Traders in Financial Futures - Options and Futures Combined 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 169,214
Positions
2,882 82,790 3,905 62,738 18,084 5,651 24,930 31,906 11,653 14,257 8 230 42,968 14,987
Changes from: December 15, 2020 Total Change is: -40,424
-4,103 21,403 -35,661 2,349 418 -725 2,785 -22,743 -1,416 795 -393 0 -4,450 -1,308
Percent of Open Interest Represented by Each Category of Trader
1.7 48.9 2.3 37.1 10.7 3.3 14.7 18.9 6.9 8.4 0.0 0.1 25.4 8.9
Number of Traders in Each Category Total Traders: 106
. 11 5 24 9 7 22 23 18 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 55,282
Positions
497 25,150 650 10,086 5,054 349 21,494 10,868 1,033 0 484 0 21,174 11,694
Changes from: December 15, 2020 Total Change is: 4,520
0 1,430 26 142 302 -262 5,608 3,935 -59 0 0 0 -935 -852
Percent of Open Interest Represented by Each Category of Trader
0.9 45.5 1.2 18.2 9.1 0.6 38.9 19.7 1.9 0.0 0.9 0.0 38.3 21.2
Number of Traders in Each Category Total Traders: 47
. 9 . 12 5 . 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 175,531
Positions
22,157 32,264 4,416 54,089 46,859 7,731 29,587 26,972 22,467 2,029 6,733 817 32,237 27,270
Changes from: December 15, 2020 Total Change is: 3,895
1,327 1,325 29 469 -14 728 932 -70 3,200 60 98 -35 -2,814 -1,365
Percent of Open Interest Represented by Each Category of Trader
12.6 18.4 2.5 30.8 26.7 4.4 16.9 15.4 12.8 1.2 3.8 0.5 18.4 15.5
Number of Traders in Each Category Total Traders: 113
5 8 8 19 21 12 26 25 25 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 208,891
Positions
3,908 140,571 1,500 105,187 7,440 7,951 32,337 23,139 10,114 12,792 568 0 35,102 17,608
Changes from: December 15, 2020 Total Change is: 3,007
0 3,791 -965 4,468 -516 255 -2,364 -908 -136 2,105 3 0 -357 1,483
Percent of Open Interest Represented by Each Category of Trader
1.9 67.3 0.7 50.4 3.6 3.8 15.5 11.1 4.8 6.1 0.3 0.0 16.8 8.4
Number of Traders in Each Category Total Traders: 119
. 12 6 36 12 14 30 19 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 716,532
Positions
34,029 453,601 24,752 382,887 75,363 25,161 66,762 48,907 39,343 43,194 5,954 2,843 97,560 40,608
Changes from: December 15, 2020 Total Change is: 9,437
-1,921 2,628 -229 3,150 -500 1,857 1,692 -66 7,594 1,143 -172 -19 -3,831 -1,657
Percent of Open Interest Represented by Each Category of Trader
4.7 63.3 3.5 53.4 10.5 3.5 9.3 6.8 5.5 6.0 0.8 0.4 13.6 5.7
Number of Traders in Each Category Total Traders: 303
14 12 16 111 29 50 57 30 32 37 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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: 1,001
0 539 0 401 -35 227 0 781 0 0 0 0 373 -511
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 - Options and Futures Combined 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 - Options and Futures Combined 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 149,079
Positions
3,904 43,702 2,163 54,382 47,881 4,011 39,685 23,100 8,285 2,587 420 2 34,060 19,516
Changes from: December 15, 2020 Total Change is: 10,622
-384 2,654 413 5,921 -1,323 524 4,066 4,062 819 547 0 2 -1,286 3,471
Percent of Open Interest Represented by Each Category of Trader
2.6 29.3 1.5 36.5 32.1 2.7 26.6 15.5 5.6 1.7 0.3 0.0 22.8 13.1
Number of Traders in Each Category Total Traders: 88
. 11 4 22 9 9 23 16 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 25,376
Positions
0 9,564 35 16,469 2,504 0 4,985 10,949 25 1,839 766 0 2,023 1,534
Changes from: December 15, 2020 Total Change is: -7,362
-285 702 -4,600 2,780 78 0 -1,341 456 -3,513 10 -510 -63 -350 89
Percent of Open Interest Represented by Each Category of Trader
0.0 37.7 0.1 64.9 9.9 0.0 19.6 43.1 0.1 7.2 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 - Options and Futures Combined 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 143,540
Positions
135 77,482 620 73,286 1,869 804 57,835 35,943 924 2,793 22,973 0 7,143 2,926
Changes from: December 15, 2020 Total Change is: -86
-75 40 114 3,360 60 -90 -3,115 -621 184 275 172 0 -739 54
Percent of Open Interest Represented by Each Category of Trader
0.1 54.0 0.4 51.1 1.3 0.6 40.3 25.0 0.6 1.9 16.0 0.0 5.0 2.0
Number of Traders in Each Category Total Traders: 149
. 11 . 26 5 . 55 27 10 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 37,760
Positions
13,616 0 920 8,437 8,607 0 7,087 25,020 264 3,728 1,150 0 3,708 1,799
Changes from: December 15, 2020 Total Change is: 130
1,050 0 -1,050 267 248 0 -1,085 884 138 674 50 0 136 -140
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 - Options and Futures Combined 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 48,364
Positions
2,626 18,308 0 18,839 6,131 733 16,815 18,563 371 2,844 1,231 6 6,130 3,021
Changes from: December 15, 2020 Total Change is: 910
281 -962 0 -707 17 384 1,447 1,158 112 -418 -54 0 -189 255
Percent of Open Interest Represented by Each Category of Trader
5.4 37.9 0.0 39.0 12.7 1.5 34.8 38.4 0.8 5.9 2.5 0.0 12.7 6.2
Number of Traders in Each Category Total Traders: 83
. 4 0 17 7 4 29 15 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 40,894
Positions
16,414 8,913 524 6,567 2,225 651 8,023 7,131 551 339 14,193 0 7,825 6,708
Changes from: December 15, 2020 Total Change is: -12,887
-7,556 -4,336 -4,062 -349 -600 144 979 -3,151 -152 151 -5 -118 -1,925 -607
Percent of Open Interest Represented by Each Category of Trader
40.1 21.8 1.3 16.1 5.4 1.6 19.6 17.4 1.3 0.8 34.7 0.0 19.1 16.4
Number of Traders in Each Category Total Traders: 94
19 12 4 18 6 6 19 12 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 81,788
Positions
32,829 17,826 1,048 13,134 4,449 1,301 16,046 14,262 1,102 678 28,385 0 15,650 13,415
Changes from: December 15, 2020 Total Change is: -25,774
-15,111 -8,673 -8,123 -698 -1,200 287 1,958 -6,302 -305 302 -9 -235 -3,849 -1,214
Percent of Open Interest Represented by Each Category of Trader
40.1 21.8 1.3 16.1 5.4 1.6 19.6 17.4 1.3 0.8 34.7 0.0 19.1 16.4
Number of Traders in Each Category Total Traders: 94
19 12 4 18 6 6 19 12 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 590,893
Positions
49,481 135,314 19,413 258,050 106,961 55,971 49,401 75,094 73,585 24,586 69,922 3,037 57,368 51,596
Changes from: December 15, 2020 Total Change is: -206,653
-13,095 -12,612 -55,254 23 885 -18,543 -5,633 -3,988 -71,149 687 -2,725 -4,263 -39,424 -39,002
Percent of Open Interest Represented by Each Category of Trader
8.4 22.9 3.3 43.7 18.1 9.5 8.4 12.7 12.5 4.2 11.8 0.5 9.7 8.7
Number of Traders in Each Category Total Traders: 554
35 36 37 161 86 118 74 86 83 42 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 2,954,463
Positions
247,407 676,569 97,066 1,290,250 534,803 279,853 247,007 375,470 367,927 122,930 349,610 15,185 286,838 257,981
Changes from: December 15, 2020 Total Change is: -772,711
-85,939 29,836 -234,192 5,114 4,423 -92,717 -47,391 -37,064 -247,174 3,448 -14,433 -20,502 -53,358 -160,889
Percent of Open Interest Represented by Each Category of Trader
8.4 22.9 3.3 43.7 18.1 9.5 8.4 12.7 12.5 4.2 11.8 0.5 9.7 8.7
Number of Traders in Each Category Total Traders: 554
35 36 37 161 86 118 74 86 83 42 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 45,734
Positions
8,083 9,892 283 15,269 5,087 874 8,354 16,712 3,191 2,778 2,477 100 6,802 7,117
Changes from: December 15, 2020 Total Change is: -15,160
-3,677 2,000 -4,289 1,759 -1,513 -1,242 -96 -4,161 -3,386 148 -316 -114 -4,262 -2,138
Percent of Open Interest Represented by Each Category of Trader
17.7 21.6 0.6 33.4 11.1 1.9 18.3 36.5 7.0 6.1 5.4 0.2 14.9 15.6
Number of Traders in Each Category Total Traders: 278
21 24 10 70 35 30 41 55 29 14 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 228,670
Positions
40,413 49,461 1,413 76,347 25,437 4,371 41,772 83,561 15,953 13,889 12,387 502 34,011 35,585
Changes from: December 15, 2020 Total Change is: -75,798
-18,384 9,999 -21,447 8,796 -7,564 -6,211 -478 -20,804 -16,929 739 -1,582 -572 -21,312 -10,689
Percent of Open Interest Represented by Each Category of Trader
17.7 21.6 0.6 33.4 11.1 1.9 18.3 36.5 7.0 6.1 5.4 0.2 14.9 15.6
Number of Traders in Each Category Total Traders: 278
21 24 10 70 35 30 41 55 29 14 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 531,281
Positions
77,065 119,922 7,306 279,343 169,471 49,514 71,438 96,190 8,885 9,964 59,363 51 27,714 20,579
Changes from: December 15, 2020 Total Change is: -116,343
-27,352 9,254 -58,348 2,263 -3,059 -10,048 -4,837 -37,340 -13,632 1,019 1,498 -631 -4,778 -4,037
Percent of Open Interest Represented by Each Category of Trader
14.5 22.6 1.4 52.6 31.9 9.3 13.4 18.1 1.7 1.9 11.2 0.0 5.2 3.9
Number of Traders in Each Category Total Traders: 369
31 22 5 113 49 57 56 64 27 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,316,694
Positions
12,876 144,066 34,777 659,702 187,996 195,098 50,425 431,551 124,913 67,059 25,992 7,870 163,972 164,431
Changes from: December 15, 2020 Total Change is: -15,127
1,736 23,690 -4,448 2,364 5,141 -5,495 -2,079 -36,224 -6,738 38 3,859 1,052 -1,557 4,036
Percent of Open Interest Represented by Each Category of Trader
1.0 10.9 2.6 50.1 14.3 14.8 3.8 32.8 9.5 5.1 2.0 0.6 12.5 12.5
Number of Traders in Each Category Total Traders: 196
11 15 20 60 30 49 14 44 44 9 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,020,584
Positions
23,627 100,745 0 526,539 187,449 202,380 69,729 373,478 7,311 58,894 15,071 0 132,104 134,151
Changes from: December 15, 2020 Total Change is: -7,504
-1 -3,008 0 7,623 -3,102 3,779 -6,192 6,281 -11,297 6,188 0 0 -7,604 -156
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 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,895,572
Positions
22,023 158,153 14,776 859,963 542,952 257,224 351,032 714,729 49,635 171,738 60,685 971 168,211 96,448
Changes from: December 15, 2020 Total Change is: 2,321
-15,692 20,246 -2,302 24,810 3,359 590 -7,053 -7,664 -4,002 561 -4,714 1 5,408 -3,193
Percent of Open Interest Represented by Each Category of Trader
1.2 8.3 0.8 45.4 28.6 13.6 18.5 37.7 2.6 9.1 3.2 0.1 8.9 5.1
Number of Traders in Each Category Total Traders: 274
8 27 7 92 31 64 49 40 26 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,698,604
Positions
177,861 267,038 170,981 1,296,856 1,110,589 673,300 370,731 520,258 350,809 237,137 142,009 46,465 374,465 417,155
Changes from: December 15, 2020 Total Change is: -13,891
4,398 23,709 -5,497 12,216 -29,886 -17,613 -14,794 -5,076 9,128 1,085 -3,380 2,243 -5,058 12,481
Percent of Open Interest Represented by Each Category of Trader
4.8 7.2 4.6 35.1 30.0 18.2 10.0 14.1 9.5 6.4 3.8 1.3 10.1 11.3
Number of Traders in Each Category Total Traders: 392
18 39 38 93 75 97 55 73 80 22 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,312,676
Positions
50,907 316,044 36,642 1,402,927 545,805 556,022 413,542 1,204,961 212,726 341,775 135,500 11,352 286,783 293,624
Changes from: December 15, 2020 Total Change is: -27,060
6,101 4,518 4,072 2,182 2,632 -3,662 -26,518 -5,132 -12,835 12,234 -9,700 248 -8,883 -7,202
Percent of Open Interest Represented by Each Category of Trader
1.5 9.5 1.1 42.4 16.5 16.8 12.5 36.4 6.4 10.3 4.1 0.3 8.7 8.9
Number of Traders in Each Category Total Traders: 300
14 22 15 88 54 77 43 53 43 13 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,093,704
Positions
308,193 381,469 212,384 19,589 6,005 21,596 306,561 249,485 195,380 7,502 1,993 1,710 20,789 23,682
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 - Options and Futures Combined 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 is15,643,035
Positions
2,066,651 2,139,287 2,877,857 468,570 548,467 717,763 773,061 518,028 7,836,321 76,564 94,726 169,024 657,225 741,564
Changes from: December 15, 2020 Total Change is: -51,818
11,802 91,368 4,799 20,402 22,638 8,914 10,098 -36,200 -67,568 4,870 -5,253 18,830 -63,966 -89,346
Percent of Open Interest Represented by Each Category of Trader
13.2 13.7 18.4 3.0 3.5 4.6 4.9 3.3 50.1 0.5 0.6 1.1 4.2 4.7
Number of Traders in Each Category Total Traders: 244
28 44 64 21 12 23 50 52 89 13 18 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 452,605
Positions
10,312 194,956 92,457 2,449 19,389 3,603 223,880 23,287 115,931 1,050 0 2,722 201 260
Changes from: December 15, 2020 Total Change is: -46,231
928 -9,515 -5,922 44 5,472 -6,600 -30,579 -24,284 -4,997 599 -639 256 40 -1
Percent of Open Interest Represented by Each Category of Trader
2.3 43.1 20.4 0.5 4.3 0.8 49.5 5.1 25.6 0.2 0.0 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 89
11 19 21 . . . 23 20 31 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 14,367
Positions
525 618 0 573 30 10 4,168 10,223 1,842 2,429 67 810 4,010 767
Changes from: December 15, 2020 Total Change is: 1,735
88 0 0 81 4 -4 80 1,319 304 391 20 37 758 55
Percent of Open Interest Represented by Each Category of Trader
3.7 4.3 0.0 4.0 0.2 0.1 29.0 71.2 12.8 16.9 0.5 5.6 27.9 5.3
Number of Traders in Each Category Total Traders: 104
. . 0 5 . . 39 17 14 35 . 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 34,838
Positions
9,406 98 0 5,354 10,556 1,114 13,495 14,111 1,285 725 3,798 72 3,387 3,804
Changes from: December 15, 2020 Total Change is: -1,178
-618 45 0 112 169 99 508 -1,473 -966 -141 740 -6 -165 214
Percent of Open Interest Represented by Each Category of Trader
27.0 0.3 0.0 15.4 30.3 3.2 38.7 40.5 3.7 2.1 10.9 0.2 9.7 10.9
Number of Traders in Each Category Total Traders: 96
. . 0 6 11 . 21 29 8 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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