Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 166,005
Positions
3,212 86,077 3,658 60,572 18,447 5,777 25,160 25,588 10,961 14,756 435 230 41,680 14,833
Changes from: December 21, 2020 Total Change is: -3,209
330 3,287 -247 -2,166 363 126 230 -6,318 -692 499 427 0 -1,288 -154
Percent of Open Interest Represented by Each Category of Trader
1.9 51.9 2.2 36.5 11.1 3.5 15.2 15.4 6.6 8.9 0.3 0.1 25.1 8.9
Number of Traders in Each Category Total Traders: 104
4 9 6 23 10 8 22 19 13 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 54,531
Positions
501 25,989 627 9,806 5,187 348 19,646 8,340 1,324 0 484 0 22,279 12,232
Changes from: December 21, 2020 Total Change is: -751
4 840 -23 -280 133 -1 -1,848 -2,529 291 0 0 0 1,105 537
Percent of Open Interest Represented by Each Category of Trader
0.9 47.7 1.2 18.0 9.5 0.6 36.0 15.3 2.4 0.0 0.9 0.0 40.9 22.4
Number of Traders in Each Category Total Traders: 46
. 9 . 12 5 . 10 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 162,212
Positions
19,450 27,365 2,838 48,825 46,383 8,012 30,205 25,255 16,145 2,187 8,568 686 33,864 26,961
Changes from: December 21, 2020 Total Change is: -13,319
-2,707 -4,900 -1,578 -5,265 -476 280 618 -1,717 -6,323 159 1,834 -131 1,627 -309
Percent of Open Interest Represented by Each Category of Trader
12.0 16.9 1.7 30.1 28.6 4.9 18.6 15.6 10.0 1.3 5.3 0.4 20.9 16.6
Number of Traders in Each Category Total Traders: 108
5 8 7 18 20 14 22 24 18 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 204,101
Positions
3,897 145,256 1,237 107,518 7,397 7,340 27,599 18,765 8,461 13,576 559 0 34,472 15,084
Changes from: December 21, 2020 Total Change is: -4,790
-11 4,685 -263 2,332 -43 -611 -4,738 -4,374 -1,653 784 -9 0 -630 -2,523
Percent of Open Interest Represented by Each Category of Trader
1.9 71.2 0.6 52.7 3.6 3.6 13.5 9.2 4.1 6.7 0.3 0.0 16.9 7.4
Number of Traders in Each Category Total Traders: 114
. 11 6 36 12 14 27 18 19 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 725,975
Positions
32,035 469,892 19,023 399,959 75,348 25,734 66,113 51,025 36,585 43,222 5,531 2,817 100,488 40,021
Changes from: December 21, 2020 Total Change is: 9,443
-1,994 16,291 -5,729 17,071 -15 572 -649 2,118 -2,758 28 -423 -26 2,928 -588
Percent of Open Interest Represented by Each Category of Trader
4.4 64.7 2.6 55.1 10.4 3.5 9.1 7.0 5.0 6.0 0.8 0.4 13.8 5.5
Number of Traders in Each Category Total Traders: 303
14 12 17 111 30 47 57 31 33 36 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 25,795
Positions
0 8,764 0 11,789 2,652 2,373 0 6,209 0 800 449 0 10,833 5,348
Changes from: December 21, 2020 Total Change is: -333
0 104 0 -1 -309 -101 0 -797 0 0 0 0 -231 770
Percent of Open Interest Represented by Each Category of Trader
0.0 34.0 0.0 45.7 10.3 9.2 0.0 24.1 0.0 3.1 1.7 0.0 42.0 20.7
Number of Traders in Each Category Total Traders: 22
0 . 0 12 . 7 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 16,698
Positions
0 3,552 433 6,643 7,228 1,465 0 518 0 0 360 40 8,117 3,102
Changes from: December 21, 2020 Total Change is: -59
0 -409 409 -62 -183 22 0 2 0 0 0 0 -428 100
Percent of Open Interest Represented by Each Category of Trader
0.0 21.3 2.6 39.8 43.3 8.8 0.0 3.1 0.0 0.0 2.2 0.2 48.6 18.6
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 29, 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 151,138
Positions
3,541 45,998 2,697 54,325 47,161 4,480 40,137 26,146 8,072 1,887 420 2 35,998 16,162
Changes from: December 21, 2020 Total Change is: 2,059
-363 2,297 534 -58 -720 469 452 3,046 -213 -699 0 0 1,938 -3,353
Percent of Open Interest Represented by Each Category of Trader
2.3 30.4 1.8 35.9 31.2 3.0 26.6 17.3 5.3 1.2 0.3 0.0 23.8 10.7
Number of Traders in Each Category Total Traders: 87
. 11 4 21 10 10 21 18 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 24,243
Positions
0 9,680 35 15,956 2,481 0 4,613 9,577 22 1,839 966 0 1,778 1,482
Changes from: December 21, 2020 Total Change is: -1,133
0 116 0 -513 -23 0 -372 -1,372 -3 0 200 0 -245 -51
Percent of Open Interest Represented by Each Category of Trader
0.0 39.9 0.1 65.8 10.2 0.0 19.0 39.5 0.1 7.6 4.0 0.0 7.3 6.1
Number of Traders in Each Category Total Traders: 46
0 5 . 10 . 0 8 11 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 143,322
Positions
218 80,140 624 72,111 1,907 996 58,686 32,857 1,082 2,531 22,998 0 7,074 2,719
Changes from: December 21, 2020 Total Change is: -218
83 2,658 4 -1,175 38 192 851 -3,086 158 -262 25 0 -69 -206
Percent of Open Interest Represented by Each Category of Trader
0.2 55.9 0.4 50.3 1.3 0.7 40.9 22.9 0.8 1.8 16.0 0.0 4.9 1.9
Number of Traders in Each Category Total Traders: 146
. 11 . 26 5 5 55 27 11 9 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 39,184
Positions
13,617 0 1,925 8,538 8,949 0 7,361 25,083 37 3,948 1,236 0 3,758 1,954
Changes from: December 21, 2020 Total Change is: 1,424
1 0 1,005 101 342 0 274 63 -227 220 86 0 50 155
Percent of Open Interest Represented by Each Category of Trader
34.8 0.0 4.9 21.8 22.8 0.0 18.8 64.0 0.1 10.1 3.2 0.0 9.6 5.0
Number of Traders in Each Category Total Traders: 60
. 0 . 12 4 0 14 14 . 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 47,973
Positions
3,445 17,858 0 18,335 6,795 404 17,162 18,156 370 1,956 1,460 6 6,295 2,924
Changes from: December 21, 2020 Total Change is: -391
819 -450 0 -504 664 -329 347 -407 -1 -888 229 0 165 -97
Percent of Open Interest Represented by Each Category of Trader
7.2 37.2 0.0 38.2 14.2 0.8 35.8 37.8 0.8 4.1 3.0 0.0 13.1 6.1
Number of Traders in Each Category Total Traders: 83
4 4 0 19 7 . 28 13 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 11,695
Positions
0 128 0 4,891 1,719 0 5,294 8,780 0 170 0 0 1,340 1,068
Changes from: December 21, 2020 Total Change is: 274
0 0 0 78 4 0 202 199 0 -25 0 0 19 71
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 41.8 14.7 0.0 45.3 75.1 0.0 1.5 0.0 0.0 11.5 9.1
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 29, 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 41,047
Positions
15,790 9,933 613 7,661 1,642 650 7,195 7,894 467 188 14,209 0 8,484 5,640
Changes from: December 21, 2020 Total Change is: 153
-624 1,020 89 1,094 -583 -1 -828 763 -85 -152 16 0 659 -1,067
Percent of Open Interest Represented by Each Category of Trader
38.5 24.2 1.5 18.7 4.0 1.6 17.5 19.2 1.1 0.5 34.6 0.0 20.7 13.7
Number of Traders in Each Category Total Traders: 91
16 15 . 15 7 6 18 14 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 82,093
Positions
31,580 19,866 1,225 15,322 3,283 1,300 14,389 15,788 933 375 28,417 0 16,968 11,281
Changes from: December 21, 2020 Total Change is: 305
-1,249 2,040 177 2,188 -1,166 -1 -1,657 1,526 -169 -303 32 0 1,318 -2,134
Percent of Open Interest Represented by Each Category of Trader
38.5 24.2 1.5 18.7 4.0 1.6 17.5 19.2 1.1 0.5 34.6 0.0 20.7 13.7
Number of Traders in Each Category Total Traders: 91
16 15 . 15 7 6 18 14 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 26,351
Positions
439 15,378 366 18,467 4,439 2,325 1,926 3,010 0 400 444 0 2,428 389
Changes from: December 21, 2020 Total Change is: 3,061
-522 2,644 0 3,455 -107 153 -131 238 0 0 0 0 106 133
Percent of Open Interest Represented by Each Category of Trader
1.7 58.4 1.4 70.1 16.8 8.8 7.3 11.4 0.0 1.5 1.7 0.0 9.2 1.5
Number of Traders in Each Category Total Traders: 27
. 8 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 616,002
Positions
48,784 132,890 20,992 260,002 105,287 57,321 49,869 81,977 86,248 24,940 70,841 3,294 64,551 57,151
Changes from: December 21, 2020 Total Change is: 25,109
-697 -2,423 1,578 1,952 -1,673 1,350 468 6,883 12,663 354 919 258 7,184 5,555
Percent of Open Interest Represented by Each Category of Trader
7.9 21.6 3.4 42.2 17.1 9.3 8.1 13.3 14.0 4.0 11.5 0.5 10.5 9.3
Number of Traders in Each Category Total Traders: 566
36 34 39 160 87 121 75 94 89 46 34 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 21,087
Positions
2,026 0 74 0 0 0 2,143 4,011 9,947 3 9 0 6,894 7,045
Changes from: December 21, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.6 0.0 0.4 0.0 0.0 0.0 10.2 19.0 47.2 0.0 0.0 0.0 32.7 33.4
Number of Traders in Each Category Total Traders: 22
. 0 . 0 0 0 7 10 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 14,661
Positions
6,355 11,760 0 4,141 250 248 1,170 1,237 207 0 0 0 2,540 959
Changes from: December 21, 2020 Total Change is: -277
689 -279 0 -867 0 75 0 267 0 0 0 0 -174 -340
Percent of Open Interest Represented by Each Category of Trader
43.3 80.2 0.0 28.2 1.7 1.7 8.0 8.4 1.4 0.0 0.0 0.0 17.3 6.5
Number of Traders in Each Category Total Traders: 27
4 5 0 9 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 2,974,573
Positions
243,919 674,582 94,458 1,300,008 526,437 286,604 255,002 406,198 365,135 124,722 354,192 16,438 288,286 250,527
Changes from: December 21, 2020 Total Change is: 20,110
-3,487 -1,986 -2,608 9,758 -8,366 6,751 7,995 30,728 -2,792 1,792 4,582 1,254 1,447 -7,453
Percent of Open Interest Represented by Each Category of Trader
8.2 22.7 3.2 43.7 17.7 9.6 8.6 13.7 12.3 4.2 11.9 0.6 9.7 8.4
Number of Traders in Each Category Total Traders: 563
36 34 38 160 87 121 74 92 84 46 34 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 25,516
Positions
5,018 23,825 0 14,743 173 106 2,494 760 0 0 0 0 3,155 652
Changes from: December 21, 2020 Total Change is: 543
0 620 0 526 0 63 29 -116 0 0 0 0 -75 -24
Percent of Open Interest Represented by Each Category of Trader
19.7 93.4 0.0 57.8 0.7 0.4 9.8 3.0 0.0 0.0 0.0 0.0 12.4 2.6
Number of Traders in Each Category Total Traders: 24
4 6 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 53,442
Positions
5,929 15,615 163 32,661 30,300 1,611 2,596 1,838 148 470 0 0 9,864 3,767
Changes from: December 21, 2020 Total Change is: -956
-150 472 0 -799 -230 -163 518 -635 -36 0 -372 0 -326 8
Percent of Open Interest Represented by Each Category of Trader
11.1 29.2 0.3 61.1 56.7 3.0 4.9 3.4 0.3 0.9 0.0 0.0 18.5 7.0
Number of Traders in Each Category Total Traders: 73
4 10 . 30 17 8 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 46,741
Positions
8,482 8,631 341 15,870 4,415 912 8,401 19,212 3,351 1,896 2,670 109 7,380 7,102
Changes from: December 21, 2020 Total Change is: 1,007
399 -1,261 58 600 -673 38 46 2,500 160 -882 192 8 578 -15
Percent of Open Interest Represented by Each Category of Trader
18.1 18.5 0.7 34.0 9.4 2.0 18.0 41.1 7.2 4.1 5.7 0.2 15.8 15.2
Number of Traders in Each Category Total Traders: 272
22 20 10 73 32 32 37 56 30 14 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 233,707
Positions
42,410 43,153 1,705 79,348 22,074 4,559 42,004 96,060 16,755 9,481 13,348 544 36,901 35,510
Changes from: December 21, 2020 Total Change is: 5,037
1,997 -6,307 291 3,002 -3,363 188 232 12,499 802 -4,408 960 42 2,891 -75
Percent of Open Interest Represented by Each Category of Trader
18.1 18.5 0.7 34.0 9.4 2.0 18.0 41.1 7.2 4.1 5.7 0.2 15.8 15.2
Number of Traders in Each Category Total Traders: 272
22 20 10 73 32 32 37 56 30 14 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 539,480
Positions
81,077 113,310 7,247 271,965 172,680 48,555 71,690 110,098 9,295 7,749 60,459 14 41,888 17,822
Changes from: December 21, 2020 Total Change is: 8,199
4,012 -6,613 -59 -7,377 3,209 -959 251 13,908 410 -2,215 1,097 -37 14,173 -2,757
Percent of Open Interest Represented by Each Category of Trader
15.0 21.0 1.3 50.4 32.0 9.0 13.3 20.4 1.7 1.4 11.2 0.0 7.8 3.3
Number of Traders in Each Category Total Traders: 361
30 20 4 116 48 56 54 61 30 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 15,434
Positions
0 5,988 0 9,698 205 32 1,407 4,185 16 280 846 0 4,001 4,162
Changes from: December 21, 2020 Total Change is: -16
0 -42 0 91 0 0 -177 1,146 0 0 -422 0 70 -698
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 0.0 62.8 1.3 0.2 9.1 27.1 0.1 1.8 5.5 0.0 25.9 27.0
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 29, 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 43,812
Positions
7,295 5,898 865 14,709 1,735 827 11,494 5,969 17 1,130 1,100 0 7,475 27,401
Changes from: December 21, 2020 Total Change is: 576
411 831 -1 180 -517 -23 -192 1,378 0 -179 -1,066 0 380 -26
Percent of Open Interest Represented by Each Category of Trader
16.7 13.5 2.0 33.6 4.0 1.9 26.2 13.6 0.0 2.6 2.5 0.0 17.1 62.5
Number of Traders in Each Category Total Traders: 56
7 8 . 11 4 . 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 416,723
Positions
35,326 267,877 7,313 288,031 81,330 45,572 23,079 4,466 934 7,188 4,376 0 9,280 4,855
Changes from: December 21, 2020 Total Change is: -735
444 -2,099 390 -4,680 -1,734 2,297 137 -78 -214 410 368 0 481 335
Percent of Open Interest Represented by Each Category of Trader
8.5 64.3 1.8 69.1 19.5 10.9 5.5 1.1 0.2 1.7 1.1 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 175
11 16 8 68 42 40 20 6 6 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,222,288
Positions
111,608 650,779 5,561 812,343 292,281 107,827 91,119 69,073 6,018 48,037 79,773 2,629 37,146 8,347
Changes from: December 21, 2020 Total Change is: 18,924
526 -46,531 80 27,372 24,732 3,255 -8,188 32,035 306 960 10,094 33 -5,420 -5,080
Percent of Open Interest Represented by Each Category of Trader
9.1 53.2 0.5 66.5 23.9 8.8 7.5 5.7 0.5 3.9 6.5 0.2 3.0 0.7
Number of Traders in Each Category Total Traders: 434
33 14 8 177 69 77 59 36 20 32 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 151,087
Positions
15,696 113,009 23,287 22,552 1,900 3,146 75,158 295 9,351 1,371 55 0 526 44
Changes from: December 21, 2020 Total Change is: 2,079
324 3,176 -1,497 161 400 0 2,818 0 600 62 0 -600 211 0
Percent of Open Interest Represented by Each Category of Trader
10.4 74.8 15.4 14.9 1.3 2.1 49.7 0.2 6.2 0.9 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 86
10 19 15 13 . . 31 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,271,500
Positions
9,558 157,382 23,184 666,592 189,876 182,736 62,967 430,778 92,845 66,850 26,054 5,958 160,810 162,687
Changes from: December 21, 2020 Total Change is: -45,194
-3,319 13,316 -11,593 6,890 1,880 -12,362 12,541 -773 -32,068 -209 63 -1,912 -3,162 -1,745
Percent of Open Interest Represented by Each Category of Trader
0.8 12.4 1.8 52.4 14.9 14.4 5.0 33.9 7.3 5.3 2.0 0.5 12.6 12.8
Number of Traders in Each Category Total Traders: 182
8 19 19 56 28 46 21 33 36 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,028,447
Positions
25,203 98,982 0 532,234 195,272 201,488 69,421 377,790 6,745 58,741 14,547 0 134,615 133,623
Changes from: December 21, 2020 Total Change is: 7,863
1,576 -1,763 0 5,695 7,823 -892 -308 4,312 -566 -153 -524 0 2,510 -528
Percent of Open Interest Represented by Each Category of Trader
2.5 9.6 0.0 51.8 19.0 19.6 6.8 36.7 0.7 5.7 1.4 0.0 13.1 13.0
Number of Traders in Each Category Total Traders: 137
. 10 0 59 26 53 7 24 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,924,875
Positions
39,273 164,983 9,918 846,802 529,273 263,467 379,954 770,589 37,491 176,387 50,503 961 170,622 97,690
Changes from: December 21, 2020 Total Change is: 29,303
17,250 6,831 -4,858 -13,161 -13,678 6,244 28,922 55,860 -12,144 4,649 -10,182 -10 2,412 1,241
Percent of Open Interest Represented by Each Category of Trader
2.0 8.6 0.5 44.0 27.5 13.7 19.7 40.0 1.9 9.2 2.6 0.0 8.9 5.1
Number of Traders in Each Category Total Traders: 279
9 29 9 94 30 64 49 40 22 21 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 3,689,643
Positions
206,563 277,205 116,714 1,338,870 1,158,391 645,985 385,169 584,894 315,582 255,984 140,890 38,983 385,793 410,998
Changes from: December 21, 2020 Total Change is: -8,961
28,702 10,167 -54,267 42,014 47,802 -27,315 14,438 64,636 -35,227 18,846 -1,119 -7,481 11,328 -6,157
Percent of Open Interest Represented by Each Category of Trader
5.6 7.5 3.2 36.3 31.4 17.5 10.4 15.9 8.6 6.9 3.8 1.1 10.5 11.1
Number of Traders in Each Category Total Traders: 380
23 34 36 96 71 100 45 72 70 22 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,002,873
Positions
75,103 24,613 8,036 377,672 368,596 112,608 249,297 235,194 10,721 47,561 32,340 0 121,875 210,765
Changes from: December 21, 2020 Total Change is: 4,823
-3,794 7,344 817 21,698 -4,376 -1,726 -21,440 -707 2,482 831 -329 0 5,955 1,318
Percent of Open Interest Represented by Each Category of Trader
7.5 2.5 0.8 37.7 36.8 11.2 24.9 23.5 1.1 4.7 3.2 0.0 12.2 21.0
Number of Traders in Each Category Total Traders: 121
5 6 6 24 49 42 20 7 9 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 3,377,110
Positions
67,705 328,455 31,810 1,412,717 549,979 523,439 469,213 1,295,084 209,157 351,755 130,156 8,885 302,431 300,146
Changes from: December 21, 2020 Total Change is: 64,434
16,799 12,411 -4,832 9,790 4,174 -32,584 55,671 90,124 -3,569 9,980 -5,344 -2,468 15,648 6,522
Percent of Open Interest Represented by Each Category of Trader
2.0 9.7 0.9 41.8 16.3 15.5 13.9 38.3 6.2 10.4 3.9 0.3 9.0 8.9
Number of Traders in Each Category Total Traders: 300
14 22 13 90 50 77 44 52 39 16 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,102,478
Positions
307,557 393,462 208,723 21,925 6,005 19,360 308,439 238,459 206,741 6,672 1,993 2,123 20,938 25,612
Changes from: December 21, 2020 Total Change is: 8,774
-636 11,993 -3,661 2,336 0 -2,236 1,878 -11,026 11,361 -830 0 413 149 1,930
Percent of Open Interest Represented by Each Category of Trader
27.9 35.7 18.9 2.0 0.5 1.8 28.0 21.6 18.8 0.6 0.2 0.2 1.9 2.3
Number of Traders in Each Category Total Traders: 96
26 16 36 . . . 25 15 32 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 is15,723,050
Positions
2,177,605 2,175,592 2,866,787 437,674 557,842 730,752 718,853 493,908 7,888,871 64,872 93,718 182,659 654,978 732,922
Changes from: December 21, 2020 Total Change is: 80,015
110,955 36,305 -11,070 -30,895 9,376 12,989 -54,208 -24,120 52,550 -11,693 -1,007 13,635 -2,248 -8,642
Percent of Open Interest Represented by Each Category of Trader
13.8 13.8 18.2 2.8 3.5 4.6 4.6 3.1 50.2 0.4 0.6 1.2 4.2 4.7
Number of Traders in Each Category Total Traders: 245
27 48 67 17 14 22 51 51 90 13 18 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 465,961
Positions
9,875 204,271 91,384 2,429 21,404 3,066 236,489 23,742 117,717 662 0 4,090 248 287
Changes from: December 21, 2020 Total Change is: 13,356
-437 9,315 -1,073 -20 2,015 -537 12,609 455 1,787 -388 0 1,368 47 27
Percent of Open Interest Represented by Each Category of Trader
2.1 43.8 19.6 0.5 4.6 0.7 50.8 5.1 25.3 0.1 0.0 0.9 0.1 0.1
Number of Traders in Each Category Total Traders: 89
9 21 21 . . . 26 17 31 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 207,232
Positions
34,443 131,049 26,971 5,970 301 1,215 78,546 10,978 34,857 23,951 577 1,212 67 72
Changes from: December 21, 2020 Total Change is: 14,724
4,349 11,308 4,678 2,244 -105 -1,107 1,416 -1,691 1,716 1,554 47 -147 21 25
Percent of Open Interest Represented by Each Category of Trader
16.6 63.2 13.0 2.9 0.1 0.6 37.9 5.3 16.8 11.6 0.3 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 78
11 19 12 . . . 20 18 23 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 105,851
Positions
0 19,175 0 3,404 1,692 0 3,002 61,189 22,597 76,833 1,044 0 15 154
Changes from: December 21, 2020 Total Change is: 4,056
0 770 0 0 89 0 -203 1,658 1,539 2,720 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
0.0 18.1 0.0 3.2 1.6 0.0 2.8 57.8 21.3 72.6 1.0 0.0 0.0 0.1
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 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,370
Positions
504 628 0 620 32 8 3,662 8,503 661 2,130 244 504 3,281 790
Changes from: December 21, 2020 Total Change is: -2,997
-21 10 0 47 2 -2 -506 -1,720 -1,181 -299 177 -306 -729 23
Percent of Open Interest Represented by Each Category of Trader
4.4 5.5 0.0 5.5 0.3 0.1 32.2 74.8 5.8 18.7 2.1 4.4 28.9 6.9
Number of Traders in Each Category Total Traders: 89
. . 0 4 . . 36 12 11 27 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 36,062
Positions
9,206 848 0 5,344 10,388 1,111 14,440 13,995 1,737 854 4,378 66 3,306 3,540
Changes from: December 21, 2020 Total Change is: 1,224
-200 750 0 -10 -168 -3 945 -116 452 128 580 -6 -81 -265
Percent of Open Interest Represented by Each Category of Trader
25.5 2.4 0.0 14.8 28.8 3.1 40.0 38.8 4.8 2.4 12.1 0.2 9.2 9.8
Number of Traders in Each Category Total Traders: 97
. . 0 5 10 . 24 27 10 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 283,879
Positions
37,900 15,938 8,277 128,734 67,072 18,900 24,876 112,069 29,953 12,709 1,306 5,818 16,712 24,546
Changes from: December 21, 2020 Total Change is: -5,354
-3,943 143 62 4,753 4,049 -3,521 298 -848 -1,892 -401 -1,108 -299 -411 -1,940
Percent of Open Interest Represented by Each Category of Trader
13.4 5.6 2.9 45.3 23.6 6.7 8.8 39.5 10.6 4.5 0.5 2.0 5.9 8.6
Number of Traders in Each Category Total Traders: 155
10 13 17 12 29 16 25 44 35 10 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 24,933
Positions
4,122 3,559 50 17,355 3,963 23 832 17,311 0 2,262 0 0 289 27
Changes from: December 21, 2020 Total Change is: 46
0 0 0 -67 0 0 4 46 0 61 0 0 48 0
Percent of Open Interest Represented by Each Category of Trader
16.5 14.3 0.2 69.6 15.9 0.1 3.3 69.4 0.0 9.1 0.0 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 37
. . . 9 . . 5 5 0 12 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 04, 2021