Traders in Financial Futures - Options and Futures Combined 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 209,638
Positions
6,985 61,387 39,566 60,388 17,666 6,376 22,145 54,649 13,069 13,462 401 230 47,418 16,295
Changes from: December 8, 2020 Total Change is: 36,268
-226 639 36,629 -4,463 -2,389 1,151 1,479 1,071 880 456 -7 -124 487 -1,582
Percent of Open Interest Represented by Each Category of Trader
3.3 29.3 18.9 28.8 8.4 3.0 10.6 26.1 6.2 6.4 0.2 0.1 22.6 7.8
Number of Traders in Each Category Total Traders: 109
5 10 10 23 10 10 20 27 17 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 50,762
Positions
497 23,720 624 9,944 4,752 611 15,886 6,934 1,092 0 484 0 22,109 12,546
Changes from: December 8, 2020 Total Change is: -6,279
-2,278 -6,491 -499 -53 262 -285 -795 1,903 -1,401 0 3 0 -968 230
Percent of Open Interest Represented by Each Category of Trader
1.0 46.7 1.2 19.6 9.4 1.2 31.3 13.7 2.2 0.0 1.0 0.0 43.6 24.7
Number of Traders in Each Category Total Traders: 43
. 8 . 12 5 . 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 171,636
Positions
20,829 30,940 4,387 53,620 46,874 7,004 28,655 27,042 19,268 1,969 6,635 852 35,051 28,634
Changes from: December 8, 2020 Total Change is: -20,412
11,597 10,119 -26,822 -3,281 -182 425 -422 -1,216 -1,715 51 106 -28 -217 -1,098
Percent of Open Interest Represented by Each Category of Trader
12.1 18.0 2.6 31.2 27.3 4.1 16.7 15.8 11.2 1.1 3.9 0.5 20.4 16.7
Number of Traders in Each Category Total Traders: 110
5 8 7 19 20 12 23 26 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 205,884
Positions
3,908 136,780 2,465 100,718 7,956 7,696 34,702 24,047 10,250 10,687 565 0 35,459 16,125
Changes from: December 8, 2020 Total Change is: 1,514
-370 -4,032 -71 2,715 469 1,026 3,299 5,384 -1,421 -4,007 -2 -3 345 164
Percent of Open Interest Represented by Each Category of Trader
1.9 66.4 1.2 48.9 3.9 3.7 16.9 11.7 5.0 5.2 0.3 0.0 17.2 7.8
Number of Traders in Each Category Total Traders: 122
. 11 6 34 13 13 37 17 22 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 707,095
Positions
35,950 450,973 24,981 379,737 75,863 23,304 65,070 48,973 31,748 42,051 6,125 2,862 101,391 42,266
Changes from: December 8, 2020 Total Change is: -26,039
-8,150 1,474 -9,833 5,778 1,864 -1,498 -7,210 -10,358 -3,732 2,436 689 -288 -3,541 -4,356
Percent of Open Interest Represented by Each Category of Trader
5.1 63.8 3.5 53.7 10.7 3.3 9.2 6.9 4.5 5.9 0.9 0.4 14.3 6.0
Number of Traders in Each Category Total Traders: 291
14 12 16 110 30 49 52 25 26 34 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 25,127
Positions
0 8,121 0 11,389 2,996 2,247 0 6,225 0 800 449 0 10,691 5,089
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 20.3
Number of Traders in Each Category Total Traders: 21
0 . 0 11 4 8 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 138,457
Positions
4,288 41,047 1,750 48,461 49,204 3,487 35,619 19,038 7,467 2,040 420 0 35,345 16,044
Changes from: December 8, 2020 Total Change is: -31,707
-7,131 -5,645 -7,114 1,779 1,650 207 -4,831 -4,366 -15,097 296 0 -2 184 -1,341
Percent of Open Interest Represented by Each Category of Trader
3.1 29.6 1.3 35.0 35.5 2.5 25.7 13.7 5.4 1.5 0.3 0.0 25.5 11.6
Number of Traders in Each Category Total Traders: 85
. 11 4 18 10 9 20 20 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 32,738
Positions
285 8,862 4,635 13,689 2,426 0 6,326 10,493 3,538 1,829 1,276 63 2,373 1,445
Changes from: December 8, 2020 Total Change is: 8,710
-150 568 4,438 3,248 -2,300 0 -803 4,071 1,708 76 61 0 193 164
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 - Options and Futures Combined 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 143,626
Positions
210 77,442 506 69,926 1,809 894 60,951 36,563 739 2,518 22,801 0 7,882 2,871
Changes from: December 8, 2020 Total Change is: -49,067
-974 2,108 -36,605 5,198 267 255 -7,731 -6,251 -7,870 -681 -986 -38 -621 52
Percent of Open Interest Represented by Each Category of Trader
0.1 53.9 0.4 48.7 1.3 0.6 42.4 25.5 0.5 1.8 15.9 0.0 5.5 2.0
Number of Traders in Each Category Total Traders: 144
. 9 . 25 4 6 58 26 8 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 37,630
Positions
12,566 0 1,970 8,170 8,359 0 8,172 24,136 126 3,054 1,100 0 3,572 1,939
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 64.1 0.3 8.1 2.9 0.0 9.5 5.2
Number of Traders in Each Category Total Traders: 63
. 0 . 11 4 0 16 17 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 47,454
Positions
2,345 19,270 0 19,546 6,114 349 15,368 17,405 259 3,262 1,285 6 6,319 2,766
Changes from: December 8, 2020 Total Change is: -13,855
-2,092 1,120 -2,162 -245 2 -351 -6,674 -9,454 -2,588 166 193 0 91 -615
Percent of Open Interest Represented by Each Category of Trader
4.9 40.6 0.0 41.2 12.9 0.7 32.4 36.7 0.5 6.9 2.7 0.0 13.3 5.8
Number of Traders in Each Category Total Traders: 86
. . 0 19 6 . 29 17 4 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 53,781
Positions
23,970 13,249 4,586 6,916 2,825 507 7,044 10,282 703 188 14,197 118 9,750 7,315
Changes from: December 8, 2020 Total Change is: 2,241
3,078 1,575 375 -430 -532 -164 -2,009 688 475 -198 176 118 996 -470
Percent of Open Interest Represented by Each Category of Trader
44.6 24.6 8.5 12.9 5.3 0.9 13.1 19.1 1.3 0.3 26.4 0.2 18.1 13.6
Number of Traders in Each Category Total Traders: 98
21 16 11 16 6 7 19 14 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 107,562
Positions
47,940 26,499 9,171 13,832 5,649 1,014 14,088 20,564 1,407 376 28,394 235 19,499 14,629
Changes from: December 8, 2020 Total Change is: 4,481
6,156 3,149 751 -860 -1,063 -328 -4,018 1,376 950 -396 351 235 1,991 -940
Percent of Open Interest Represented by Each Category of Trader
44.6 24.6 8.5 12.9 5.3 0.9 13.1 19.1 1.3 0.3 26.4 0.2 18.1 13.6
Number of Traders in Each Category Total Traders: 98
21 16 11 16 6 7 19 14 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 797,546
Positions
62,576 147,926 74,668 258,027 106,076 74,514 55,035 79,082 144,735 23,899 72,647 7,300 96,792 90,598
Changes from: December 8, 2020 Total Change is: 69,019
1,925 12,457 29,361 1,312 1,729 9,817 2,307 -5,023 10,369 832 -1,248 2,381 10,717 9,177
Percent of Open Interest Represented by Each Category of Trader
7.8 18.5 9.4 32.4 13.3 9.3 6.9 9.9 18.1 3.0 9.1 0.9 12.1 11.4
Number of Traders in Each Category Total Traders: 588
36 42 58 157 91 128 71 102 107 44 45 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 52,111
Positions
4,090 26,763 233 1,000 0 0 7,085 7,505 10,784 164 0 1 28,753 6,825
Changes from: December 8, 2020 Total Change is: 3,619
-1,300 4,879 -8 0 0 0 -1,472 -1,777 770 164 0 1 5,465 -247
Percent of Open Interest Represented by Each Category of Trader
7.8 51.4 0.4 1.9 0.0 0.0 13.6 14.4 20.7 0.3 0.0 0.0 55.2 13.1
Number of Traders in Each Category Total Traders: 32
. 8 . . 0 0 7 11 16 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,727,174
Positions
333,346 646,732 331,258 1,285,136 530,380 372,570 294,398 412,534 615,101 119,482 364,043 35,686 340,197 418,870
Changes from: December 8, 2020 Total Change is: 327,001
19,090 40,852 143,881 6,558 8,644 49,084 3,950 -31,179 62,940 4,148 -5,430 11,088 26,261 47,120
Percent of Open Interest Represented by Each Category of Trader
8.9 17.4 8.9 34.5 14.2 10.0 7.9 11.1 16.5 3.2 9.8 1.0 9.1 11.2
Number of Traders in Each Category Total Traders: 584
37 41 58 157 91 128 73 96 102 43 46 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 173,105
Positions
919 2,390 111 19,417 0 0 90,556 34,095 31,556 1,580 0 0 28,967 104,954
Changes from: December 8, 2020 Total Change is: 10,567
-2,532 2,390 111 -250 0 -856 -4,882 1,442 17,697 0 -2,040 -40 1,319 -8,138
Percent of Open Interest Represented by Each Category of Trader
0.5 1.4 0.1 11.2 0.0 0.0 52.3 19.7 18.2 0.9 0.0 0.0 16.7 60.6
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 6 9 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 60,894
Positions
11,759 7,892 4,572 13,510 6,600 2,116 8,450 20,873 6,576 2,630 2,794 215 11,065 9,255
Changes from: December 8, 2020 Total Change is: 6,709
-178 -1,318 3,226 -476 544 1,033 -685 545 1,150 804 24 92 1,743 1,414
Percent of Open Interest Represented by Each Category of Trader
19.3 13.0 7.5 22.2 10.8 3.5 13.9 34.3 10.8 4.3 4.6 0.4 18.2 15.2
Number of Traders in Each Category Total Traders: 297
25 24 27 66 36 35 42 60 43 17 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 304,468
Positions
58,797 39,462 22,860 67,550 33,001 10,582 42,250 104,365 32,882 13,150 13,969 1,074 55,323 46,274
Changes from: December 8, 2020 Total Change is: 33,544
-891 -6,592 16,128 -2,381 2,718 5,165 -3,423 2,723 5,750 4,019 122 460 8,717 7,072
Percent of Open Interest Represented by Each Category of Trader
19.3 13.0 7.5 22.2 10.8 3.5 13.9 34.3 10.8 4.3 4.6 0.4 18.2 15.2
Number of Traders in Each Category Total Traders: 297
25 24 27 66 36 35 42 60 43 17 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 647,624
Positions
104,416 110,668 65,655 277,079 172,530 59,562 76,275 133,530 22,517 8,945 57,865 682 32,492 24,616
Changes from: December 8, 2020 Total Change is: 74,870
6,151 10,768 59,933 -11,374 -9,226 9,243 3,020 -6,130 5,762 -1,211 1,104 682 2,664 2,734
Percent of Open Interest Represented by Each Category of Trader
16.1 17.1 10.1 42.8 26.6 9.2 11.8 20.6 3.5 1.4 8.9 0.1 5.0 3.8
Number of Traders in Each Category Total Traders: 364
33 21 18 110 51 56 54 58 29 15 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,331,821
Positions
11,140 120,376 39,225 657,338 182,855 200,593 52,505 467,776 131,651 67,022 22,133 6,818 165,530 160,395
Changes from: December 8, 2020 Total Change is: -5,969
442 -4,777 -2,329 -3,836 15,888 1,963 -3,772 -9,364 -7,450 2,252 4,313 -709 7,469 -3,504
Percent of Open Interest Represented by Each Category of Trader
0.8 9.0 2.9 49.4 13.7 15.1 3.9 35.1 9.9 5.0 1.7 0.5 12.4 12.0
Number of Traders in Each Category Total Traders: 192
8 18 21 57 30 47 24 36 46 9 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,028,088
Positions
23,628 103,753 0 518,916 190,551 198,601 75,921 367,197 18,608 52,706 15,071 0 139,708 134,307
Changes from: December 8, 2020 Total Change is: -1,629
-281 -2,904 0 5,573 142 -3,852 530 12,764 -4,713 125 390 0 989 -3,456
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 - Options and Futures Combined 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 1,893,251
Positions
37,715 137,907 17,078 835,153 539,593 256,634 358,085 722,393 53,636 171,177 65,399 970 162,802 99,641
Changes from: December 8, 2020 Total Change is: 40,831
-8,135 6,225 993 30,360 -9,613 218 22,451 49,364 -2,270 1,032 4,977 36 -3,854 -9,099
Percent of Open Interest Represented by Each Category of Trader
2.0 7.3 0.9 44.1 28.5 13.6 18.9 38.2 2.8 9.0 3.5 0.1 8.6 5.3
Number of Traders in Each Category Total Traders: 275
12 23 8 93 30 64 52 39 26 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,712,495
Positions
173,463 243,329 176,478 1,284,640 1,140,476 690,913 385,525 525,334 341,680 236,053 145,389 44,222 379,522 404,674
Changes from: December 8, 2020 Total Change is: -41,101
-13,623 -32,464 7,434 18,867 107,820 -21,307 1,175 -57,531 -35,445 -9,659 -4,493 5,612 5,846 -10,727
Percent of Open Interest Represented by Each Category of Trader
4.7 6.6 4.8 34.6 30.7 18.6 10.4 14.2 9.2 6.4 3.9 1.2 10.2 10.9
Number of Traders in Each Category Total Traders: 389
22 35 39 93 77 100 50 72 76 20 20 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,339,736
Positions
44,805 311,526 32,570 1,400,745 543,172 559,684 440,060 1,210,093 225,561 329,541 145,200 11,104 295,666 300,826
Changes from: December 8, 2020 Total Change is: 67,148
-1,814 20,825 1,486 132 -12,096 21,416 38,938 25,667 -8,395 9,281 2,773 1,574 4,530 13,898
Percent of Open Interest Represented by Each Category of Trader
1.3 9.3 1.0 41.9 16.3 16.8 13.2 36.2 6.8 9.9 4.3 0.3 8.9 9.0
Number of Traders in Each Category Total Traders: 294
12 24 19 91 50 78 42 50 42 13 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,073,738
Positions
295,468 347,700 213,969 20,432 5,289 19,309 294,920 260,799 199,149 7,734 1,993 989 21,768 24,541
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 - Options and Futures Combined 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 is15,694,853
Positions
2,054,848 2,047,919 2,873,057 448,168 525,829 708,849 762,963 554,228 7,903,889 71,694 99,978 150,194 721,192 830,910
Changes from: December 8, 2020 Total Change is:-3,053,756
-87,771 -335,321 -643,055 37,041 -8,254 -206,856 -408,861 -110,395 -1,792,144 -13,573 7,195 -13,040 74,505 48,115
Percent of Open Interest Represented by Each Category of Trader
13.1 13.0 18.3 2.9 3.4 4.5 4.9 3.5 50.4 0.5 0.6 1.0 4.6 5.3
Number of Traders in Each Category Total Traders: 242
28 42 63 18 13 20 51 51 92 13 19 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 498,836
Positions
9,384 204,471 98,379 2,405 13,917 10,203 254,459 47,572 120,928 451 639 2,466 162 262
Changes from: December 8, 2020 Total Change is: -13,962
-5,218 -9,891 1,546 75 2,854 -1,497 -5,216 -3,552 -3,194 230 449 -688 0 11
Percent of Open Interest Represented by Each Category of Trader
1.9 41.0 19.7 0.5 2.8 2.0 51.0 9.5 24.2 0.1 0.1 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 94
10 21 21 . 4 . 21 25 34 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 12,632
Positions
437 618 0 492 26 14 4,088 8,904 1,538 2,038 47 773 3,252 712
Changes from: December 8, 2020 Total Change is: -185
121 -25 0 -52 15 -5 -386 -611 274 -25 -95 135 -246 127
Percent of Open Interest Represented by Each Category of Trader
3.5 4.9 0.0 3.9 0.2 0.1 32.4 70.5 12.2 16.1 0.4 6.1 25.7 5.6
Number of Traders in Each Category Total Traders: 101
. . 0 5 . . 41 17 15 29 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 36,016
Positions
10,024 53 0 5,242 10,387 1,015 12,988 15,584 2,251 867 3,058 78 3,552 3,590
Changes from: December 8, 2020 Total Change is: -12,585
4,222 -3,293 -8,228 268 776 99 -8,836 -1,662 1,453 202 -58 -133 -1,632 -1,539
Percent of Open Interest Represented by Each Category of Trader
27.8 0.1 0.0 14.6 28.8 2.8 36.1 43.3 6.2 2.4 8.5 0.2 9.9 10.0
Number of Traders in Each Category Total Traders: 105
. . 0 5 12 . 22 35 9 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 18, 2020