Traders in Financial Futures - Futures Only Positions as of December 21, 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 156,597
Positions
2,882 83,913 6 63,844 18,221 4,280 25,148 31,066 4,917 14,072 0 230 41,218 13,964
Changes from: December 15, 2020 Total Change is: -39,633
-4,067 21,299 -35,511 2,299 607 -805 2,712 -23,206 -609 908 -400 0 -4,560 -1,008
Percent of Open Interest Represented by Each Category of Trader
1.8 53.6 0.0 40.8 11.6 2.7 16.1 19.8 3.1 9.0 0.0 0.1 26.3 8.9
Number of Traders in Each Category Total Traders: 104
. 10 . 24 9 5 22 23 15 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 53,305
Positions
497 24,591 69 10,086 5,054 349 21,494 11,376 4 0 484 0 20,806 11,378
Changes from: December 15, 2020 Total Change is: 4,392
0 1,359 4 142 302 -262 5,659 4,016 -115 0 0 0 -1,036 -912
Percent of Open Interest Represented by Each Category of Trader
0.9 46.1 0.1 18.9 9.5 0.7 40.3 21.3 0.0 0.0 0.9 0.0 39.0 21.3
Number of Traders in Each Category Total Traders: 47
. 9 . 12 5 . 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 144,606
Positions
20,356 28,802 461 53,304 46,844 7,176 28,446 27,132 3,494 1,600 6,854 0 29,769 23,843
Changes from: December 15, 2020 Total Change is: 2,364
463 991 389 307 -7 656 1,610 39 1,841 0 0 0 -2,902 -1,545
Percent of Open Interest Represented by Each Category of Trader
14.1 19.9 0.3 36.9 32.4 5.0 19.7 18.8 2.4 1.1 4.7 0.0 20.6 16.5
Number of Traders in Each Category Total Traders: 103
5 8 4 17 20 11 26 22 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 196,845
Positions
3,908 139,896 7 105,681 7,421 6,414 31,937 23,404 2,327 12,781 559 0 33,790 16,817
Changes from: December 15, 2020 Total Change is: 3,528
-534 2,897 -39 4,887 -520 -73 -2,061 -157 -326 2,105 0 0 -431 1,746
Percent of Open Interest Represented by Each Category of Trader
2.0 71.1 0.0 53.7 3.8 3.3 16.2 11.9 1.2 6.5 0.3 0.0 17.2 8.5
Number of Traders in Each Category Total Traders: 112
. 11 . 36 11 12 26 21 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 659,499
Positions
34,542 455,340 12,042 380,121 69,671 20,923 68,772 50,411 5,541 42,509 6,021 2,463 92,586 37,087
Changes from: December 15, 2020 Total Change is: 2,453
-1,228 3,487 -2,087 2,818 -2,363 1,733 2,268 1,964 1,723 849 -311 8 -3,631 -1,701
Percent of Open Interest Represented by Each Category of Trader
5.2 69.0 1.8 57.6 10.6 3.2 10.4 7.6 0.8 6.4 0.9 0.4 14.0 5.6
Number of Traders in Each Category Total Traders: 292
13 13 8 110 28 42 55 29 17 35 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 26,128
Positions
0 8,660 0 11,790 2,961 2,474 0 7,006 0 800 449 0 11,064 4,578
Changes from: December 15, 2020 Total Change is: 1,005
0 539 0 401 -35 227 0 781 0 0 0 0 377 -507
Percent of Open Interest Represented by Each Category of Trader
0.0 33.1 0.0 45.1 11.3 9.5 0.0 26.8 0.0 3.1 1.7 0.0 42.3 17.5
Number of Traders in Each Category Total Traders: 25
0 . 0 12 4 8 0 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 16,757
Positions
0 3,961 24 6,705 7,411 1,443 0 516 0 0 360 40 8,545 3,002
Changes from: December 15, 2020 Total Change is: -1,224
0 169 -681 203 28 13 0 437 -450 0 0 0 -309 -740
Percent of Open Interest Represented by Each Category of Trader
0.0 23.6 0.1 40.0 44.2 8.6 0.0 3.1 0.0 0.0 2.1 0.2 51.0 17.9
Number of Traders in Each Category Total Traders: 20
0 . . 7 8 6 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 136,013
Positions
3,355 43,053 0 54,576 47,726 2,795 39,044 22,350 1,159 2,483 420 0 32,601 18,510
Changes from: December 15, 2020 Total Change is: 8,997
-150 2,826 0 6,467 -1,370 -48 3,336 3,889 242 531 0 0 -1,381 3,458
Percent of Open Interest Represented by Each Category of Trader
2.5 31.7 0.0 40.1 35.1 2.1 28.7 16.4 0.9 1.8 0.3 0.0 24.0 13.6
Number of Traders in Each Category Total Traders: 82
. 10 0 22 8 8 21 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 25,357
Positions
0 9,564 35 16,469 2,504 0 4,985 10,959 10 1,839 766 0 2,019 1,519
Changes from: December 15, 2020 Total Change is: -7,366
-285 702 -4,600 2,780 78 0 -1,341 461 -3,518 10 -510 -63 -349 84
Percent of Open Interest Represented by Each Category of Trader
0.0 37.7 0.1 64.9 9.9 0.0 19.7 43.2 0.0 7.3 3.0 0.0 8.0 6.0
Number of Traders in Each Category Total Traders: 46
0 5 . 10 . 0 10 11 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 142,814
Positions
135 77,482 620 73,286 1,869 804 57,835 35,892 264 2,793 22,973 0 7,077 2,910
Changes from: December 15, 2020 Total Change is: -99
-75 40 114 3,360 60 -90 -3,134 -656 205 275 172 0 -754 56
Percent of Open Interest Represented by Each Category of Trader
0.1 54.3 0.4 51.3 1.3 0.6 40.5 25.1 0.2 2.0 16.1 0.0 5.0 2.0
Number of Traders in Each Category Total Traders: 148
. 11 . 26 5 . 54 27 6 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 37,756
Positions
13,616 0 920 8,437 8,607 0 7,087 25,020 264 3,728 1,150 0 3,704 1,795
Changes from: December 15, 2020 Total Change is: 132
1,050 0 -1,050 267 248 0 -1,085 884 138 674 50 0 138 -138
Percent of Open Interest Represented by Each Category of Trader
36.1 0.0 2.4 22.3 22.8 0.0 18.8 66.3 0.7 9.9 3.0 0.0 9.8 4.8
Number of Traders in Each Category Total Traders: 59
. 0 . 12 4 0 15 13 . 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 48,309
Positions
2,626 18,308 0 18,839 6,131 733 16,815 18,610 324 2,844 1,231 6 6,122 2,966
Changes from: December 15, 2020 Total Change is: 907
281 -962 0 -707 17 384 1,447 1,160 110 -418 -54 0 -190 252
Percent of Open Interest Represented by Each Category of Trader
5.4 37.9 0.0 39.0 12.7 1.5 34.8 38.5 0.7 5.9 2.5 0.0 12.7 6.1
Number of Traders in Each Category Total Traders: 83
. 4 0 17 7 4 29 15 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 11,421
Positions
0 128 0 4,813 1,715 0 5,092 8,581 0 195 0 0 1,321 997
Changes from: December 15, 2020 Total Change is: -578
0 0 0 165 -734 0 -552 529 0 0 -110 0 -191 -263
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 42.1 15.0 0.0 44.6 75.1 0.0 1.7 0.0 0.0 11.6 8.7
Number of Traders in Each Category Total Traders: 27
0 . 0 5 . 0 9 9 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 40,772
Positions
16,408 8,913 510 6,567 2,225 651 8,020 7,129 503 339 14,193 0 7,775 6,650
Changes from: December 15, 2020 Total Change is: -12,815
-7,538 -4,338 -4,057 -349 -600 144 1,024 -3,155 -133 151 -5 -118 -1,940 -555
Percent of Open Interest Represented by Each Category of Trader
40.2 21.9 1.3 16.1 5.5 1.6 19.7 17.5 1.2 0.8 34.8 0.0 19.1 16.3
Number of Traders in Each Category Total Traders: 94
19 12 . 18 6 6 19 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 81,544
Positions
32,816 17,826 1,020 13,134 4,449 1,301 16,039 14,258 1,006 678 28,385 0 15,550 13,299
Changes from: December 15, 2020 Total Change is: -25,630
-15,075 -8,675 -8,114 -698 -1,200 287 2,048 -6,310 -265 302 -9 -235 -3,880 -1,109
Percent of Open Interest Represented by Each Category of Trader
40.2 21.9 1.3 16.1 5.5 1.6 19.7 17.5 1.2 0.8 34.8 0.0 19.1 16.3
Number of Traders in Each Category Total Traders: 94
19 12 . 18 6 6 19 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 23,290
Positions
961 12,734 366 15,012 4,546 2,172 2,057 2,772 0 400 444 0 2,322 256
Changes from: December 15, 2020 Total Change is: -9,415
-6,327 -6,153 -3,033 147 -11 53 723 474 -408 0 444 0 -570 -781
Percent of Open Interest Represented by Each Category of Trader
4.1 54.7 1.6 64.5 19.5 9.3 8.8 11.9 0.0 1.7 1.9 0.0 10.0 1.1
Number of Traders in Each Category Total Traders: 29
. 8 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 495,182
Positions
51,374 133,112 3,748 257,750 107,033 54,200 47,491 77,313 4,421 24,351 69,836 767 51,080 44,753
Changes from: December 15, 2020 Total Change is: -142,650
-10,849 -10,849 -45,867 191 326 -16,536 -9,076 -5,489 -25,457 774 -2,802 -2,812 -33,019 -33,163
Percent of Open Interest Represented by Each Category of Trader
10.4 26.9 0.8 52.1 21.6 10.9 9.6 15.6 0.9 4.9 14.1 0.2 10.3 9.0
Number of Traders in Each Category Total Traders: 525
36 35 15 160 85 111 65 86 43 31 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 14,938
Positions
5,666 12,039 0 5,008 250 173 1,170 970 207 0 0 0 2,714 1,299
Changes from: December 15, 2020 Total Change is: -13,382
-2,324 -3,217 -8,367 -144 0 -897 -789 -28 -328 0 0 0 -533 -545
Percent of Open Interest Represented by Each Category of Trader
37.9 80.6 0.0 33.5 1.7 1.2 7.8 6.5 1.4 0.0 0.0 0.0 18.2 8.7
Number of Traders in Each Category Total Traders: 26
. 5 0 9 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 2,475,909
Positions
256,868 665,558 18,741 1,288,749 535,164 270,999 237,456 386,563 22,107 121,753 349,178 3,834 255,402 223,765
Changes from: December 15, 2020 Total Change is: -523,860
-74,743 38,197 -187,926 5,957 1,628 -82,681 -59,248 -40,111 -74,731 3,870 -14,832 -13,238 -41,120 -150,166
Percent of Open Interest Represented by Each Category of Trader
10.4 26.9 0.8 52.1 21.6 10.9 9.6 15.6 0.9 4.9 14.1 0.2 10.3 9.0
Number of Traders in Each Category Total Traders: 525
36 35 15 160 85 111 65 86 43 31 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 24,973
Positions
5,018 23,205 0 14,217 173 43 2,465 876 0 0 0 0 3,230 676
Changes from: December 15, 2020 Total Change is: -13,673
-1,040 2,778 -6,243 -1,075 -115 -5,403 510 -1,961 -48 0 -650 0 -374 -2,031
Percent of Open Interest Represented by Each Category of Trader
20.1 92.9 0.0 56.9 0.7 0.2 9.9 3.5 0.0 0.0 0.0 0.0 12.9 2.7
Number of Traders in Each Category Total Traders: 23
4 6 0 6 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 22,938
Positions
4,801 20,999 0 13,861 1,074 412 830 0 0 0 0 0 3,034 453
Changes from: December 15, 2020 Total Change is: -10,815
-358 -318 -9,802 -200 60 0 0 0 0 0 0 0 -455 -755
Percent of Open Interest Represented by Each Category of Trader
20.9 91.5 0.0 60.4 4.7 1.8 3.6 0.0 0.0 0.0 0.0 0.0 13.2 2.0
Number of Traders in Each Category Total Traders: 20
4 7 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 54,398
Positions
6,079 15,143 163 33,460 30,530 1,774 2,078 2,473 184 470 372 0 10,190 3,759
Changes from: December 15, 2020 Total Change is: -2,813
-551 1,279 -3,362 2,316 56 6 313 -923 108 -1,246 372 0 -397 -349
Percent of Open Interest Represented by Each Category of Trader
11.2 27.8 0.3 61.5 56.1 3.3 3.8 4.5 0.3 0.9 0.7 0.0 18.7 6.9
Number of Traders in Each Category Total Traders: 75
4 10 . 32 16 11 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 42,541
Positions
8,078 9,899 234 15,286 4,898 792 8,325 17,167 498 2,757 2,452 74 6,497 6,526
Changes from: December 15, 2020 Total Change is: -12,824
-3,675 2,013 -4,203 1,709 -1,475 -1,185 -119 -4,378 -1,226 155 -318 -113 -4,168 -1,941
Percent of Open Interest Represented by Each Category of Trader
19.0 23.3 0.5 35.9 11.5 1.9 19.6 40.4 1.2 6.5 5.8 0.2 15.3 15.3
Number of Traders in Each Category Total Traders: 269
21 24 5 70 34 28 40 53 18 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 212,706
Positions
40,391 49,496 1,168 76,432 24,490 3,961 41,623 85,836 2,491 13,783 12,262 370 32,487 32,632
Changes from: December 15, 2020 Total Change is: -64,122
-18,377 10,065 -21,013 8,546 -7,376 -5,924 -597 -21,888 -6,130 777 -1,588 -565 -20,839 -9,703
Percent of Open Interest Represented by Each Category of Trader
19.0 23.3 0.5 35.9 11.5 1.9 19.6 40.4 1.2 6.5 5.8 0.2 15.3 15.3
Number of Traders in Each Category Total Traders: 269
21 24 5 70 34 28 40 53 18 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 524,685
Positions
77,028 120,048 7,148 279,279 168,947 49,421 71,009 95,896 4,192 9,921 59,329 0 26,687 19,704
Changes from: December 15, 2020 Total Change is: -107,718
-27,351 8,991 -58,043 2,263 -3,417 -10,049 -5,138 -37,401 -5,207 1,053 1,494 -663 -4,583 -3,423
Percent of Open Interest Represented by Each Category of Trader
14.7 22.9 1.4 53.2 32.2 9.4 13.5 18.3 0.8 1.9 11.3 0.0 5.1 3.8
Number of Traders in Each Category Total Traders: 367
30 22 4 112 49 55 57 63 19 15 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 15,450
Positions
0 6,030 0 9,607 205 32 1,584 3,039 16 280 1,268 0 3,931 4,860
Changes from: December 15, 2020 Total Change is: 312
0 -7 0 72 -22 0 494 675 -5 0 -326 0 -249 -3
Percent of Open Interest Represented by Each Category of Trader
0.0 39.0 0.0 62.2 1.3 0.2 10.3 19.7 0.1 1.8 8.2 0.0 25.4 31.5
Number of Traders in Each Category Total Traders: 24
0 . 0 10 . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 43,236
Positions
6,884 5,067 866 14,529 2,252 850 11,686 4,591 17 1,309 2,166 0 7,095 27,427
Changes from: December 15, 2020 Total Change is: 2,025
966 -281 -35 1,633 0 -13 299 -1,460 -5 -345 385 0 -475 3,434
Percent of Open Interest Represented by Each Category of Trader
15.9 11.7 2.0 33.6 5.2 2.0 27.0 10.6 0.0 3.0 5.0 0.0 16.4 63.4
Number of Traders in Each Category Total Traders: 54
6 7 . 11 5 4 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 417,458
Positions
34,882 269,976 6,923 292,711 83,064 43,275 22,942 4,544 1,148 6,778 4,008 0 8,799 4,520
Changes from: December 15, 2020 Total Change is: -39,666
292 14,623 -30,663 -5,295 -631 -952 2,313 -12,660 -3,152 -144 -4,104 0 -2,065 -2,127
Percent of Open Interest Represented by Each Category of Trader
8.4 64.7 1.7 70.1 19.9 10.4 5.5 1.1 0.3 1.6 1.0 0.0 2.1 1.1
Number of Traders in Each Category Total Traders: 174
11 15 8 66 44 40 19 8 6 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,203,364
Positions
111,082 697,310 5,481 784,971 267,549 104,572 99,307 37,038 5,712 47,077 69,679 2,596 42,566 13,427
Changes from: December 15, 2020 Total Change is: -269,134
-19,022 -5,307 -117,132 -46,212 -9,343 -16,550 -12,069 -30,238 -20,105 811 -36,497 -1,352 -37,503 -32,610
Percent of Open Interest Represented by Each Category of Trader
9.2 57.9 0.5 65.2 22.2 8.7 8.3 3.1 0.5 3.9 5.8 0.2 3.5 1.1
Number of Traders in Each Category Total Traders: 417
32 14 8 176 66 81 61 27 19 28 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 149,008
Positions
15,372 109,833 24,784 22,391 1,500 3,146 72,340 295 8,751 1,309 55 600 315 44
Changes from: December 15, 2020 Total Change is: -68,520
-46,012 -61,458 -8,942 -768 1,000 460 -12,452 -20 465 -1,325 -10 0 54 -15
Percent of Open Interest Represented by Each Category of Trader
10.3 73.7 16.6 15.0 1.0 2.1 48.5 0.2 5.9 0.9 0.0 0.4 0.2 0.0
Number of Traders in Each Category Total Traders: 86
10 19 15 13 . . 31 . 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,147,238
Positions
17,674 136,761 2,354 646,271 185,574 166,370 57,103 443,729 34,045 69,301 25,528 0 154,120 152,877
Changes from: December 15, 2020 Total Change is: -11,344
3,415 21,216 -3,826 -9,533 7,335 6,315 2,897 -39,948 -8,831 461 3,387 0 -2,242 3,008
Percent of Open Interest Represented by Each Category of Trader
1.5 11.9 0.2 56.3 16.2 14.5 5.0 38.7 3.0 6.0 2.2 0.0 13.4 13.3
Number of Traders in Each Category Total Traders: 182
9 15 . 57 28 44 14 43 19 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,020,471
Positions
23,627 100,745 0 526,538 187,449 202,380 69,729 373,488 7,287 58,894 15,071 0 132,016 134,051
Changes from: December 15, 2020 Total Change is: -7,529
-1 -3,008 0 7,624 -3,102 3,779 -6,192 6,293 -11,321 6,188 0 0 -7,606 -170
Percent of Open Interest Represented by Each Category of Trader
2.3 9.9 0.0 51.6 18.4 19.8 6.8 36.6 0.7 5.8 1.5 0.0 12.9 13.1
Number of Traders in Each Category Total Traders: 134
. 11 0 60 24 51 7 22 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,892,333
Positions
22,023 158,146 14,776 859,964 542,891 257,220 349,928 713,500 47,775 171,738 60,685 971 167,938 96,369
Changes from: December 15, 2020 Total Change is: 3,854
-15,692 20,239 -2,302 24,800 4,030 597 -6,189 -7,135 -4,081 561 -4,714 1 6,159 -2,781
Percent of Open Interest Represented by Each Category of Trader
1.2 8.4 0.8 45.4 28.7 13.6 18.5 37.7 2.5 9.1 3.2 0.1 8.9 5.1
Number of Traders in Each Category Total Traders: 273
8 27 7 92 31 64 45 43 22 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 3,153,023
Positions
177,940 267,620 48,224 1,298,462 1,115,122 609,828 364,716 521,784 52,683 241,729 139,791 2,768 356,673 395,203
Changes from: December 15, 2020 Total Change is: -42,211
5,174 20,580 -2,057 11,532 -22,143 -14,874 -10,702 -11,701 -26,069 -1,045 470 0 -4,170 13,583
Percent of Open Interest Represented by Each Category of Trader
5.6 8.5 1.5 41.2 35.4 19.3 11.6 16.5 1.7 7.7 4.4 0.1 11.3 12.5
Number of Traders in Each Category Total Traders: 377
19 37 13 91 75 91 47 74 33 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 998,050
Positions
78,897 17,269 7,219 355,974 372,972 114,334 270,737 235,901 8,239 46,730 32,669 0 115,920 209,447
Changes from: December 15, 2020 Total Change is: 1,038
-1,752 -5,770 -190 8,486 9,984 925 6,867 -6,111 -6,459 2,347 5,283 0 -9,186 3,376
Percent of Open Interest Represented by Each Category of Trader
7.9 1.7 0.7 35.7 37.4 11.5 27.1 23.6 0.8 4.7 3.3 0.0 11.6 21.0
Number of Traders in Each Category Total Traders: 121
6 5 6 24 49 42 20 7 8 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 3,178,492
Positions
49,461 299,249 19,561 1,418,772 541,782 524,998 414,617 1,237,641 125,415 341,775 139,755 776 283,117 289,315
Changes from: December 15, 2020 Total Change is: -12,103
10,611 7,449 3,197 2,509 1,189 -360 -23,953 -195 -7,777 12,283 -8,766 116 -8,729 -6,956
Percent of Open Interest Represented by Each Category of Trader
1.6 9.4 0.6 44.6 17.0 16.5 13.0 38.9 3.9 10.8 4.4 0.0 8.9 9.1
Number of Traders in Each Category Total Traders: 298
15 20 5 89 53 75 41 54 26 13 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,093,701
Positions
308,193 381,469 212,384 19,589 6,005 21,596 306,558 249,485 195,380 7,502 1,993 1,710 20,789 23,679
Changes from: December 15, 2020 Total Change is: 19,966
12,725 33,769 -1,585 -843 716 2,287 11,641 -11,314 -3,769 -232 0 721 -979 -859
Percent of Open Interest Represented by Each Category of Trader
28.2 34.9 19.4 1.8 0.5 2.0 28.0 22.8 17.9 0.7 0.2 0.2 1.9 2.2
Number of Traders in Each Category Total Traders: 100
27 17 37 . . . 26 15 33 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 8,995,938
Positions
1,769,878 2,222,328 1,734,541 409,247 480,876 319,866 1,213,148 594,934 2,715,074 78,034 78,210 143,142 613,008 706,967
Changes from: December 15, 2020 Total Change is: -79,427
2,737 104,090 10,940 -4,718 18,718 33,526 97,273 17,480 -178,445 4,796 -7,435 18,750 -64,286 -97,051
Percent of Open Interest Represented by Each Category of Trader
19.7 24.7 19.3 4.5 5.3 3.6 13.5 6.6 30.2 0.9 0.9 1.6 6.8 7.9
Number of Traders in Each Category Total Traders: 210
26 43 60 20 10 17 43 44 78 8 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 449,901
Positions
10,312 194,956 92,457 2,449 19,392 3,591 223,377 22,781 113,742 1,050 0 2,722 201 260
Changes from: December 15, 2020 Total Change is: -46,164
928 -9,515 -5,922 44 5,473 -6,600 -30,737 -24,444 -4,772 599 -639 256 40 -1
Percent of Open Interest Represented by Each Category of Trader
2.3 43.3 20.6 0.5 4.3 0.8 49.7 5.1 25.3 0.2 0.0 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 86
11 19 21 . . . 21 19 28 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 192,508
Positions
30,094 119,741 22,293 3,726 406 2,322 77,130 12,669 33,141 22,397 530 1,359 46 47
Changes from: December 15, 2020 Total Change is: 3,186
-3,269 100 5,093 -953 -34 382 -472 -882 -1,283 3,600 -276 88 0 -2
Percent of Open Interest Represented by Each Category of Trader
15.6 62.2 11.6 1.9 0.2 1.2 40.1 6.6 17.2 11.6 0.3 0.7 0.0 0.0
Number of Traders in Each Category Total Traders: 78
9 21 14 . . . 19 20 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 101,795
Positions
0 18,405 0 3,404 1,603 0 3,205 59,531 21,058 74,113 1,044 0 15 154
Changes from: December 15, 2020 Total Change is: 1,066
0 44 0 0 44 0 283 193 783 0 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
0.0 18.1 0.0 3.3 1.6 0.0 3.1 58.5 20.7 72.8 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 21, 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 12,603
Positions
525 618 0 573 30 10 4,357 10,320 172 2,418 120 670 3,878 663
Changes from: December 15, 2020 Total Change is: 1,233
88 0 0 81 4 -4 411 1,618 -453 391 36 -25 744 57
Percent of Open Interest Represented by Each Category of Trader
4.2 4.9 0.0 4.5 0.2 0.1 34.6 81.9 1.4 19.2 1.0 5.3 30.8 5.3
Number of Traders in Each Category Total Traders: 102
. . 0 5 . . 39 16 7 32 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 34,751
Positions
9,406 98 0 5,354 10,556 1,114 13,452 14,127 1,263 784 3,798 2 3,376 3,793
Changes from: December 15, 2020 Total Change is: -1,143
-618 45 0 112 169 99 510 -1,477 -961 -123 740 2 -164 240
Percent of Open Interest Represented by Each Category of Trader
27.1 0.3 0.0 15.4 30.4 3.2 38.7 40.7 3.6 2.3 10.9 0.0 9.7 10.9
Number of Traders in Each Category Total Traders: 93
. . 0 6 11 . 21 29 6 6 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 289,233
Positions
41,843 15,795 8,215 123,981 63,023 22,421 24,578 112,917 31,845 13,110 2,414 6,117 17,123 26,486
Changes from: December 15, 2020 Total Change is: -14,245
520 391 -2,506 -709 847 -3,164 -7,046 -7,597 0 1,957 -949 -1,419 -1,878 152
Percent of Open Interest Represented by Each Category of Trader
14.5 5.5 2.8 42.9 21.8 7.8 8.5 39.0 11.0 4.5 0.8 2.1 5.9 9.2
Number of Traders in Each Category Total Traders: 158
11 11 17 12 28 16 23 45 36 10 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 24,887
Positions
4,122 3,559 50 17,422 3,963 23 828 17,265 0 2,201 0 0 241 27
Changes from: December 15, 2020 Total Change is: -9,002
0 -1,496 -1,891 0 0 0 -33 1,722 -7,175 94 -176 0 3 14
Percent of Open Interest Represented by Each Category of Trader
16.6 14.3 0.2 70.0 15.9 0.1 3.3 69.4 0.0 8.8 0.0 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 36
. . . 9 . . 5 6 0 10 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 28, 2020