Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 156,675
Positions
3,394 77,231 90 59,057 23,678 5,675 27,093 26,778 4,524 16,604 456 314 39,924 17,929
Changes from: January 5, 2021 Total Change is: 551
271 -7,405 -15 -1,392 5,458 681 1,510 1,244 -381 665 17 58 -846 894
Percent of Open Interest Represented by Each Category of Trader
2.2 49.3 0.1 37.7 15.1 3.6 17.3 17.1 2.9 10.6 0.3 0.2 25.5 11.4
Number of Traders in Each Category Total Traders: 103
4 9 . 24 11 8 20 20 13 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 50,164
Positions
1,463 23,788 69 8,572 5,584 372 18,722 7,756 28 0 484 0 20,938 12,083
Changes from: January 5, 2021 Total Change is: 1,136
562 188 1 -1,250 208 -150 3,403 406 24 0 0 0 -1,454 459
Percent of Open Interest Represented by Each Category of Trader
2.9 47.4 0.1 17.1 11.1 0.7 37.3 15.5 0.1 0.0 1.0 0.0 41.7 24.1
Number of Traders in Each Category Total Traders: 47
. 8 . 12 5 . 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 152,924
Positions
15,304 35,361 625 53,557 48,933 6,700 35,963 28,109 2,707 2,128 7,278 264 35,676 22,947
Changes from: January 5, 2021 Total Change is: 9,715
-3,548 9,158 449 1,662 -340 -180 8,017 1,172 588 428 424 264 2,035 -1,820
Percent of Open Interest Represented by Each Category of Trader
10.0 23.1 0.4 35.0 32.0 4.4 23.5 18.4 1.8 1.4 4.8 0.2 23.3 15.0
Number of Traders in Each Category Total Traders: 107
5 7 4 18 18 10 31 21 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 190,811
Positions
5,082 139,345 74 105,442 7,644 6,195 27,744 15,493 998 14,152 1,215 0 31,124 19,847
Changes from: January 5, 2021 Total Change is: -16,152
432 -14,495 67 -6,175 121 -364 -7,607 -6,462 -1,675 4,820 656 0 -5,650 6,000
Percent of Open Interest Represented by Each Category of Trader
2.7 73.0 0.0 55.3 4.0 3.2 14.5 8.1 0.5 7.4 0.6 0.0 16.3 10.4
Number of Traders in Each Category Total Traders: 113
4 10 4 34 11 13 23 23 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 677,952
Positions
31,649 479,348 6,092 397,611 69,775 23,045 72,119 48,463 5,185 40,072 3,777 3,859 98,320 38,408
Changes from: January 5, 2021 Total Change is: 4,420
-2,480 5,519 -152 -956 2,203 1,008 4,276 -6,514 1,304 -2,054 -784 1 3,473 1,835
Percent of Open Interest Represented by Each Category of Trader
4.7 70.7 0.9 58.6 10.3 3.4 10.6 7.1 0.8 5.9 0.6 0.6 14.5 5.7
Number of Traders in Each Category Total Traders: 284
12 12 9 110 30 42 52 27 20 33 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,649
Positions
0 9,160 54 12,923 3,062 2,303 0 6,249 0 800 410 17 10,552 5,394
Changes from: January 5, 2021 Total Change is: -464
0 -711 54 -661 429 -35 0 -576 0 0 0 0 178 375
Percent of Open Interest Represented by Each Category of Trader
0.0 34.4 0.2 48.5 11.5 8.6 0.0 23.4 0.0 3.0 1.5 0.1 39.6 20.2
Number of Traders in Each Category Total Traders: 22
0 . . 12 . 8 0 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 17,092
Positions
0 3,602 448 6,853 7,238 1,463 0 0 0 408 360 40 7,880 3,941
Changes from: January 5, 2021 Total Change is: 178
0 48 15 59 12 -2 0 -419 0 0 0 0 106 524
Percent of Open Interest Represented by Each Category of Trader
0.0 21.1 2.6 40.1 42.3 8.6 0.0 0.0 0.0 2.4 2.1 0.2 46.1 23.1
Number of Traders in Each Category Total Traders: 20
0 . . 7 8 6 0 0 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 144,614
Positions
2,418 51,347 1,012 57,792 48,226 3,235 45,355 19,936 1,098 1,807 420 0 31,897 19,340
Changes from: January 5, 2021 Total Change is: -1,479
-820 4,623 1,004 67 -87 -24 2,460 -7,879 -1,059 9 0 0 -3,116 1,943
Percent of Open Interest Represented by Each Category of Trader
1.7 35.5 0.7 40.0 33.3 2.2 31.4 13.8 0.8 1.2 0.3 0.0 22.1 13.4
Number of Traders in Each Category Total Traders: 85
. 13 . 20 10 8 21 17 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,202
Positions
0 9,660 35 14,693 2,593 0 4,442 8,120 10 2,017 1,180 0 2,005 1,604
Changes from: January 5, 2021 Total Change is: -1,957
0 16 0 -1,935 -26 0 -133 -2,213 0 184 214 0 -73 52
Percent of Open Interest Represented by Each Category of Trader
0.0 41.6 0.2 63.3 11.2 0.0 19.1 35.0 0.0 8.7 5.1 0.0 8.6 6.9
Number of Traders in Each Category Total Traders: 48
0 5 . 10 . 0 10 8 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 151,244
Positions
301 85,842 714 69,728 2,767 1,388 66,442 33,479 1,348 3,416 23,148 0 7,907 2,558
Changes from: January 5, 2021 Total Change is: 9,953
5 5,405 65 1,037 -25 142 6,808 3,257 973 737 188 0 186 -52
Percent of Open Interest Represented by Each Category of Trader
0.2 56.8 0.5 46.1 1.8 0.9 43.9 22.1 0.9 2.3 15.3 0.0 5.2 1.7
Number of Traders in Each Category Total Traders: 149
. 12 . 26 4 . 60 20 10 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,943
Positions
136 1,927 0 8,948 11,115 14 8,429 6,332 474 4,260 3,906 0 3,682 2,175
Changes from: January 5, 2021 Total Change is: 3,169
136 2 0 394 1,943 14 2,091 -2,016 331 476 2,668 0 -273 227
Percent of Open Interest Represented by Each Category of Trader
0.5 7.4 0.0 34.5 42.8 0.1 32.5 24.4 1.8 16.4 15.1 0.0 14.2 8.4
Number of Traders in Each Category Total Traders: 65
. . 0 12 4 . 15 16 6 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,757
Positions
2,765 18,607 6 16,580 5,934 230 17,492 15,133 506 908 1,582 6 6,264 2,753
Changes from: January 5, 2021 Total Change is: -2,437
-261 646 5 -1,354 -94 -79 1,374 -3,027 147 -1,435 104 0 -834 -139
Percent of Open Interest Represented by Each Category of Trader
6.2 41.6 0.0 37.0 13.3 0.5 39.1 33.8 1.1 2.0 3.5 0.0 14.0 6.2
Number of Traders in Each Category Total Traders: 87
. 6 . 18 6 4 31 14 4 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,203
Positions
0 128 0 4,555 945 0 4,991 8,275 2 150 205 0 1,505 1,648
Changes from: January 5, 2021 Total Change is: -1,066
0 0 0 -842 -714 0 -244 -960 2 -20 205 0 38 401
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 40.7 8.4 0.0 44.6 73.9 0.0 1.3 1.8 0.0 13.4 14.7
Number of Traders in Each Category Total Traders: 25
0 . 0 5 . 0 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,106
Positions
15,823 10,026 618 7,668 1,132 491 7,770 8,787 500 188 14,389 0 9,049 6,164
Changes from: January 5, 2021 Total Change is: 1,506
163 38 53 -250 -77 90 922 265 32 0 329 0 497 777
Percent of Open Interest Represented by Each Category of Trader
37.6 23.8 1.5 18.2 2.7 1.2 18.5 20.9 1.2 0.4 34.2 0.0 21.5 14.6
Number of Traders in Each Category Total Traders: 95
17 14 . 21 4 6 20 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 84,211
Positions
31,646 20,052 1,235 15,336 2,264 981 15,540 17,574 1,000 375 28,777 0 18,098 12,328
Changes from: January 5, 2021 Total Change is: 3,011
326 75 105 -500 -153 180 1,843 530 63 0 657 0 994 1,554
Percent of Open Interest Represented by Each Category of Trader
37.6 23.8 1.5 18.2 2.7 1.2 18.5 20.9 1.2 0.4 34.2 0.0 21.5 14.6
Number of Traders in Each Category Total Traders: 95
17 14 . 21 4 6 20 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,903
Positions
871 16,703 412 19,740 4,186 2,308 2,403 3,519 0 400 444 0 1,769 331
Changes from: January 5, 2021 Total Change is: -1,201
-25 -882 0 -785 142 -142 75 -272 0 0 0 0 -324 -47
Percent of Open Interest Represented by Each Category of Trader
3.1 59.9 1.5 70.7 15.0 8.3 8.6 12.6 0.0 1.4 1.6 0.0 6.3 1.2
Number of Traders in Each Category Total Traders: 31
. 9 . 14 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 531,665
Positions
58,761 145,444 8,118 262,560 100,075 57,195 51,701 88,097 8,527 21,769 68,474 635 62,397 55,099
Changes from: January 5, 2021 Total Change is: 8,542
1,968 10,027 1,138 -1,906 -7,067 2,513 3,829 1,857 -763 408 -5,546 -340 1,696 6,723
Percent of Open Interest Represented by Each Category of Trader
11.1 27.4 1.5 49.4 18.8 10.8 9.7 16.6 1.6 4.1 12.9 0.1 11.7 10.4
Number of Traders in Each Category Total Traders: 534
32 40 16 166 81 112 67 88 48 33 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 11,579
Positions
6,170 2,800 0 2,559 6,886 512 464 464 0 0 0 0 1,874 917
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.3 24.2 0.0 22.1 59.5 4.4 4.0 4.0 0.0 0.0 0.0 0.0 16.2 7.9
Number of Traders in Each Category Total Traders: 22
7 5 0 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,542
Positions
6,190 14,045 0 6,554 14 409 1,972 1,221 133 0 0 0 2,284 1,720
Changes from: January 5, 2021 Total Change is: 2,280
189 2,294 0 2,411 -236 236 749 -422 0 0 0 0 -1,305 408
Percent of Open Interest Represented by Each Category of Trader
35.3 80.1 0.0 37.4 0.1 2.3 11.2 7.0 0.8 0.0 0.0 0.0 13.0 9.8
Number of Traders in Each Category Total Traders: 30
4 5 0 10 . . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,578,114
Positions
293,805 692,350 27,092 1,312,800 500,375 285,977 258,506 448,414 26,994 108,847 338,370 3,176 260,917 255,366
Changes from: January 5, 2021 Total Change is: 24,634
9,838 30,137 5,688 -9,532 -35,335 12,567 12,643 21,533 -2,814 2,038 -30,232 -1,699 -4,095 24,789
Percent of Open Interest Represented by Each Category of Trader
11.4 26.9 1.1 50.9 19.4 11.1 10.0 17.4 1.0 4.2 13.1 0.1 10.1 9.9
Number of Traders in Each Category Total Traders: 533
32 40 15 166 81 112 67 88 43 33 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,522
Positions
4,208 26,365 0 18,099 173 43 2,930 1,010 0 0 0 0 3,242 931
Changes from: January 5, 2021 Total Change is: 3,020
-810 2,454 0 3,289 0 0 452 367 0 0 0 0 89 199
Percent of Open Interest Represented by Each Category of Trader
14.8 92.4 0.0 63.5 0.6 0.2 10.3 3.5 0.0 0.0 0.0 0.0 11.4 3.3
Number of Traders in Each Category Total Traders: 29
. 8 0 9 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,932
Positions
4,329 21,478 0 14,282 529 351 1,076 0 0 0 0 0 2,894 574
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.9 93.7 0.0 62.3 2.3 1.5 4.7 0.0 0.0 0.0 0.0 0.0 12.6 2.5
Number of Traders in Each Category Total Traders: 20
. 7 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,552
Positions
5,717 18,903 163 33,942 27,585 1,604 2,585 3,030 175 470 0 0 9,896 3,092
Changes from: January 5, 2021 Total Change is: 2,379
756 3,303 0 2,309 -1,217 -157 -158 931 6 0 0 0 -377 -487
Percent of Open Interest Represented by Each Category of Trader
10.5 34.7 0.3 62.2 50.6 2.9 4.7 5.6 0.3 0.9 0.0 0.0 18.1 5.7
Number of Traders in Each Category Total Traders: 78
7 10 . 32 15 10 8 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,458
Positions
10,662 6,298 324 15,552 4,862 1,060 9,371 23,490 687 1,852 2,711 4 6,947 7,022
Changes from: January 5, 2021 Total Change is: 2,278
2,022 -1,701 26 -349 477 256 200 2,903 -8 130 -206 0 1 532
Percent of Open Interest Represented by Each Category of Trader
22.9 13.6 0.7 33.5 10.5 2.3 20.2 50.6 1.5 4.0 5.8 0.0 15.0 15.1
Number of Traders in Each Category Total Traders: 264
25 21 4 58 34 31 35 63 23 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 232,289
Positions
53,308 31,491 1,622 77,760 24,308 5,299 46,853 117,449 3,433 9,258 13,557 20 34,736 35,110
Changes from: January 5, 2021 Total Change is: 11,391
10,111 -8,506 130 -1,743 2,384 1,278 1,002 14,517 -42 650 -1,029 0 5 2,659
Percent of Open Interest Represented by Each Category of Trader
22.9 13.6 0.7 33.5 10.5 2.3 20.2 50.6 1.5 4.0 5.8 0.0 15.0 15.1
Number of Traders in Each Category Total Traders: 264
25 21 4 58 34 31 35 63 23 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 74,147
Positions
0 1,131 0 243 0 0 37,057 54,706 1,043 230 2,351 1 35,573 14,915
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 1.5 0.0 0.3 0.0 0.0 50.0 73.8 1.4 0.3 3.2 0.0 48.0 20.1
Number of Traders in Each Category Total Traders: 20
0 . 0 . 0 0 7 6 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 552,576
Positions
80,365 120,665 7,917 294,189 156,790 48,391 74,761 129,920 4,995 9,595 64,273 6 32,357 19,619
Changes from: January 5, 2021 Total Change is: 26,284
7,611 7,944 804 21,337 -6,177 -3,005 71 13,977 1,556 -3,412 6,838 6 1,316 4,341
Percent of Open Interest Represented by Each Category of Trader
14.5 21.8 1.4 53.2 28.4 8.8 13.5 23.5 0.9 1.7 11.6 0.0 5.9 3.6
Number of Traders in Each Category Total Traders: 346
26 20 . 113 46 51 55 58 23 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,346
Positions
5,727 13,656 0 5,683 1,025 0 2,741 0 32 0 0 0 1,163 633
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.3 89.0 0.0 37.0 6.7 0.0 17.9 0.0 0.2 0.0 0.0 0.0 7.6 4.1
Number of Traders in Each Category Total Traders: 20
. 7 0 6 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,252
Positions
0 6,056 0 9,648 205 31 1,163 4,271 5 0 1,066 0 5,405 4,618
Changes from: January 5, 2021 Total Change is: 938
0 -25 0 80 0 0 0 -262 -3 0 207 0 861 1,021
Percent of Open Interest Represented by Each Category of Trader
0.0 37.3 0.0 59.4 1.3 0.2 7.2 26.3 0.0 0.0 6.6 0.0 33.3 28.4
Number of Traders in Each Category Total Traders: 20
0 . 0 9 . . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,759
Positions
8,062 6,106 865 14,049 1,626 665 15,744 6,426 87 1,335 845 0 6,952 31,139
Changes from: January 5, 2021 Total Change is: 2,010
143 740 33 234 -109 -211 1,887 1,851 17 237 33 0 -330 -344
Percent of Open Interest Represented by Each Category of Trader
16.9 12.8 1.8 29.4 3.4 1.4 33.0 13.5 0.2 2.8 1.8 0.0 14.6 65.2
Number of Traders in Each Category Total Traders: 60
7 8 . 12 4 . 15 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 413,187
Positions
35,023 257,182 7,370 286,585 90,899 43,561 22,899 6,681 739 8,026 1,805 0 8,984 4,950
Changes from: January 5, 2021 Total Change is: -12,030
2,959 -9,294 -350 673 -622 199 -8,842 771 44 -4,033 -470 -2,500 -180 192
Percent of Open Interest Represented by Each Category of Trader
8.5 62.2 1.8 69.4 22.0 10.5 5.5 1.6 0.2 1.9 0.4 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 184
15 14 10 71 44 42 22 9 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,252,879
Positions
95,725 679,643 4,373 844,934 273,232 111,415 104,036 75,301 4,121 48,736 90,585 2,429 37,110 11,780
Changes from: January 5, 2021 Total Change is: 28,301
1,554 26,390 -1,092 21,776 -6,520 326 7,867 -6,782 -1,391 3,293 13,739 -74 -3,958 3,705
Percent of Open Interest Represented by Each Category of Trader
7.6 54.2 0.3 67.4 21.8 8.9 8.3 6.0 0.3 3.9 7.2 0.2 3.0 0.9
Number of Traders in Each Category Total Traders: 439
35 13 8 183 62 78 68 32 19 32 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 169,385
Positions
17,423 125,066 25,772 22,605 4,500 3,146 88,669 300 9,451 1,083 55 0 1,236 1,095
Changes from: January 5, 2021 Total Change is: 15,216
639 10,279 2,436 -25 1,600 0 11,504 5 100 -336 0 0 898 796
Percent of Open Interest Represented by Each Category of Trader
10.3 73.8 15.2 13.3 2.7 1.9 52.3 0.2 5.6 0.6 0.0 0.0 0.7 0.6
Number of Traders in Each Category Total Traders: 85
10 19 14 13 . . 32 . 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,156,648
Positions
10,068 125,712 3,988 658,737 190,646 177,835 57,524 434,094 15,736 80,830 27,295 0 151,930 181,342
Changes from: January 5, 2021 Total Change is: 6,235
2,543 -10,905 337 -11,791 7,642 15,589 -1,537 -18,603 -2,547 9,074 -1,032 0 -5,433 15,754
Percent of Open Interest Represented by Each Category of Trader
0.9 10.9 0.3 57.0 16.5 15.4 5.0 37.5 1.4 7.0 2.4 0.0 13.1 15.7
Number of Traders in Each Category Total Traders: 181
7 20 4 52 32 43 18 33 12 12 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,060,209
Positions
24,942 101,141 0 554,737 212,987 201,539 74,882 374,210 8,217 60,364 19,341 0 135,528 142,774
Changes from: January 5, 2021 Total Change is: 21,294
-284 5,276 0 9,975 6,294 -328 4,134 5,669 1,214 -83 4,594 0 6,666 -1,425
Percent of Open Interest Represented by Each Category of Trader
2.4 9.5 0.0 52.3 20.1 19.0 7.1 35.3 0.8 5.7 1.8 0.0 12.8 13.5
Number of Traders in Each Category Total Traders: 139
. 10 0 56 28 52 5 27 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,974,734
Positions
41,289 134,004 14,571 880,709 521,771 268,540 388,037 848,602 38,252 173,685 49,566 1,171 168,480 98,257
Changes from: January 5, 2021 Total Change is: 46,109
9,392 -6,896 3,333 3,830 12,620 4,473 15,289 -3,808 16,510 -6,096 17,530 217 -839 2,130
Percent of Open Interest Represented by Each Category of Trader
2.1 6.8 0.7 44.6 26.4 13.6 19.7 43.0 1.9 8.8 2.5 0.1 8.5 5.0
Number of Traders in Each Category Total Traders: 278
8 27 8 92 31 67 54 36 26 20 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,360,477
Positions
196,338 190,442 33,011 1,214,100 1,229,373 713,396 451,186 509,425 73,895 319,903 140,001 365 358,283 470,569
Changes from: January 5, 2021 Total Change is: 139,294
-19,488 -33,131 2,448 -75,864 135,539 79,936 98,715 -106,277 12,609 61,919 -901 -1,729 -19,252 50,800
Percent of Open Interest Represented by Each Category of Trader
5.8 5.7 1.0 36.1 36.6 21.2 13.4 15.2 2.2 9.5 4.2 0.0 10.7 14.0
Number of Traders in Each Category Total Traders: 389
29 36 9 90 76 91 61 60 36 26 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,062,696
Positions
83,221 31,622 4,176 408,625 392,435 120,732 273,194 248,793 8,450 48,955 48,804 0 115,343 207,684
Changes from: January 5, 2021 Total Change is: 58,906
7,551 9,005 -2,645 18,892 29,698 4,859 30,140 8,867 -3,430 -239 14,449 0 3,778 -1,897
Percent of Open Interest Represented by Each Category of Trader
7.8 3.0 0.4 38.5 36.9 11.4 25.7 23.4 0.8 4.6 4.6 0.0 10.9 19.5
Number of Traders in Each Category Total Traders: 131
6 7 4 25 53 44 20 9 9 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,240,422
Positions
75,797 225,816 10,117 1,394,521 627,443 554,499 445,358 1,277,804 106,336 368,044 129,606 765 284,985 308,036
Changes from: January 5, 2021 Total Change is: 42,421
14,636 64 282 -39,098 12,938 36,218 4,753 -45,648 22,553 20,093 452 164 -17,180 15,398
Percent of Open Interest Represented by Each Category of Trader
2.3 7.0 0.3 43.0 19.4 17.1 13.7 39.4 3.3 11.4 4.0 0.0 8.8 9.5
Number of Traders in Each Category Total Traders: 298
13 17 . 92 52 74 39 56 27 15 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,034,355
Positions
335,363 315,086 207,334 30,544 6,797 13,432 211,082 254,014 208,181 7,413 0 0 21,006 29,511
Changes from: January 5, 2021 Total Change is: 35,030
21,191 -6,180 17,801 5,119 1,349 -166 -25,415 6,965 15,737 960 0 -1,661 1,464 1,185
Percent of Open Interest Represented by Each Category of Trader
32.4 30.5 20.0 3.0 0.7 1.3 20.4 24.6 20.1 0.7 0.0 0.0 2.0 2.9
Number of Traders in Each Category Total Traders: 97
27 14 35 . 4 . 23 19 36 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,808,369
Positions
2,102,315 2,214,775 1,838,490 317,532 496,601 530,746 1,319,232 728,940 2,914,159 18,345 150,614 193,618 573,932 740,426
Changes from: January 5, 2021 Total Change is: 511,313
121,465 22,582 61,480 -72,278 13,837 158,946 118,961 -9,593 133,282 -6,099 67,186 17,786 -22,230 45,807
Percent of Open Interest Represented by Each Category of Trader
21.4 22.6 18.7 3.2 5.1 5.4 13.5 7.4 29.7 0.2 1.5 2.0 5.9 7.5
Number of Traders in Each Category Total Traders: 219
31 42 63 18 12 17 47 39 75 5 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 478,900
Positions
16,641 226,569 82,710 2,267 15,006 9,096 240,311 18,532 124,467 915 0 2,260 233 260
Changes from: January 5, 2021 Total Change is: 9,309
1,967 16,833 -2,796 -162 -4,612 3,742 6,462 -4,055 2,140 -135 0 -1,850 -59 -93
Percent of Open Interest Represented by Each Category of Trader
3.5 47.3 17.3 0.5 3.1 1.9 50.2 3.9 26.0 0.2 0.0 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 89
12 22 21 . . . 23 16 27 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 176,147
Positions
20,549 104,333 24,512 4,472 5,554 1,313 74,739 9,586 29,228 20,137 356 1,144 53 121
Changes from: January 5, 2021 Total Change is: 15,262
-12,446 5,425 4,419 411 5,410 -883 18,421 391 876 4,506 -300 45 -87 -121
Percent of Open Interest Represented by Each Category of Trader
11.7 59.2 13.9 2.5 3.2 0.7 42.4 5.4 16.6 11.4 0.2 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 75
8 16 10 . . . 26 15 24 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 119,965
Positions
0 24,109 0 3,404 2,087 0 4,428 56,656 36,486 75,643 544 0 4 83
Changes from: January 5, 2021 Total Change is: 9,600
0 5,272 0 0 344 0 1,192 -6,861 11,409 -2,990 -500 0 -11 -64
Percent of Open Interest Represented by Each Category of Trader
0.0 20.1 0.0 2.8 1.7 0.0 3.7 47.2 30.4 63.1 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 6 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 12,039
Positions
324 754 0 733 0 5 4,107 9,602 212 2,522 373 460 3,676 633
Changes from: January 5, 2021 Total Change is: 743
-112 91 0 -60 -32 2 563 544 83 -150 112 84 333 -141
Percent of Open Interest Represented by Each Category of Trader
2.7 6.3 0.0 6.1 0.0 0.0 34.1 79.8 1.8 20.9 3.1 3.8 30.5 5.3
Number of Traders in Each Category Total Traders: 93
. . 0 . 0 . 33 20 10 27 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,855
Positions
8,630 1,498 1 6,385 10,002 1,175 10,345 14,024 1,697 2,002 2,774 19 4,601 3,665
Changes from: January 5, 2021 Total Change is: -2,714
-477 500 1 1,112 -580 74 -4,363 -880 -991 1,144 -972 16 770 118
Percent of Open Interest Represented by Each Category of Trader
24.8 4.3 0.0 18.3 28.7 3.4 29.7 40.2 4.9 5.7 8.0 0.1 13.2 10.5
Number of Traders in Each Category Total Traders: 104
. . . 5 11 . 25 28 8 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 325,153
Positions
40,257 17,263 10,400 137,751 64,915 22,857 33,631 133,000 40,404 14,613 2,864 7,514 17,726 25,936
Changes from: January 5, 2021 Total Change is: 28,327
936 -2,637 1,480 2,542 8,056 6,302 4,295 2,677 9,821 1,910 -376 1,039 2 1,965
Percent of Open Interest Represented by Each Category of Trader
12.4 5.3 3.2 42.4 20.0 7.0 10.3 40.9 12.4 4.5 0.9 2.3 5.5 8.0
Number of Traders in Each Category Total Traders: 170
12 10 17 13 27 17 26 50 44 12 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,813
Positions
3,334 3,549 60 23,503 2,037 284 1,965 25,825 0 2,375 0 0 292 58
Changes from: January 5, 2021 Total Change is: 7,198
-108 5 -5 6,307 -1,926 261 648 8,868 0 118 0 0 -23 -5
Percent of Open Interest Represented by Each Category of Trader
10.5 11.2 0.2 73.9 6.4 0.9 6.2 81.2 0.0 7.5 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 5 6 0 15 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 15, 2021