 -274 517 0 0 -1,250 2,133
Percent of Open Interest Represented by Each Category of Trader
59.2 0.6 0.9 14.4 56.9 2.4 7.1 21.1 5.1 2.8 0.0 0.0 8.2 13.2
Number of Traders in Each Category Total Traders: 102
10 4 6 18 19 10 18 28 18 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD/CHINESE RENMINBI-OFFSHORE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 100,000 USD)
CFTC Code #082744 Open Interest is 6,193
Positions
1,139 716 107 300 0 0 499 2,895 1,062 989 858 68 2,029 487
Changes from: March 19, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.4 11.6 1.7 4.8 0.0 0.0 8.1 46.7 17.1 16.0 13.9 1.1 32.8 7.9
Number of Traders in Each Category Total Traders: 20
. . . . 0 0 . 6 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 307,860
Positions
3,165 174,427 866 177,399 4,461 1,922 108,955 61,097 859 5,941 61,077 121 8,633 3,030
Changes from: March 19, 2024 Total Change is: 3,729
-942 4,150 556 -707 252 26 1,582 -1,090 62 2,075 -11 53 1,023 -270
Percent of Open Interest Represented by Each Category of Trader
1.0 56.7 0.3 57.6 1.4 0.6 35.4 19.8 0.3 1.9 19.8 0.0 2.8 1.0
Number of Traders in Each Category Total Traders: 196
5 13 . 33 7 5 76 29 10 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 63,630
Positions
11,544 24,957 2,523 23,259 19,950 1 17,810 11,873 482 4,434 2,849 0 3,577 995
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 - Options and Futures Combined 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: 3,114
6,983 142 17 -5,342 3,706 189 2,505 -2,059 -596 -202 251 72 -512 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: 100
12 4 . 9 21 6 23 25 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 21,826
Positions
4,407 2,439 13 13,757 803 77 2,122 17,018 0 0 0 0 1,450 1,476
Changes from: March 19, 2024 Total Change is: 301
0 373 -16 407 110 0 -2 -76 0 -180 0 0 92 -90
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 - Options and Futures Combined 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 92,758
Positions
26,343 56,232 764 19,532 5,779 1,660 28,334 12,856 1,306 200 3,768 8 14,611 10,385
Changes from: March 19, 2024 Total Change is: -1,147
390 5,010 -143 2,193 490 -809 -1,738 -4,041 28 -1,654 -247 -11 596 -1,425
Percent of Open Interest Represented by Each Category of Trader
28.4 60.6 0.8 21.1 6.2 1.8 30.5 13.9 1.4 0.2 4.1 0.0 15.8 11.2
Number of Traders in Each Category Total Traders: 97
10 13 . 18 5 5 26 17 16 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 92,758
Positions
26,343 56,232 764 19,532 5,779 1,660 28,334 12,856 1,306 200 3,768 8 14,611 10,385
Changes from: March 19, 2024 Total Change is: -1,147
390 5,010 -143 2,193 490 -809 -1,738 -4,041 28 -1,654 -247 -11 596 -1,425
Percent of Open Interest Represented by Each Category of Trader
28.4 60.6 0.8 21.1 6.2 1.8 30.5 13.9 1.4 0.2 4.1 0.0 15.8 11.2
Number of Traders in Each Category Total Traders: 97
10 13 . 18 5 5 26 17 16 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,169,982
Positions
206,864 792,609 259,797 1,164,970 208,699 162,664 112,458 561,358 774,833 133,411 136,421 24,110 330,875 249,491
Changes from: March 19, 2024 Total Change is: 44,173
8,237 -26,424 17,373 -769 -7,620 -7,253 4,605 36,728 17,670 -8,234 13,332 -2,819 15,363 3,186
Percent of Open Interest Represented by Each Category of Trader
6.5 25.0 8.2 36.8 6.6 5.1 3.5 17.7 24.4 4.2 4.3 0.8 10.4 7.9
Number of Traders in Each Category Total Traders: 569
34 36 41 179 54 105 70 91 103 75 27 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,149,533
Positions
205,530 792,609 259,797 1,162,881 208,822 162,330 114,568 566,629 762,202 134,144 136,310 23,376 324,705 237,457
Changes from: March 19, 2024 Total Change is: 42,797
7,865 -26,424 17,373 -1,026 -7,622 -7,122 7,883 40,454 14,274 -7,740 13,221 -3,117 14,405 1,759
Percent of Open Interest Represented by Each Category of Trader
6.5 25.2 8.2 36.9 6.6 5.2 3.6 18.0 24.2 4.3 4.3 0.7 10.3 7.5
Number of Traders in Each Category Total Traders: 559
32 36 41 175 55 103 68 89 99 75 26 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 204,493
Positions
13,345 0 0 22,136 5 2,104 75,707 44,098 29,496 0 8,443 0 61,704 120,347
Changes from: March 19, 2024 Total Change is: 13,764
3,717 0 0 1,830 -722 -570 -1,505 -5,986 2,680 -1,964 4,093 0 9,576 14,269
Percent of Open Interest Represented by Each Category of Trader
6.5 0.0 0.0 10.8 0.0 1.0 37.0 21.6 14.4 0.0 4.1 0.0 30.2 58.9
Number of Traders in Each Category Total Traders: 30
. 0 0 11 . 4 8 6 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 293,398
Positions
37,560 76,120 10,732 107,204 24,618 6,264 54,111 100,854 22,668 6,294 10,798 1,573 46,993 39,771
Changes from: March 19, 2024 Total Change is: 4,656
8,762 4,219 102 -998 2,733 -148 -534 9,715 -3,252 -650 -7,638 656 717 -1,732
Percent of Open Interest Represented by Each Category of Trader
12.8 25.9 3.7 36.5 8.4 2.1 18.4 34.4 7.7 2.1 3.7 0.5 16.0 13.6
Number of Traders in Each Category Total Traders: 334
24 30 14 82 25 35 55 59 50 31 28 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 287,092
Positions
37,385 76,176 10,580 106,936 24,618 6,253 53,638 99,599 21,904 6,111 10,431 1,551 42,735 35,982
Changes from: March 19, 2024 Total Change is: 4,311
8,824 4,154 104 -991 2,733 -147 -907 9,457 -3,022 -641 -7,692 658 433 -1,933
Percent of Open Interest Represented by Each Category of Trader
13.0 26.5 3.7 37.2 8.6 2.2 18.7 34.7 7.6 2.1 3.6 0.5 14.9 12.5
Number of Traders in Each Category Total Traders: 309
21 27 13 80 25 34 51 54 44 25 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 63,064
Positions
3,268 966 0 2,677 0 114 9,435 17,259 2,935 1,831 3,677 222 42,582 37,891
Changes from: March 19, 2024 Total Change is: 3,445
-631 643 -10 -70 0 -14 733 -422 708 -95 542 -17 2,841 2,015
Percent of Open Interest Represented by Each Category of Trader
5.2 1.5 0.0 4.2 0.0 0.2 15.0 27.4 4.7 2.9 5.8 0.4 67.5 60.1
Number of Traders in Each Category Total Traders: 39
4 . 0 4 0 . 9 10 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 493,498
Positions
107,245 114,395 7,550 207,302 130,182 31,508 69,055 121,470 16,293 21,975 49,370 271 32,299 22,460
Changes from: March 19, 2024 Total Change is: 9,137
506 -449 402 -1,551 -6,839 354 5,854 9,042 2,102 -1,156 3,734 159 2,468 632
Percent of Open Interest Represented by Each Category of Trader
21.7 23.2 1.5 42.0 26.4 6.4 14.0 24.6 3.3 4.5 10.0 0.1 6.5 4.6
Number of Traders in Each Category Total Traders: 341
33 14 6 97 51 41 47 64 31 16 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 234,437
Positions
16,782 156,443 30,303 50,674 0 1,067 96,072 9,282 31,701 5,002 4,605 3 2,834 1,034
Changes from: March 19, 2024 Total Change is: 5,963
546 2,297 3,816 1,659 0 -2 1,815 -890 1,196 -2,604 0 0 -463 -454
Percent of Open Interest Represented by Each Category of Trader
7.2 66.7 12.9 21.6 0.0 0.5 41.0 4.0 13.5 2.1 2.0 0.0 1.2 0.4
Number of Traders in Each Category Total Traders: 75
10 17 18 10 0 . 29 . 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,640,916
Positions
38,340 167,947 23,078 798,500 359,269 195,484 128,251 515,804 125,593 106,558 88,490 6,325 218,787 158,926
Changes from: March 19, 2024 Total Change is: -12,038
3,308 7,180 -5,709 10,007 8,004 860 2,921 14,422 -32,914 -1,605 -247 -1,572 12,665 -2,062
Percent of Open Interest Represented by Each Category of Trader
2.3 10.2 1.4 48.7 21.9 11.9 7.8 31.4 7.7 6.5 5.4 0.4 13.3 9.7
Number of Traders in Each Category Total Traders: 212
11 17 16 70 31 58 16 46 38 7 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,585,897
Positions
12,436 94,059 846 954,837 327,638 288,575 100,079 656,122 20,023 31,406 36,098 0 177,696 162,536
Changes from: March 19, 2024 Total Change is: -1,454
502 3,395 -303 -3,995 12,337 4,495 -849 -23,492 1,264 -2,757 -1,813 0 189 2,663
Percent of Open Interest Represented by Each Category of Trader
0.8 5.9 0.1 60.2 20.7 18.2 6.3 41.4 1.3 2.0 2.3 0.0 11.2 10.2
Number of Traders in Each Category Total Traders: 171
. 12 . 67 37 55 13 29 16 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,791,606
Positions
105,014 469,077 21,193 1,658,037 527,703 427,038 606,811 1,884,892 166,310 521,041 131,453 29,064 257,098 134,876
Changes from: March 19, 2024 Total Change is: 5,927
-2,839 -13,532 -2,757 -9,458 48,211 -22,282 55,223 22,383 -30,979 11,132 4,627 -777 8,665 1,034
Percent of Open Interest Represented by Each Category of Trader
2.8 12.4 0.6 43.7 13.9 11.3 16.0 49.7 4.4 13.7 3.5 0.8 6.8 3.6
Number of Traders in Each Category Total Traders: 460
28 27 12 161 42 91 57 78 52 53 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,994,466
Positions
131,417 356,435 144,497 2,246,463 1,103,530 706,149 287,530 1,539,636 528,519 443,418 151,373 66,822 439,652 397,504
Changes from: March 19, 2024 Total Change is: -68,432
1,735 -4,457 -39,708 14,648 -32,253 189 14,029 54,898 -18,937 -25,544 -18,282 -12,261 -2,584 2,379
Percent of Open Interest Represented by Each Category of Trader
2.6 7.1 2.9 45.0 22.1 14.1 5.8 30.8 10.6 8.9 3.0 1.3 8.8 8.0
Number of Traders in Each Category Total Traders: 407
17 34 34 119 56 105 58 78 85 28 17 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,035,902
Positions
87,502 118,286 5,089 912,272 723,208 325,589 260,683 429,920 51,248 156,475 86,176 13,533 223,510 282,853
Changes from: March 19, 2024 Total Change is: 2,010
5,681 -17,093 -434 15,097 31,914 -422 -2,094 -14,694 1,647 -36,884 2,102 1,099 18,320 -2,109
Percent of Open Interest Represented by Each Category of Trader
4.3 5.8 0.2 44.8 35.5 16.0 12.8 21.1 2.5 7.7 4.2 0.7 11.0 13.9
Number of Traders in Each Category Total Traders: 200
5 15 . 49 66 61 24 22 20 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 6,188,096
Positions
144,390 678,767 67,457 2,987,602 1,260,918 730,700 797,320 2,704,768 336,777 700,109 91,442 656 423,085 316,611
Changes from: March 19, 2024 Total Change is: -12,899
-28,479 28,481 -37,635 88,234 40,717 5,251 17,287 17,410 -43,351 -8,076 4,275 -13,651 7,520 -14,395
Percent of Open Interest Represented by Each Category of Trader
2.3 11.0 1.1 48.3 20.4 11.8 12.9 43.7 5.4 11.3 1.5 0.0 6.8 5.1
Number of Traders in Each Category Total Traders: 410
18 34 24 142 36 96 59 76 61 31 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 is19,161,999
Positions
1,790,704 1,913,779 3,407,883 412,366 1,174,470 1,498,365 1,883,033 807,425 9,613,344 135,925 310,482 390,849 29,530 45,402
Changes from: March 19, 2024 Total Change is:-1,031,128
-411,658 -174,061 -217,877 71,493 -25,650 -243,879 -7,444 -68,876 -234,412 -6,044 -97,284 18,863 -169 12,049
Percent of Open Interest Represented by Each Category of Trader
9.3 10.0 17.8 2.2 6.1 7.8 9.8 4.2 50.2 0.7 1.6 2.0 0.2 0.2
Number of Traders in Each Category Total Traders: 1,086
86 100 147 52 88 83 165 169 224 202 173 201
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 35,332
Positions
2,967 4,673 405 19,359 588 262 3,516 19,719 5,214 882 2,730 768 1,958 973
Changes from: March 19, 2024 Total Change is: -1,655
244 -313 -477 1,178 64 76 -1,892 -93 59 -16 -36 -994 168 60
Percent of Open Interest Represented by Each Category of Trader
8.4 13.2 1.1 54.8 1.7 0.7 10.0 55.8 14.8 2.5 7.7 2.2 5.5 2.8
Number of Traders in Each Category Total Traders: 131
7 7 4 20 . 4 31 34 33 16 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 66,474
Positions
7,767 39,320 0 526 34 79 42,863 21,130 2,859 6,478 925 237 5,665 1,890
Changes from: March 19, 2024 Total Change is: 9,932
3,847 6,067 0 -51 -24 -2 4,459 2,911 666 542 -82 22 449 374
Percent of Open Interest Represented by Each Category of Trader
11.7 59.2 0.0 0.8 0.1 0.1 64.5 31.8 4.3 9.7 1.4 0.4 8.5 2.8
Number of Traders in Each Category Total Traders: 160
6 . 0 5 . . 25 14 14 83 25 14
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Traders in Financial Futures - Options and Futures Combined 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 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 .
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Traders in Financial Futures - Options and Futures Combined 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 :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 9,470
Positions
313 1,270 266 1,494 0 13 2,910 3,488 2,551 677 1,382 77 1,170 424
Changes from: March 19, 2024 Total Change is: 9
32 -112 91 30 0 -6 -544 -395 366 62 150 -132 110 48
Percent of Open Interest Represented by Each Category of Trader
3.3 13.4 2.8 15.8 0.0 0.1 30.7 36.8 26.9 7.1 14.6 0.8 12.4 4.5
Number of Traders in Each Category Total Traders: 75
5 6 . 11 0 . 24 20 15 7 . .
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Traders in Financial Futures - Options and Futures Combined 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 :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 56,034
Positions
2,039 32,177 152 1,259 1,239 223 30,429 9,994 7,435 11,040 3,348 1,179 2,278 288
Changes from: March 19, 2024 Total Change is: -2,560
1,849 -2,995 98 -370 -258 0 -1,856 277 325 -3,008 -191 316 86 -133
Percent of Open Interest Represented by Each Category of Trader
3.6 57.4 0.3 2.2 2.2 0.4 54.3 17.8 13.3 19.7 6.0 2.1 4.1 0.5
Number of Traders in Each Category Total Traders: 143
. . . . . . 19 6 7 89 20 11
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Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 32,037
Positions
138 1,487 0 13,454 2,944 632 10,615 21,828 995 2,413 2,009 5 3,784 2,137
Changes from: March 19, 2024 Total Change is: 8,188
8 0 0 3,047 -348 -23 2,715 8,148 302 1,463 56 1 675 52
Percent of Open Interest Represented by Each Category of Trader
0.4 4.6 0.0 42.0 9.2 2.0 33.1 68.1 3.1 7.5 6.3 0.0 11.8 6.7
Number of Traders in Each Category Total Traders: 104
. . 0 17 7 . 30 17 . 17 14 .
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Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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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