Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 173,145 Positions 4,335 85,943 20 58,908 28,014 6,225 36,836 32,483 1,458 18,857 400 6 46,500 18,596 Changes from: April 13, 2021 Total Change is: 6,959 -1,930 10,642 7 1,464 895 451 5,321 -3,904 -1,062 313 -500 -1 2,396 431 Percent of Open Interest Represented by Each Category of Trader 2.5 49.6 0.0 34.0 16.2 3.6 21.3 18.8 0.8 10.9 0.2 0.0 26.9 10.7 Number of Traders in Each Category Total Traders: 107 4 9 . 24 13 7 24 21 12 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 41,266 Positions 14,968 2,271 0 3,429 10,155 328 12,867 7,561 124 0 643 0 9,550 20,184 Changes from: April 13, 2021 Total Change is: -1,157 -487 3 0 1,405 -1,379 -16 -1,701 1,414 1 0 0 0 -359 -1,180 Percent of Open Interest Represented by Each Category of Trader 36.3 5.5 0.0 8.3 24.6 0.8 31.2 18.3 0.3 0.0 1.6 0.0 23.1 48.9 Number of Traders in Each Category Total Traders: 43 6 . 0 . 12 . 8 10 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 164,246 Positions 2,280 46,362 774 55,603 51,171 5,635 55,380 31,119 2,355 2,052 6,681 0 40,167 20,149 Changes from: April 13, 2021 Total Change is: 15,461 -989 9,048 -412 6,427 1,491 -817 8,509 8,040 728 -930 0 0 2,945 -2,617 Percent of Open Interest Represented by Each Category of Trader 1.4 28.2 0.5 33.9 31.2 3.4 33.7 18.9 1.4 1.2 4.1 0.0 24.5 12.3 Number of Traders in Each Category Total Traders: 117 . 8 5 23 24 13 27 25 12 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 162,649 Positions 57,722 8,784 462 48,865 37,728 6,553 27,869 72,414 1,620 1,300 566 0 18,258 34,522 Changes from: April 13, 2021 Total Change is: -2,782 237 2,432 339 -5,211 -11,867 459 -589 8,666 886 600 0 0 497 -3,697 Percent of Open Interest Represented by Each Category of Trader 35.5 5.4 0.3 30.0 23.2 4.0 17.1 44.5 1.0 0.8 0.3 0.0 11.2 21.2 Number of Traders in Each Category Total Traders: 123 10 4 4 21 23 13 29 32 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 661,640 Positions 33,403 449,085 2,220 393,760 63,317 28,729 61,556 61,540 5,897 40,709 3,910 3,884 91,482 43,058 Changes from: April 13, 2021 Total Change is: 12,959 -571 27,165 -162 282 -9,568 2,572 6,282 -3,949 -866 2,588 574 59 2,775 -2,866 Percent of Open Interest Represented by Each Category of Trader 5.0 67.9 0.3 59.5 9.6 4.3 9.3 9.3 0.9 6.2 0.6 0.6 13.8 6.5 Number of Traders in Each Category Total Traders: 299 14 15 6 116 26 46 49 37 24 36 6 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 26,208 Positions 0 6,268 0 11,219 5,927 2,465 0 4,888 0 800 0 0 11,724 6,660 Changes from: April 13, 2021 Total Change is: 167 0 22 0 338 -16 -326 0 1,169 0 0 0 0 155 -682 Percent of Open Interest Represented by Each Category of Trader 0.0 23.9 0.0 42.8 22.6 9.4 0.0 18.7 0.0 3.1 0.0 0.0 44.7 25.4 Number of Traders in Each Category Total Traders: 23 0 . 0 11 7 9 0 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,679 Positions 2,406 4,603 20 6,390 11,758 1,741 2,361 1,545 0 0 920 55 10,706 3,037 Changes from: April 13, 2021 Total Change is: 2,202 -8 0 0 -17 2,280 -67 1,052 0 0 0 0 0 1,242 -11 Percent of Open Interest Represented by Each Category of Trader 10.2 19.4 0.1 27.0 49.7 7.4 10.0 6.5 0.0 0.0 3.9 0.2 45.2 12.8 Number of Traders in Each Category Total Traders: 22 . . . 7 9 5 . . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 136,167 Positions 3,733 42,261 62 49,473 52,627 1,635 44,619 23,012 579 3,989 10 400 31,677 15,581 Changes from: April 13, 2021 Total Change is: -3,466 -664 -243 42 1,889 -600 -314 -2,154 1,090 291 -5,123 10 0 2,567 -3,742 Percent of Open Interest Represented by Each Category of Trader 2.7 31.0 0.0 36.3 38.6 1.2 32.8 16.9 0.4 2.9 0.0 0.3 23.3 11.4 Number of Traders in Each Category Total Traders: 90 4 9 . 21 10 6 24 18 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 27,374 Positions 100 15,375 0 19,534 0 0 4,209 9,050 0 1,602 999 0 1,929 1,950 Changes from: April 13, 2021 Total Change is: -1,206 100 215 0 100 -716 0 -1,158 -872 -30 -376 106 0 158 91 Percent of Open Interest Represented by Each Category of Trader 0.4 56.2 0.0 71.4 0.0 0.0 15.4 33.1 0.0 5.9 3.6 0.0 7.0 7.1 Number of Traders in Each Category Total Traders: 34 . 5 0 8 0 0 8 5 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 146,537 Positions 178 85,565 668 70,034 4,896 1,478 61,923 31,166 627 3,707 19,270 12 7,910 2,855 Changes from: April 13, 2021 Total Change is: 2,918 178 5,746 121 5,181 109 129 -3,117 -4,124 -42 -771 921 12 1,227 46 Percent of Open Interest Represented by Each Category of Trader 0.1 58.4 0.5 47.8 3.3 1.0 42.3 21.3 0.4 2.5 13.2 0.0 5.4 1.9 Number of Traders in Each Category Total Traders: 154 . 12 . 22 6 4 59 27 9 13 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 48,874 Positions 21,014 450 375 6,037 28,205 241 14,077 13,030 862 3,418 3,113 0 2,850 2,598 Changes from: April 13, 2021 Total Change is: 4,529 3 81 -3 -33 -511 5 4,904 5,136 -78 8 18 0 -277 -119 Percent of Open Interest Represented by Each Category of Trader 43.0 0.9 0.8 12.4 57.7 0.5 28.8 26.7 1.8 7.0 6.4 0.0 5.8 5.3 Number of Traders in Each Category Total Traders: 76 . . . 7 10 . 16 18 . 9 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 40,632 Positions 5,148 11,145 0 9,418 7,535 617 19,858 15,782 356 0 1,868 8 5,227 3,321 Changes from: April 13, 2021 Total Change is: 2,197 -646 2,424 -142 1,665 -416 -117 1,976 947 -537 0 -207 0 -2 245 Percent of Open Interest Represented by Each Category of Trader 12.7 27.4 0.0 23.2 18.5 1.5 48.9 38.8 0.9 0.0 4.6 0.0 12.9 8.2 Number of Traders in Each Category Total Traders: 81 5 5 0 16 10 . 25 15 5 0 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 15,885 Positions 2,470 0 0 6,673 3,281 0 5,180 11,065 0 0 100 0 1,562 1,439 Changes from: April 13, 2021 Total Change is: 2,655 -120 0 0 2,918 143 0 -325 2,562 0 0 0 0 182 -50 Percent of Open Interest Represented by Each Category of Trader 15.5 0.0 0.0 42.0 20.7 0.0 32.6 69.7 0.0 0.0 0.6 0.0 9.8 9.1 Number of Traders in Each Category Total Traders: 35 . 0 0 5 . 0 13 11 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 45,617 Positions 15,057 14,471 665 8,847 2,764 573 6,767 5,254 1,747 1,306 14,302 0 10,657 5,843 Changes from: April 13, 2021 Total Change is: -455 588 1,175 25 -723 -532 40 -1,494 -1,307 207 818 48 0 85 -111 Percent of Open Interest Represented by Each Category of Trader 33.0 31.7 1.5 19.4 6.1 1.3 14.8 11.5 3.8 2.9 31.4 0.0 23.4 12.8 Number of Traders in Each Category Total Traders: 105 18 11 . 23 6 7 19 17 11 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 91,234 Positions 30,113 28,941 1,329 17,694 5,527 1,145 13,534 10,508 3,494 2,611 28,604 0 21,314 11,686 Changes from: April 13, 2021 Total Change is: -909 1,176 2,350 50 -1,446 -1,064 80 -2,988 -2,613 414 1,636 95 0 169 -221 Percent of Open Interest Represented by Each Category of Trader 33.0 31.7 1.5 19.4 6.1 1.3 14.8 11.5 3.8 2.9 31.4 0.0 23.4 12.8 Number of Traders in Each Category Total Traders: 105 18 11 . 23 6 7 19 17 11 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 30,824 Positions 2,421 23,838 451 20,595 0 2,824 2,041 2,842 0 0 0 0 2,492 869 Changes from: April 13, 2021 Total Change is: 609 854 -414 0 827 0 130 -519 678 0 0 0 0 -683 215 Percent of Open Interest Represented by Each Category of Trader 7.9 77.3 1.5 66.8 0.0 9.2 6.6 9.2 0.0 0.0 0.0 0.0 8.1 2.8 Number of Traders in Each Category Total Traders: 32 4 7 . 15 0 . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 $250.00) CFTC Code #13874+ Open Interest is 569,824 Positions 63,217 154,250 32,924 254,824 87,282 54,464 46,890 92,983 31,964 19,953 55,130 590 64,997 60,238 Changes from: April 13, 2021 Total Change is: 9,188 -7,842 5,862 6,769 3,173 -461 -2,389 2,605 -2,493 5,360 431 -2,719 -2 1,083 -737 Percent of Open Interest Represented by Each Category of Trader 11.1 27.1 5.8 44.7 15.3 9.6 8.2 16.3 5.6 3.5 9.7 0.1 11.4 10.6 Number of Traders in Each Category Total Traders: 535 33 34 22 171 88 113 63 92 57 31 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 32,402 Positions 14,687 6,992 87 0 0 0 15,541 12,069 450 0 0 0 1,637 12,804 Changes from: April 13, 2021 Total Change is: 494 -571 3,960 0 0 0 0 1,367 485 -500 0 -1,100 0 198 -2,351 Percent of Open Interest Represented by Each Category of Trader 45.3 21.6 0.3 0.0 0.0 0.0 48.0 37.2 1.4 0.0 0.0 0.0 5.1 39.5 Number of Traders in Each Category Total Traders: 22 5 5 . 0 0 0 7 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 22,981 Positions 7,269 20,188 0 9,135 0 145 2,776 951 102 0 0 0 3,554 1,595 Changes from: April 13, 2021 Total Change is: 327 854 218 0 -311 0 0 -30 -131 -98 0 0 0 -88 338 Percent of Open Interest Represented by Each Category of Trader 31.6 87.8 0.0 39.8 0.0 0.6 12.1 4.1 0.4 0.0 0.0 0.0 15.5 6.9 Number of Traders in Each Category Total Traders: 30 7 4 0 12 0 . 5 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,687,111 Positions 311,936 805,574 94,902 1,274,122 436,408 272,319 256,439 504,265 57,875 99,767 275,649 2,949 316,802 237,170 Changes from: April 13, 2021 Total Change is: 43,469 -20,155 25,708 17,643 15,867 -2,306 -11,947 27,637 6,557 7,851 2,155 -8,096 -9 4,427 8,068 Percent of Open Interest Represented by Each Category of Trader 11.6 30.0 3.5 47.4 16.2 10.1 9.5 18.8 2.2 3.7 10.3 0.1 11.8 8.8 Number of Traders in Each Category Total Traders: 534 34 32 19 171 88 113 64 91 53 31 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 52,642 Positions 3,561 50,201 0 42,234 0 99 2,850 1,143 0 0 0 0 3,898 1,199 Changes from: April 13, 2021 Total Change is: -2,306 -159 -1,686 0 -1,998 0 0 -40 -656 0 0 0 0 -109 36 Percent of Open Interest Represented by Each Category of Trader 6.8 95.4 0.0 80.2 0.0 0.2 5.4 2.2 0.0 0.0 0.0 0.0 7.4 2.3 Number of Traders in Each Category Total Traders: 39 . 8 0 21 0 . 6 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price) CFTC Code #13874F Open Interest is 23,190 Positions 204 21,626 0 18,827 664 233 935 0 0 0 0 0 2,991 667 Changes from: April 13, 2021 Total Change is: -1,348 -73 -1,347 0 -1,266 0 5 0 0 0 0 0 0 -14 -6 Percent of Open Interest Represented by Each Category of Trader 0.9 93.3 0.0 81.2 2.9 1.0 4.0 0.0 0.0 0.0 0.0 0.0 12.9 2.9 Number of Traders in Each Category Total Traders: 20 . 8 0 8 . . . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 13,445 Positions 1,329 10,910 23 6,140 1,030 328 3,030 455 0 0 0 0 2,595 699 Changes from: April 13, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 9.9 81.1 0.2 45.7 7.7 2.4 22.5 3.4 0.0 0.0 0.0 0.0 19.3 5.2 Number of Traders in Each Category Total Traders: 20 . 8 . 5 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 46,124 Positions 4,462 13,650 248 27,600 23,083 1,873 2,603 2,927 121 0 0 0 9,217 4,222 Changes from: April 13, 2021 Total Change is: 389 161 -95 1 677 605 -189 -239 -817 -78 0 0 0 56 962 Percent of Open Interest Represented by Each Category of Trader 9.7 29.6 0.5 59.8 50.0 4.1 5.6 6.3 0.3 0.0 0.0 0.0 20.0 9.2 Number of Traders in Each Category Total Traders: 66 4 8 . 27 17 10 7 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 $100) CFTC Code #20974+ Open Interest is 43,629 Positions 9,553 8,804 151 10,644 6,890 1,526 12,299 14,355 472 1,503 3,649 6 7,475 7,777 Changes from: April 13, 2021 Total Change is: 768 10 2,469 35 -1,071 -944 430 1,173 -847 -88 -91 -107 -2 373 -178 Percent of Open Interest Represented by Each Category of Trader 21.9 20.2 0.3 24.4 15.8 3.5 28.2 32.9 1.1 3.4 8.4 0.0 17.1 17.8 Number of Traders in Each Category Total Traders: 294 24 30 7 57 47 34 36 67 20 10 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 218,144 Positions 47,764 44,018 754 53,222 34,451 7,629 61,494 71,773 2,361 7,513 18,244 30 37,377 38,884 Changes from: April 13, 2021 Total Change is: 3,842 50 12,347 175 -5,353 -4,720 2,150 5,863 -4,234 -440 -457 -536 -10 1,864 -890 Percent of Open Interest Represented by Each Category of Trader 21.9 20.2 0.3 24.4 15.8 3.5 28.2 32.9 1.1 3.4 8.4 0.0 17.1 17.8 Number of Traders in Each Category Total Traders: 294 24 30 7 57 47 34 36 67 20 10 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 92,110 Positions 0 10,011 0 312 262 0 55,769 54,454 4,191 220 1,977 19 31,599 21,196 Changes from: April 13, 2021 Total Change is: 11,197 0 3,340 0 57 262 0 8,764 14,499 108 0 358 18 2,250 -7,388 Percent of Open Interest Represented by Each Category of Trader 0.0 10.9 0.0 0.3 0.3 0.0 60.5 59.1 4.5 0.2 2.1 0.0 34.3 23.0 Number of Traders in Each Category Total Traders: 25 0 . 0 . . 0 9 6 4 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 460,304 Positions 100,946 126,510 5,505 225,975 128,400 37,829 49,204 93,954 2,498 8,176 45,234 5 30,166 20,369 Changes from: April 13, 2021 Total Change is: -1,234 6,631 -5,203 -30 -2,944 1,945 392 -6,113 1,185 468 283 -1,107 -4 83 1,120 Percent of Open Interest Represented by Each Category of Trader 21.9 27.5 1.2 49.1 27.9 8.2 10.7 20.4 0.5 1.8 9.8 0.0 6.6 4.4 Number of Traders in Each Category Total Traders: 340 29 22 4 101 44 46 46 68 14 12 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 26,773 Positions 6,330 25,482 0 16,035 508 0 2,562 456 0 0 0 0 1,846 327 Changes from: April 13, 2021 Total Change is: 1,453 45 1,532 0 1,452 0 0 1 -1 0 0 0 0 -45 -78 Percent of Open Interest Represented by Each Category of Trader 23.6 95.2 0.0 59.9 1.9 0.0 9.6 1.7 0.0 0.0 0.0 0.0 6.9 1.2 Number of Traders in Each Category Total Traders: 32 . 10 0 16 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 15,281 Positions 0 3,056 0 9,618 0 12 752 6,207 0 1,115 2,160 0 3,784 3,846 Changes from: April 13, 2021 Total Change is: 632 -510 -30 0 768 0 2 522 384 -1 1,115 265 0 -1,264 12 Percent of Open Interest Represented by Each Category of Trader 0.0 20.0 0.0 62.9 0.0 0.1 4.9 40.6 0.0 7.3 14.1 0.0 24.8 25.2 Number of Traders in Each Category Total Traders: 22 0 . 0 10 0 . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 37,839 Positions 4,978 5,117 690 10,978 2,256 415 11,155 4,721 455 1,692 460 0 7,476 23,725 Changes from: April 13, 2021 Total Change is: 3,450 1,185 -1,399 212 794 614 -46 1,673 909 93 4 -374 0 -465 3,441 Percent of Open Interest Represented by Each Category of Trader 13.2 13.5 1.8 29.0 6.0 1.1 29.5 12.5 1.2 4.5 1.2 0.0 19.8 62.7 Number of Traders in Each Category Total Traders: 55 6 8 . 11 5 5 14 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 403,786 Positions 32,237 240,171 7,240 266,119 74,682 60,950 18,954 12,267 1,190 6,358 2,475 0 10,738 4,811 Changes from: April 13, 2021 Total Change is: -2,585 137 -2,444 -44 -3,975 1,135 -1,423 974 -150 322 203 -620 0 1,221 639 Percent of Open Interest Represented by Each Category of Trader 8.0 59.5 1.8 65.9 18.5 15.1 4.7 3.0 0.3 1.6 0.6 0.0 2.7 1.2 Number of Traders in Each Category Total Traders: 183 10 13 6 74 42 44 25 10 6 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,099,261 Positions 109,258 606,535 7,681 692,189 237,640 111,318 98,148 57,611 4,343 38,940 55,221 3,907 33,477 15,005 Changes from: April 13, 2021 Total Change is: -15,660 -5,912 -12,443 918 -6,347 8,237 -11,631 3,610 -7,341 -350 4,087 2,284 -20 -15 4,686 Percent of Open Interest Represented by Each Category of Trader 9.9 55.2 0.7 63.0 21.6 10.1 8.9 5.2 0.4 3.5 5.0 0.4 3.0 1.4 Number of Traders in Each Category Total Traders: 430 30 18 9 175 64 84 61 37 23 30 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 175,950 Positions 31,914 137,873 19,100 14,693 6,347 3,031 96,992 410 8,981 935 137 0 304 71 Changes from: April 13, 2021 Total Change is: 3,215 3,671 4,245 -502 70 0 0 493 0 -550 0 0 0 33 22 Percent of Open Interest Represented by Each Category of Trader 18.1 78.4 10.9 8.4 3.6 1.7 55.1 0.2 5.1 0.5 0.1 0.0 0.2 0.0 Number of Traders in Each Category Total Traders: 76 11 17 15 13 . . 25 . . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,185,262 Positions 5,255 112,183 3,486 630,391 310,572 229,984 67,926 245,302 26,156 66,247 48,022 5,125 150,692 204,432 Changes from: April 13, 2021 Total Change is: 13,529 3,815 -9,730 918 7,154 21,357 881 9,874 -3,955 -945 -3,336 2,751 2,866 -7,698 -614 Percent of Open Interest Represented by Each Category of Trader 0.4 9.5 0.3 53.2 26.2 19.4 5.7 20.7 2.2 5.6 4.1 0.4 12.7 17.2 Number of Traders in Each Category Total Traders: 193 6 19 . 57 35 55 13 45 15 9 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,136,646 Positions 23,970 95,360 644 660,037 279,071 200,587 38,820 374,940 12,099 66,640 20,875 0 133,849 153,070 Changes from: April 13, 2021 Total Change is: 1,343 -2,590 2,478 644 15,158 8,626 -16,907 3,167 4,785 1,920 22 785 0 -71 -988 Percent of Open Interest Represented by Each Category of Trader 2.1 8.4 0.1 58.1 24.6 17.6 3.4 33.0 1.1 5.9 1.8 0.0 11.8 13.5 Number of Traders in Each Category Total Traders: 154 . 11 . 68 27 57 8 25 9 7 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,265,662 Positions 162,776 181,935 13,493 932,549 438,562 318,457 508,617 1,107,929 22,895 166,864 65,345 1,470 138,541 115,576 Changes from: April 13, 2021 Total Change is: -19,518 -12,632 16,378 -586 -16,258 -31,939 13,569 -352 -14,340 6,351 -4,061 -6,060 7 -5,556 -2,898 Percent of Open Interest Represented by Each Category of Trader 7.2 8.0 0.6 41.2 19.4 14.1 22.4 48.9 1.0 7.4 2.9 0.1 6.1 5.1 Number of Traders in Each Category Total Traders: 311 10 36 8 99 35 78 45 52 22 20 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,893,508 Positions 152,971 274,234 31,168 1,462,447 1,325,347 751,559 925,611 601,009 70,823 196,162 297,248 339 302,428 541,781 Changes from: April 13, 2021 Total Change is: -3,438 32,732 17,930 7,658 -54,401 -36,426 -7,539 87,164 5,873 13,375 -76,228 -6,911 17 -6,216 2,585 Percent of Open Interest Represented by Each Category of Trader 3.9 7.0 0.8 37.6 34.0 19.3 23.8 15.4 1.8 5.0 7.6 0.0 7.8 13.9 Number of Traders in Each Category Total Traders: 429 22 38 15 83 104 101 55 80 46 19 28 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 1,451,041 Positions 125,512 19,245 6,542 422,152 558,070 177,800 546,014 333,501 15,365 38,395 90,900 1 119,260 249,617 Changes from: April 13, 2021 Total Change is: 296 11,769 -2,824 -2,563 -5,590 -8,986 2,770 1,612 3,335 -2,987 -6,865 1,419 1 2,149 10,131 Percent of Open Interest Represented by Each Category of Trader 8.6 1.3 0.5 29.1 38.5 12.3 37.6 23.0 1.1 2.6 6.3 0.0 8.2 17.2 Number of Traders in Each Category Total Traders: 152 7 5 5 21 62 47 27 14 12 . 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,354,958 Positions 42,192 128,838 19,546 1,571,154 1,194,539 669,490 478,142 684,947 86,696 216,576 177,070 2,799 268,363 391,033 Changes from: April 13, 2021 Total Change is: -87,685 -462 26,137 -3,179 -25,343 -2,148 -4,340 -17,339 -85,598 -8,766 -14,451 -7,506 29 -13,834 -2,314 Percent of Open Interest Represented by Each Category of Trader 1.3 3.8 0.6 46.8 35.6 20.0 14.3 20.4 2.6 6.5 5.3 0.1 8.0 11.7 Number of Traders in Each Category Total Traders: 325 12 27 7 80 69 87 45 61 30 8 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,062,105 Positions 391,856 194,270 267,978 22,175 2,226 8,759 80,427 286,217 267,842 1,200 3,750 0 21,868 31,063 Changes from: April 13, 2021 Total Change is: 25,879 20,498 15,335 3,609 7,527 401 207 -5,386 3,103 914 0 2,000 0 -1,490 310 Percent of Open Interest Represented by Each Category of Trader 36.9 18.3 25.2 2.1 0.2 0.8 7.6 26.9 25.2 0.1 0.4 0.0 2.1 2.9 Number of Traders in Each Category Total Traders: 92 28 18 44 . . . 22 14 26 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is11,426,578 Positions 2,193,550 1,884,134 1,683,486 605,390 852,247 1,007,766 2,275,822 1,941,009 2,733,009 82,233 128,803 249,449 595,873 946,675 Changes from: April 13, 2021 Total Change is: -274,737 -1,348 -48,455 -75,229 -17,925 9,663 -46,905 5,659 30,775 -160,897 3,000 -12,576 -557 19,465 29,444 Percent of Open Interest Represented by Each Category of Trader 19.2 16.5 14.7 5.3 7.5 8.8 19.9 17.0 23.9 0.7 1.1 2.2 5.2 8.3 Number of Traders in Each Category Total Traders: 226 31 42 71 16 12 22 42 52 83 5 16 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 474,054 Positions 79,447 157,244 134,105 12,308 2,334 11,822 113,851 46,330 114,719 2,567 3,080 4,172 1,063 248 Changes from: April 13, 2021 Total Change is: 20,471 -6,196 6,351 8,975 490 0 2,734 -5,366 -16,601 18,815 228 -600 788 3 9 Percent of Open Interest Represented by Each Category of Trader 16.8 33.2 28.3 2.6 0.5 2.5 24.0 9.8 24.2 0.5 0.6 0.9 0.2 0.1 Number of Traders in Each Category Total Traders: 106 17 23 23 4 . . 15 26 34 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 258,704 Positions 47,371 101,858 34,631 191 13,483 1,772 118,284 44,985 49,869 120 5,668 6,338 128 100 Changes from: April 13, 2021 Total Change is: 10,820 90 8,157 5,176 6 -842 832 16,314 8,835 -11,503 -36 330 -175 116 10 Percent of Open Interest Represented by Each Category of Trader 18.3 39.4 13.4 0.1 5.2 0.7 45.7 17.4 19.3 0.0 2.2 2.4 0.0 0.0 Number of Traders in Each Category Total Traders: 97 13 23 14 . 6 . 22 26 27 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 153,914 Positions 0 43,589 0 1,466 2,949 0 2,610 17,168 89,533 60,278 500 0 27 175 Changes from: April 13, 2021 Total Change is: 9,401 0 59 0 0 66 0 -643 1,059 8,339 1,680 -195 0 25 73 Percent of Open Interest Represented by Each Category of Trader 0.0 28.3 0.0 1.0 1.9 0.0 1.7 11.2 58.2 39.2 0.3 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 29 0 8 0 . 5 0 . 6 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 8,817 Positions 516 87 70 372 554 0 2,616 6,709 328 2,173 268 90 2,652 711 Changes from: April 13, 2021 Total Change is: -836 -40 -224 70 6 214 -136 -363 -925 -35 -260 94 90 -168 16 Percent of Open Interest Represented by Each Category of Trader 5.9 1.0 0.8 4.2 6.3 0.0 29.7 76.1 3.7 24.6 3.0 1.0 30.1 8.1 Number of Traders in Each Category Total Traders: 86 . . . . . 0 30 25 11 15 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,034 Positions 0 0 0 60 33 0 790 1,536 120 75 53 10 979 282 Changes from: April 13, 2021 Total Change is: 17 0 0 0 60 1 0 33 41 -33 -91 -66 5 43 69 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 2.9 1.6 0.0 38.8 75.5 5.9 3.7 2.6 0.5 48.1 13.9 Number of Traders in Each Category Total Traders: 23 0 0 0 . . 0 11 7 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 36,777 Positions 3,328 8,057 2 8,171 4,586 979 8,025 16,006 2,746 7,028 1,131 0 6,498 3,270 Changes from: April 13, 2021 Total Change is: -2,388 -747 0 -3 -464 1,734 14 -827 -2,600 -634 156 -764 -64 181 -71 Percent of Open Interest Represented by Each Category of Trader 9.0 21.9 0.0 22.2 12.5 2.7 21.8 43.5 7.5 19.1 3.1 0.0 17.7 8.9 Number of Traders in Each Category Total Traders: 97 . . . 8 6 . 20 30 7 18 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 384,254 Positions 73,212 18,315 14,356 111,188 83,628 35,474 50,784 128,555 61,739 6,412 4,496 10,473 20,616 27,218 Changes from: April 13, 2021 Total Change is: 7,089 3,629 2,163 3,471 -10,810 -895 5,481 11,286 1,413 -3,926 691 857 -2,447 -286 972 Percent of Open Interest Represented by Each Category of Trader 19.1 4.8 3.7 28.9 21.8 9.2 13.2 33.5 16.1 1.7 1.2 2.7 5.4 7.1 Number of Traders in Each Category Total Traders: 177 12 11 16 14 33 22 33 47 52 7 11 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 20, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 33,606 Positions 2,555 7,394 42 26,189 1,098 122 2,780 24,854 0 1,548 28 0 370 68 Changes from: April 13, 2021 Total Change is: -349 500 18 -18 416 0 -118 -1,288 -210 -6 224 -31 0 -59 16 Percent of Open Interest Represented by Each Category of Trader 7.6 22.0 0.1 77.9 3.3 0.4 8.3 74.0 0.0 4.6 0.1 0.0 1.1 0.2 Number of Traders in Each Category Total Traders: 49 . . . 13 . . 8 . 0 17 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 23, 2021