Research / CFTC

CFTC Bank Participation: CME index futures

Visualization of CFTC data on changes in bank open interest in CME futures. The table is clickable: mm/yy opens the full CFTC report, and table cells show changes relative to the previous period.

The chart background is built per published CFTC report: each vertical window starts on the report publication date and runs until the next publication. The green lower area is bank Long Futures as a share of Long + Short, while the red upper area is the remaining Short Futures share. For example, Long = 81,422 and Short = 375,982 gives a 17.8% green area.

Monthly futures delta

Instrument
LongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShort
US500CME E-MINI S&P 500basebase
NASDAQCME NASDAQ MINIbasebase
RUSSELLCME RUSSELL E-MINIbasebase

US500: daily candles and CFTC delta

2024-04-01 - 2026-05-08

RUSSELL: daily candles and CFTC delta

2024-04-01 - 2026-05-08

NASDAQ: daily candles and CFTC delta

2024-04-01 - 2026-05-08

Monthly metals futures delta

Instrument
LongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShort
GOLDCMX GOLDbasebase
SILVERCMX SILVERbasebase
COPPERCMX COPPERbasebase

GOLD: daily candles and CFTC delta

2024-04-01 - 2026-05-08

SILVER: daily candles and CFTC delta

2024-04-01 - 2026-05-08

COPPER: daily candles and CFTC delta

2024-04-01 - 2026-05-08

Monthly FX futures delta

Instrument
LongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShortLongShort
EURO FXCME EURO FXbasebase
GBPCME BRITISH POUNDbasebase
JPYCME JAPANESE YENbasebase

EURO FX: daily candles and CFTC delta

2024-04-01 - 2026-05-08

GBP: daily candles and CFTC delta

2024-04-01 - 2026-05-08

JPY: daily candles and CFTC delta

2024-04-01 - 2026-05-08