Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 196,230
Positions
6,949 62,614 35,517 61,545 17,614 5,085 22,436 54,272 5,526 13,164 400 230 45,778 14,972
Changes from: December 8, 2020 Total Change is: 32,641
145 742 35,279 -4,057 -2,455 725 1,770 2,121 -1,666 221 0 -124 348 -1,981
Percent of Open Interest Represented by Each Category of Trader
3.5 31.9 18.1 31.4 9.0 2.6 11.4 27.7 2.8 6.7 0.2 0.1 23.3 7.6
Number of Traders in Each Category Total Traders: 108
6 9 7 23 10 8 20 27 14 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,913
Positions
497 23,232 65 9,944 4,752 611 15,835 7,360 119 0 484 0 21,842 12,290
Changes from: December 8, 2020 Total Change is: -6,009
-2,278 -6,198 -491 -53 262 -285 -526 1,841 -1,363 0 3 0 -1,013 222
Percent of Open Interest Represented by Each Category of Trader
1.0 47.5 0.1 20.3 9.7 1.2 32.4 15.0 0.2 0.0 1.0 0.0 44.7 25.1
Number of Traders in Each Category Total Traders: 43
. 8 . 12 5 . 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 142,242
Positions
19,893 27,811 72 52,997 46,851 6,520 26,836 27,093 1,653 1,600 6,854 0 32,671 25,388
Changes from: December 8, 2020 Total Change is: -21,942
9,687 8,870 -25,017 -3,237 -263 232 -518 -1,427 -2,758 0 0 0 -331 -1,579
Percent of Open Interest Represented by Each Category of Trader
14.0 19.6 0.1 37.3 32.9 4.6 18.9 19.0 1.2 1.1 4.8 0.0 23.0 17.8
Number of Traders in Each Category Total Traders: 102
6 7 . 17 19 10 24 24 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 193,317
Positions
4,442 136,999 46 100,794 7,941 6,487 33,998 23,561 2,653 10,676 559 0 34,221 15,071
Changes from: December 8, 2020 Total Change is: -9
-169 -3,756 -526 3,278 521 484 2,677 5,358 -2,039 -4,005 0 0 291 -51
Percent of Open Interest Represented by Each Category of Trader
2.3 70.9 0.0 52.1 4.1 3.4 17.6 12.2 1.4 5.5 0.3 0.0 17.7 7.8
Number of Traders in Each Category Total Traders: 115
4 9 . 34 12 11 34 17 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 657,046
Positions
35,770 451,853 14,129 377,303 72,034 19,190 66,504 48,447 3,818 41,660 6,332 2,455 96,217 38,788
Changes from: December 8, 2020 Total Change is: -26,305
-8,358 3,558 -10,217 5,705 790 -2,066 -5,908 -10,426 -4,210 2,484 787 -390 -3,345 -4,131
Percent of Open Interest Represented by Each Category of Trader
5.4 68.8 2.2 57.4 11.0 2.9 10.1 7.4 0.6 6.3 1.0 0.4 14.6 5.9
Number of Traders in Each Category Total Traders: 281
13 13 9 110 28 41 50 24 17 32 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,123
Positions
0 8,121 0 11,389 2,996 2,247 0 6,225 0 800 449 0 10,687 5,085
Changes from: December 8, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 32.3 0.0 45.3 11.9 8.9 0.0 24.8 0.0 3.2 1.8 0.0 42.5 20.2
Number of Traders in Each Category Total Traders: 21
0 . 0 11 4 8 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,981
Positions
0 3,792 705 6,502 7,383 1,430 0 79 450 0 360 40 8,854 3,742
Changes from: December 8, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 21.1 3.9 36.2 41.1 8.0 0.0 0.4 2.5 0.0 2.0 0.2 49.2 20.8
Number of Traders in Each Category Total Traders: 21
0 4 . 7 8 6 0 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 127,016
Positions
3,505 40,227 0 48,109 49,096 2,843 35,708 18,461 917 1,952 420 0 33,982 15,052
Changes from: December 8, 2020 Total Change is: -33,264
-7,310 -5,768 -7,346 3,026 1,545 -69 -6,138 -4,230 -15,727 226 0 0 74 -1,669
Percent of Open Interest Represented by Each Category of Trader
2.8 31.7 0.0 37.9 38.7 2.2 28.1 14.5 0.7 1.5 0.3 0.0 26.8 11.9
Number of Traders in Each Category Total Traders: 79
. 10 0 18 9 8 18 19 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,723
Positions
285 8,862 4,635 13,689 2,426 0 6,326 10,498 3,528 1,829 1,276 63 2,368 1,435
Changes from: December 8, 2020 Total Change is: 8,704
-150 568 4,438 3,248 -2,300 0 -803 4,081 1,700 76 61 0 195 156
Percent of Open Interest Represented by Each Category of Trader
0.9 27.1 14.2 41.8 7.4 0.0 19.3 32.1 10.8 5.6 3.9 0.2 7.2 4.4
Number of Traders in Each Category Total Traders: 49
. 5 . 10 . 0 12 9 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 142,913
Positions
210 77,442 506 69,926 1,809 894 60,969 36,548 59 2,518 22,801 0 7,831 2,854
Changes from: December 8, 2020 Total Change is: -48,920
-974 2,108 -36,605 5,198 267 255 -7,881 -6,425 -7,547 -681 -986 -38 -647 51
Percent of Open Interest Represented by Each Category of Trader
0.1 54.2 0.4 48.9 1.3 0.6 42.7 25.6 0.0 1.8 16.0 0.0 5.5 2.0
Number of Traders in Each Category Total Traders: 143
. 9 . 25 4 6 57 26 4 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,624
Positions
12,566 0 1,970 8,170 8,359 0 8,172 24,136 126 3,054 1,100 0 3,566 1,933
Changes from: December 8, 2020 Total Change is: 1,963
-223 0 93 423 -6,217 -7 1,672 12,513 -132 -11 -19 0 148 -4,268
Percent of Open Interest Represented by Each Category of Trader
33.4 0.0 5.2 21.7 22.2 0.0 21.7 64.2 0.3 8.1 2.9 0.0 9.5 5.1
Number of Traders in Each Category Total Traders: 63
. 0 . 11 4 0 16 17 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,402
Positions
2,345 19,270 0 19,546 6,114 349 15,368 17,450 214 3,262 1,285 6 6,312 2,714
Changes from: December 8, 2020 Total Change is: -13,859
-2,092 1,120 -2,162 -245 2 -351 -6,674 -9,451 -2,591 166 193 0 90 -619
Percent of Open Interest Represented by Each Category of Trader
4.9 40.7 0.0 41.2 12.9 0.7 32.4 36.8 0.5 6.9 2.7 0.0 13.3 5.7
Number of Traders in Each Category Total Traders: 86
. . 0 19 6 . 29 17 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,999
Positions
0 128 0 4,648 2,449 0 5,644 8,052 0 195 110 0 1,512 1,260
Changes from: December 8, 2020 Total Change is: -3,021
-2,512 128 -128 658 203 0 -502 -2,340 -704 -45 -31 0 212 -149
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 38.7 20.4 0.0 47.0 67.1 0.0 1.6 0.9 0.0 12.6 10.5
Number of Traders in Each Category Total Traders: 25
0 . 0 5 . 0 10 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,587
Positions
23,946 13,251 4,567 6,916 2,825 507 6,996 10,284 636 188 14,197 118 9,715 7,204
Changes from: December 8, 2020 Total Change is: 2,229
3,054 1,575 358 -430 -532 -164 -2,020 683 476 -198 176 118 1,036 -459
Percent of Open Interest Represented by Each Category of Trader
44.7 24.7 8.5 12.9 5.3 0.9 13.1 19.2 1.2 0.4 26.5 0.2 18.1 13.4
Number of Traders in Each Category Total Traders: 98
21 16 10 16 6 7 19 14 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,174
Positions
47,891 26,501 9,134 13,832 5,649 1,014 13,991 20,568 1,271 376 28,394 235 19,430 14,408
Changes from: December 8, 2020 Total Change is: 4,458
6,107 3,149 716 -860 -1,063 -328 -4,039 1,365 951 -396 351 235 2,072 -918
Percent of Open Interest Represented by Each Category of Trader
44.7 24.7 8.5 12.9 5.3 0.9 13.1 19.2 1.2 0.4 26.5 0.2 18.1 13.4
Number of Traders in Each Category Total Traders: 98
21 16 10 16 6 7 19 14 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,705
Positions
7,288 18,887 3,399 14,865 4,557 2,119 1,334 2,298 408 400 0 0 2,892 1,037
Changes from: December 8, 2020 Total Change is: 5,656
1,293 -182 3,396 279 1,241 341 -562 177 408 0 -431 0 501 706
Percent of Open Interest Represented by Each Category of Trader
22.3 57.7 10.4 45.5 13.9 6.5 4.1 7.0 1.2 1.2 0.0 0.0 8.8 3.2
Number of Traders in Each Category Total Traders: 30
4 7 . 13 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 637,832
Positions
62,222 143,960 49,615 257,558 106,707 70,736 56,567 82,802 29,879 23,577 72,638 3,578 84,099 77,916
Changes from: December 8, 2020 Total Change is: 59,732
1,568 12,790 27,613 1,225 1,818 9,684 3,882 -4,381 2,744 794 -1,068 2,042 10,179 8,490
Percent of Open Interest Represented by Each Category of Trader
9.8 22.6 7.8 40.4 16.7 11.1 8.9 13.0 4.7 3.7 11.4 0.6 13.2 12.2
Number of Traders in Each Category Total Traders: 547
35 43 37 157 88 118 63 98 71 31 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,878
Positions
4,175 26,763 7 1,000 0 0 7,231 7,472 506 164 0 0 24,795 3,130
Changes from: December 8, 2020 Total Change is: 2,801
-1,300 4,880 0 0 0 0 -1,468 -1,797 386 164 0 0 5,019 -668
Percent of Open Interest Represented by Each Category of Trader
11.0 70.7 0.0 2.6 0.0 0.0 19.1 19.7 1.3 0.4 0.0 0.0 65.5 8.3
Number of Traders in Each Category Total Traders: 25
. 8 . . 0 0 7 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,042
Positions
5,557 6,402 2,703 2,905 4,827 128 344 0 1 0 0 0 3,404 981
Changes from: December 8, 2020 Total Change is: 2,953
-451 826 2,703 58 -650 0 -488 0 1 0 0 0 1,130 73
Percent of Open Interest Represented by Each Category of Trader
36.9 42.6 18.0 19.3 32.1 0.9 2.3 0.0 0.0 0.0 0.0 0.0 22.6 6.5
Number of Traders in Each Category Total Traders: 21
5 7 5 . 5 . . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,320
Positions
7,990 15,256 8,367 5,152 250 1,070 1,959 998 535 0 0 0 3,247 1,844
Changes from: December 8, 2020 Total Change is: 7,804
-285 -1,198 8,117 -1,932 -300 897 142 -155 326 0 0 0 539 117
Percent of Open Interest Represented by Each Category of Trader
28.2 53.9 29.5 18.2 0.9 3.8 6.9 3.5 1.9 0.0 0.0 0.0 11.5 6.5
Number of Traders in Each Category Total Traders: 32
. 9 5 9 . . 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,999,769
Positions
331,611 627,361 206,667 1,282,792 533,536 353,680 296,704 426,674 96,838 117,883 364,010 17,072 296,522 373,931
Changes from: December 8, 2020 Total Change is: 284,656
18,664 43,870 133,743 6,125 9,092 48,422 3,376 -36,296 35,167 3,968 -4,519 9,389 25,802 45,788
Percent of Open Interest Represented by Each Category of Trader
11.1 20.9 6.9 42.8 17.8 11.8 9.9 14.2 3.2 3.9 12.1 0.6 9.9 12.5
Number of Traders in Each Category Total Traders: 547
35 43 37 157 88 118 65 96 68 31 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,646
Positions
6,058 20,427 6,243 15,292 288 5,446 1,955 2,837 48 0 650 0 3,604 2,707
Changes from: December 8, 2020 Total Change is: 11,961
164 -1,180 6,243 -147 0 5,446 -2 -226 48 0 0 0 209 1,630
Percent of Open Interest Represented by Each Category of Trader
15.7 52.9 16.2 39.6 0.7 14.1 5.1 7.3 0.1 0.0 1.7 0.0 9.3 7.0
Number of Traders in Each Category Total Traders: 27
4 8 4 7 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,753
Positions
5,159 21,317 9,802 14,061 1,014 412 830 0 0 0 0 0 3,489 1,208
Changes from: December 8, 2020 Total Change is: 10,471
0 -116 9,802 73 507 0 0 0 0 0 0 0 596 278
Percent of Open Interest Represented by Each Category of Trader
15.3 63.2 29.0 41.7 3.0 1.2 2.5 0.0 0.0 0.0 0.0 0.0 10.3 3.6
Number of Traders in Each Category Total Traders: 21
4 7 4 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,630
Positions
7,353 11,428 436 4,710 3,842 0 1,199 0 0 0 0 0 2,932 924
Changes from: December 8, 2020 Total Change is: 427
149 -113 436 -625 0 0 170 0 0 0 0 0 297 104
Percent of Open Interest Represented by Each Category of Trader
44.2 68.7 2.6 28.3 23.1 0.0 7.2 0.0 0.0 0.0 0.0 0.0 17.6 5.6
Number of Traders in Each Category Total Traders: 22
4 10 . 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 198,778
Positions
83,954 78,874 113,324 0 0 0 0 5,030 1,000 0 0 0 500 550
Changes from: December 8, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.2 39.7 57.0 0.0 0.0 0.0 0.0 2.5 0.5 0.0 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 20
10 9 12 0 0 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 162,400
Positions
919 2,390 111 19,417 0 0 89,753 33,606 22,820 1,580 0 0 27,800 103,473
Changes from: December 8, 2020 Total Change is: 9,822
-2,532 2,390 111 -250 0 -856 -4,635 1,547 16,736 0 -2,040 -40 1,288 -8,026
Percent of Open Interest Represented by Each Category of Trader
0.6 1.5 0.1 12.0 0.0 0.0 55.3 20.7 14.1 1.0 0.0 0.0 17.1 63.7
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 6 9 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,211
Positions
6,630 13,864 3,525 31,144 30,474 1,768 1,765 3,396 76 1,716 0 0 10,587 4,108
Changes from: December 8, 2020 Total Change is: 2,749
252 376 2,980 -1,027 -812 -131 -107 -98 -291 330 0 0 743 725
Percent of Open Interest Represented by Each Category of Trader
11.6 24.2 6.2 54.4 53.3 3.1 3.1 5.9 0.1 3.0 0.0 0.0 18.5 7.2
Number of Traders in Each Category Total Traders: 73
6 8 . 31 15 11 5 6 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,366
Positions
11,754 7,886 4,436 13,577 6,373 1,977 8,444 21,545 1,724 2,601 2,770 187 10,665 8,467
Changes from: December 8, 2020 Total Change is: 6,464
-207 -1,315 3,230 -557 462 1,108 -663 604 861 792 7 108 1,791 1,400
Percent of Open Interest Represented by Each Category of Trader
21.2 14.2 8.0 24.5 11.5 3.6 15.3 38.9 3.1 4.7 5.0 0.3 19.3 15.3
Number of Traders in Each Category Total Traders: 285
26 23 22 67 35 32 40 58 32 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 276,828
Positions
58,768 39,431 22,181 67,886 31,866 9,885 42,220 107,724 8,621 13,006 13,850 935 53,326 42,335
Changes from: December 8, 2020 Total Change is: 32,321
-1,034 -6,577 16,149 -2,784 2,312 5,540 -3,313 3,020 4,305 3,961 33 540 8,957 6,999
Percent of Open Interest Represented by Each Category of Trader
21.2 14.2 8.0 24.5 11.5 3.6 15.3 38.9 3.1 4.7 5.0 0.3 19.3 15.3
Number of Traders in Each Category Total Traders: 285
26 23 22 67 35 32 40 58 32 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 632,403
Positions
104,379 111,057 65,191 277,016 172,364 59,470 76,147 133,297 9,399 8,868 57,835 663 31,270 23,127
Changes from: December 8, 2020 Total Change is: 73,815
6,157 10,754 59,961 -11,382 -9,392 9,178 2,703 -6,373 5,285 -1,225 1,074 663 2,475 2,665
Percent of Open Interest Represented by Each Category of Trader
16.5 17.6 10.3 43.8 27.3 9.4 12.0 21.1 1.5 1.4 9.1 0.1 4.9 3.7
Number of Traders in Each Category Total Traders: 361
32 21 17 109 51 54 54 57 24 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,037
Positions
5,117 13,963 1,978 4,571 993 0 4,254 0 1,136 0 0 0 1,981 967
Changes from: December 8, 2020 Total Change is: -1,706
-1,676 -1,443 669 21 -164 0 -674 -276 -899 0 0 0 853 407
Percent of Open Interest Represented by Each Category of Trader
26.9 73.3 10.4 24.0 5.2 0.0 22.3 0.0 6.0 0.0 0.0 0.0 10.4 5.1
Number of Traders in Each Category Total Traders: 21
. 8 4 5 . 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,138
Positions
0 6,037 0 9,535 227 32 1,090 2,364 21 280 1,594 0 4,180 4,863
Changes from: December 8, 2020 Total Change is: -5,271
-631 -6,509 0 264 0 -1 -215 714 -1,411 280 957 -675 -2,882 1,654
Percent of Open Interest Represented by Each Category of Trader
0.0 39.9 0.0 63.0 1.5 0.2 7.2 15.6 0.1 1.8 10.5 0.0 27.6 32.1
Number of Traders in Each Category Total Traders: 24
0 . 0 10 . . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,211
Positions
5,918 5,348 901 12,896 2,252 863 11,387 6,051 22 1,654 1,781 0 7,570 23,993
Changes from: December 8, 2020 Total Change is: -19,046
-11,325 -12,017 -2,122 228 -2,072 604 -3,981 -6,306 -1,443 298 290 -171 -1,134 4,191
Percent of Open Interest Represented by Each Category of Trader
14.4 13.0 2.2 31.3 5.5 2.1 27.6 14.7 0.1 4.0 4.3 0.0 18.4 58.2
Number of Traders in Each Category Total Traders: 59
8 8 . 10 5 4 12 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 457,124
Positions
34,590 255,353 37,586 298,006 83,695 44,227 20,629 17,204 4,300 6,922 8,112 0 10,864 6,647
Changes from: December 8, 2020 Total Change is: 28,390
984 -16,097 29,745 -1,989 128 -567 -6,204 8,012 3,432 566 4,307 0 2,423 -570
Percent of Open Interest Represented by Each Category of Trader
7.6 55.9 8.2 65.2 18.3 9.7 4.5 3.8 0.9 1.5 1.8 0.0 2.4 1.5
Number of Traders in Each Category Total Traders: 184
13 16 14 68 46 41 15 13 9 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,472,498
Positions
130,104 702,617 122,613 831,183 276,892 121,122 111,376 67,276 25,817 46,266 106,176 3,948 80,069 46,037
Changes from: December 8, 2020 Total Change is: 175,736
15,152 6,562 107,968 -9,850 -14 11,255 -2,887 -1,585 14,708 828 2,801 -906 39,468 34,947
Percent of Open Interest Represented by Each Category of Trader
8.8 47.7 8.3 56.4 18.8 8.2 7.6 4.6 1.8 3.1 7.2 0.3 5.4 3.1
Number of Traders in Each Category Total Traders: 429
32 16 17 178 65 85 60 32 31 31 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 217,528
Positions
61,384 171,291 33,726 23,159 500 2,686 84,792 315 8,286 2,634 65 600 261 59
Changes from: December 8, 2020 Total Change is: 2,916
102 429 1,256 46 100 0 400 5 500 25 0 600 -13 26
Percent of Open Interest Represented by Each Category of Trader
28.2 78.7 15.5 10.6 0.2 1.2 39.0 0.1 3.8 1.2 0.0 0.3 0.1 0.0
Number of Traders in Each Category Total Traders: 89
9 22 18 13 . . 30 . 5 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,158,582
Positions
14,259 115,545 6,180 655,804 178,239 160,055 54,206 483,677 42,876 68,840 22,141 0 156,362 149,869
Changes from: December 8, 2020 Total Change is: -2,706
2,888 -6,635 -1,282 -5,100 16,180 1,907 -4,073 -6,300 -5,969 2,071 4,341 0 6,852 -4,948
Percent of Open Interest Represented by Each Category of Trader
1.2 10.0 0.5 56.6 15.4 13.8 4.7 41.7 3.7 5.9 1.9 0.0 13.5 12.9
Number of Traders in Each Category Total Traders: 180
10 15 5 55 27 42 16 42 20 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,028,000
Positions
23,628 103,753 0 518,914 190,551 198,601 75,921 367,195 18,608 52,706 15,071 0 139,622 134,221
Changes from: December 8, 2020 Total Change is: -1,631
-281 -2,904 0 5,573 142 -3,852 530 12,764 -4,713 125 390 0 987 -3,458
Percent of Open Interest Represented by Each Category of Trader
2.3 10.1 0.0 50.5 18.5 19.3 7.4 35.7 1.8 5.1 1.5 0.0 13.6 13.1
Number of Traders in Each Category Total Traders: 133
. 11 0 58 25 53 7 22 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,888,479
Positions
37,715 137,907 17,078 835,164 538,861 256,623 356,117 720,635 51,856 171,177 65,399 970 161,779 99,150
Changes from: December 8, 2020 Total Change is: 40,431
-8,135 6,225 993 30,354 -8,746 224 22,706 48,119 -2,539 1,032 4,977 36 -4,240 -8,858
Percent of Open Interest Represented by Each Category of Trader
2.0 7.3 0.9 44.2 28.5 13.6 18.9 38.2 2.7 9.1 3.5 0.1 8.6 5.3
Number of Traders in Each Category Total Traders: 274
12 23 8 93 30 64 50 40 23 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,195,234
Positions
172,766 247,040 50,281 1,286,930 1,137,265 624,702 375,418 533,485 78,752 242,774 139,321 2,768 360,843 381,620
Changes from: December 8, 2020 Total Change is: -8,331
-8,854 -29,290 18,603 27,323 105,987 -23,282 -6,335 -50,200 -21,254 -5,241 -2,538 1,992 8,717 -8,349
Percent of Open Interest Represented by Each Category of Trader
5.4 7.7 1.6 40.3 35.6 19.6 11.7 16.7 2.5 7.6 4.4 0.1 11.3 11.9
Number of Traders in Each Category Total Traders: 372
20 35 14 90 78 93 43 71 32 20 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 997,012
Positions
80,649 23,039 7,409 347,488 362,988 113,409 263,870 242,012 14,698 44,383 27,386 0 125,106 206,071
Changes from: December 8, 2020 Total Change is: 24,427
10,448 -1,532 -1,528 27,342 5,414 -2,787 -4,109 13,568 -710 -491 4,571 0 -3,738 7,431
Percent of Open Interest Represented by Each Category of Trader
8.1 2.3 0.7 34.9 36.4 11.4 26.5 24.3 1.5 4.5 2.7 0.0 12.5 20.7
Number of Traders in Each Category Total Traders: 118
5 7 5 24 47 42 18 9 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,190,595
Positions
38,850 291,800 16,364 1,416,263 540,593 525,358 438,570 1,237,836 133,192 329,492 148,521 660 291,846 296,271
Changes from: December 8, 2020 Total Change is: 48,559
-5,112 17,237 206 6,516 -12,443 10,652 40,237 34,399 -17,825 9,232 2,994 0 4,653 13,339
Percent of Open Interest Represented by Each Category of Trader
1.2 9.1 0.5 44.4 16.9 16.5 13.7 38.8 4.2 10.3 4.7 0.0 9.1 9.3
Number of Traders in Each Category Total Traders: 292
13 22 10 92 49 76 38 53 26 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,073,735
Positions
295,468 347,700 213,969 20,432 5,289 19,309 294,917 260,799 199,149 7,734 1,993 989 21,768 24,538
Changes from: December 8, 2020 Total Change is: 84,961
13,899 52,631 27,526 11,939 0 -2,255 11,419 -13,480 21,825 620 0 -682 670 -604
Percent of Open Interest Represented by Each Category of Trader
27.5 32.4 19.9 1.9 0.5 1.8 27.5 24.3 18.5 0.7 0.2 0.1 2.0 2.3
Number of Traders in Each Category Total Traders: 98
27 14 36 . . . 27 16 35 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 9,075,365
Positions
1,767,141 2,118,238 1,723,601 413,965 462,158 286,340 1,115,875 577,454 2,893,519 73,238 85,645 124,392 677,294 804,018
Changes from: December 8, 2020 Total Change is: -934,658
17,613 -340,370 -303,776 46,700 1,509 -62,084 -434,466 -27,368 -266,180 -9,657 3,920 -4,201 81,393 63,892
Percent of Open Interest Represented by Each Category of Trader
19.5 23.3 19.0 4.6 5.1 3.2 12.3 6.4 31.9 0.8 0.9 1.4 7.5 8.9
Number of Traders in Each Category Total Traders: 210
26 41 59 17 11 15 43 45 80 8 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 496,065
Positions
9,384 204,471 98,379 2,405 13,919 10,191 254,114 47,225 118,514 451 639 2,466 161 261
Changes from: December 8, 2020 Total Change is: -14,187
-5,218 -9,896 1,551 75 2,857 -1,499 -4,900 -3,234 -3,737 230 449 -688 -1 10
Percent of Open Interest Represented by Each Category of Trader
1.9 41.2 19.8 0.5 2.8 2.1 51.2 9.5 23.9 0.1 0.1 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 91
10 21 21 . 4 . 19 24 31 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 189,322
Positions
33,363 119,641 17,200 4,679 440 1,940 77,602 13,551 34,424 18,797 806 1,271 46 49
Changes from: December 8, 2020 Total Change is: 9,736
12,508 12,712 678 2,134 2 -1,534 -5,345 -2,999 777 558 147 -31 -9 -16
Percent of Open Interest Represented by Each Category of Trader
17.6 63.2 9.1 2.5 0.2 1.0 41.0 7.2 18.2 9.9 0.4 0.7 0.0 0.0
Number of Traders in Each Category Total Traders: 79
10 19 14 . . . 16 25 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,729
Positions
0 18,361 0 3,404 1,559 0 2,922 59,338 20,275 74,113 1,044 0 15 152
Changes from: December 8, 2020 Total Change is: -58,433
0 -38,117 0 0 53 0 -152 43,880 -64,252 5,980 0 0 -9 3
Percent of Open Interest Represented by Each Category of Trader
0.0 18.2 0.0 3.4 1.5 0.0 2.9 58.9 20.1 73.6 1.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 26
0 5 0 . 5 0 . . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,370
Positions
437 618 0 492 26 14 3,946 8,702 625 2,027 84 695 3,134 606
Changes from: December 8, 2020 Total Change is: -380
121 -25 0 -52 15 -5 -419 -652 132 -36 -93 148 -269 100
Percent of Open Interest Represented by Each Category of Trader
3.8 5.4 0.0 4.3 0.2 0.1 34.7 76.5 5.5 17.8 0.7 6.1 27.6 5.3
Number of Traders in Each Category Total Traders: 99
. . 0 5 . . 41 16 7 26 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,894
Positions
10,024 53 0 5,242 10,387 1,015 12,942 15,604 2,224 907 3,058 0 3,540 3,553
Changes from: December 8, 2020 Total Change is: -12,622
4,222 -3,293 -8,228 268 776 99 -8,845 -1,642 1,429 232 -58 -165 -1,634 -1,540
Percent of Open Interest Represented by Each Category of Trader
27.9 0.1 0.0 14.6 28.9 2.8 36.1 43.5 6.2 2.5 8.5 0.0 9.9 9.9
Number of Traders in Each Category Total Traders: 102
. . 0 5 12 . 21 36 7 9 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 15, 2020
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 303,478
Positions
41,323 15,404 10,721 124,690 62,176 25,585 31,624 120,514 31,845 11,153 3,363 7,536 19,001 26,334
Changes from: December 8, 2020 Total Change is: 5,689
1,415 1,250 1,200 1,473 -7,194 1,859 -2,485 4,639 1,921 -1,063 758 2,180 -811 -924
Percent of Open Interest Represented by Each Category of Trader
13.6 5.1 3.5 41.1 20.5 8.4 10.4 39.7 10.5 3.7 1.1 2.5 6.3 8.7
Number of Traders in Each Category Total Traders: 148
8 12 18 14 25 15 22 44 35 8 7 9
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Traders in Financial Futures - Futures Only Positions as of December 15, 2020
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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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 33,889
Positions
4,122 5,055 1,941 17,422 3,963 23 861 15,543 7,175 2,107 176 0 238 13
Changes from: December 8, 2020 Total Change is: 9,240
-225 2,752 1,897 54 -4,204 0 283 1,621 7,175 116 0 0 -60 -1
Percent of Open Interest Represented by Each Category of Trader
12.2 14.9 5.7 51.4 11.7 0.1 2.5 45.9 21.2 6.2 0.5 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 41
. 4 . 9 . . 5 7 . 11 . 0
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Updated December 18, 2020