Traders in Financial Futures - Futures Only Positions as of February 2, 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 158,155
Positions
3,084 80,729 23 55,128 25,512 5,277 31,846 23,689 5,050 16,710 0 892 40,145 16,983
Changes from: January 26, 2021 Total Change is: -10,741
146 -3,460 20 -3,905 1,125 492 -4,239 -9,905 699 -827 0 -19 -3,108 307
Percent of Open Interest Represented by Each Category of Trader
1.9 51.0 0.0 34.9 16.1 3.3 20.1 15.0 3.2 10.6 0.0 0.6 25.4 10.7
Number of Traders in Each Category Total Traders: 106
4 10 . 23 13 7 27 17 15 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 50,832
Positions
2,965 22,470 7 5,003 5,875 617 22,540 6,313 94 0 642 0 19,606 14,814
Changes from: January 26, 2021 Total Change is: 2,495
1,253 -71 0 -2,055 -545 236 5,754 -54 41 0 0 0 -2,734 2,888
Percent of Open Interest Represented by Each Category of Trader
5.8 44.2 0.0 9.8 11.6 1.2 44.3 12.4 0.2 0.0 1.3 0.0 38.6 29.1
Number of Traders in Each Category Total Traders: 48
4 7 . 7 6 4 15 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 161,100
Positions
17,955 29,994 1,551 56,613 51,696 6,512 39,479 37,839 1,146 3,042 6,467 0 34,802 25,895
Changes from: January 26, 2021 Total Change is: 6,542
2,752 -778 853 -815 1,144 316 5,682 6,276 -673 974 -387 0 -2,547 -209
Percent of Open Interest Represented by Each Category of Trader
11.1 18.6 1.0 35.1 32.1 4.0 24.5 23.5 0.7 1.9 4.0 0.0 21.6 16.1
Number of Traders in Each Category Total Traders: 113
6 8 5 19 19 17 31 24 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 190,948
Positions
9,172 119,013 129 95,603 11,676 6,989 38,181 27,924 697 14,972 566 0 25,205 23,954
Changes from: January 26, 2021 Total Change is: -2,874
4,719 -21,755 105 -10,374 4,116 447 9,847 7,013 480 500 1 0 -8,598 6,719
Percent of Open Interest Represented by Each Category of Trader
4.8 62.3 0.1 50.1 6.1 3.7 20.0 14.6 0.4 7.8 0.3 0.0 13.2 12.5
Number of Traders in Each Category Total Traders: 118
6 10 6 32 13 16 27 22 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 675,520
Positions
34,702 476,340 10,125 381,415 54,720 24,888 73,530 51,409 6,462 44,909 3,892 4,251 95,238 43,433
Changes from: January 26, 2021 Total Change is: -1,912
-633 -18,330 3,852 -7,622 -830 1,928 -2,927 4,488 2,600 684 695 185 21 3,500
Percent of Open Interest Represented by Each Category of Trader
5.1 70.5 1.5 56.5 8.1 3.7 10.9 7.6 1.0 6.6 0.6 0.6 14.1 6.4
Number of Traders in Each Category Total Traders: 298
15 11 10 112 29 50 50 36 23 39 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 25,395
Positions
0 9,247 0 9,832 3,452 3,098 1,165 3,366 40 800 0 0 10,460 6,192
Changes from: January 26, 2021 Total Change is: 962
0 32 0 -514 490 644 699 -1,071 40 0 0 0 93 827
Percent of Open Interest Represented by Each Category of Trader
0.0 36.4 0.0 38.7 13.6 12.2 4.6 13.3 0.2 3.2 0.0 0.0 41.2 24.4
Number of Traders in Each Category Total Traders: 23
0 . 0 12 4 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 142,644
Positions
3,469 49,182 1,012 53,173 51,065 1,993 45,517 20,524 1,007 1,226 0 0 35,247 17,861
Changes from: January 26, 2021 Total Change is: -429
-3 -97 -6 -577 1,411 -910 1,714 -159 -532 -498 0 0 383 -136
Percent of Open Interest Represented by Each Category of Trader
2.4 34.5 0.7 37.3 35.8 1.4 31.9 14.4 0.7 0.9 0.0 0.0 24.7 12.5
Number of Traders in Each Category Total Traders: 85
. 11 . 20 10 8 23 18 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 25,591
Positions
0 9,645 35 18,093 2,770 0 4,484 9,955 10 1,517 1,180 0 1,452 1,996
Changes from: January 26, 2021 Total Change is: 494
0 119 0 1,275 133 0 -262 -432 0 -100 414 0 -419 260
Percent of Open Interest Represented by Each Category of Trader
0.0 37.7 0.1 70.7 10.8 0.0 17.5 38.9 0.0 5.9 4.6 0.0 5.7 7.8
Number of Traders in Each Category Total Traders: 47
0 5 . 11 . 0 8 11 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 150,781
Positions
190 96,125 507 74,075 3,637 371 61,665 26,630 2,291 4,393 18,224 5 7,284 2,991
Changes from: January 26, 2021 Total Change is: 128
-1,182 3,880 0 2,365 1,118 205 -2,602 -1,357 1,199 400 -5,031 5 -262 109
Percent of Open Interest Represented by Each Category of Trader
0.1 63.8 0.3 49.1 2.4 0.2 40.9 17.7 1.5 2.9 12.1 0.0 4.8 2.0
Number of Traders in Each Category Total Traders: 150
. 11 . 22 4 4 56 28 9 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 34,016
Positions
9,142 1,902 0 9,372 21,179 0 9,265 4,963 40 3,511 3,875 0 2,686 2,057
Changes from: January 26, 2021 Total Change is: -5,021
9,142 -227 -8,890 -192 5,631 -14 -3,239 -373 -715 143 -144 -113 -1,143 -176
Percent of Open Interest Represented by Each Category of Trader
26.9 5.6 0.0 27.6 62.3 0.0 27.2 14.6 0.1 10.3 11.4 0.0 7.9 6.0
Number of Traders in Each Category Total Traders: 68
. . 0 12 6 0 15 10 . 13 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 50,685
Positions
5,240 15,868 17 11,844 8,607 780 24,559 19,377 679 1,420 1,511 6 6,140 3,840
Changes from: January 26, 2021 Total Change is: 3,881
1,505 -2,612 0 -1,243 1,476 776 2,465 3,389 292 589 -9 0 -503 569
Percent of Open Interest Represented by Each Category of Trader
10.3 31.3 0.0 23.4 17.0 1.5 48.5 38.2 1.3 2.8 3.0 0.0 12.1 7.6
Number of Traders in Each Category Total Traders: 93
6 4 . 17 6 4 29 21 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 13,089
Positions
720 128 0 2,975 2,839 0 7,458 8,146 0 150 360 0 1,786 1,616
Changes from: January 26, 2021 Total Change is: 1,860
720 0 0 -45 965 0 766 828 0 0 0 0 419 67
Percent of Open Interest Represented by Each Category of Trader
5.5 1.0 0.0 22.7 21.7 0.0 57.0 62.2 0.0 1.1 2.8 0.0 13.6 12.3
Number of Traders in Each Category Total Traders: 28
. . 0 5 . 0 8 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 49,889
Positions
17,064 17,235 408 13,745 1,875 340 7,504 7,756 1,340 100 14,752 0 9,390 6,186
Changes from: January 26, 2021 Total Change is: 5,133
-1,453 6,062 149 5,550 278 -485 154 -1,622 -75 -11 410 0 1,304 417
Percent of Open Interest Represented by Each Category of Trader
34.2 34.5 0.8 27.6 3.8 0.7 15.0 15.5 2.7 0.2 29.6 0.0 18.8 12.4
Number of Traders in Each Category Total Traders: 96
18 15 . 17 4 7 20 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 99,778
Positions
34,127 34,469 816 27,490 3,749 679 15,008 15,511 2,679 200 29,504 0 18,779 12,371
Changes from: January 26, 2021 Total Change is: 10,265
-2,905 12,123 297 11,099 556 -969 308 -3,244 -150 -22 819 0 2,607 833
Percent of Open Interest Represented by Each Category of Trader
34.2 34.5 0.8 27.6 3.8 0.7 15.0 15.5 2.7 0.2 29.6 0.0 18.8 12.4
Number of Traders in Each Category Total Traders: 96
18 15 . 17 4 7 20 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 24,064
Positions
2,029 16,838 525 14,468 794 2,176 2,030 3,123 0 400 444 0 2,436 164
Changes from: January 26, 2021 Total Change is: -1,199
1,219 550 255 -1,769 -1,506 -288 -405 25 0 0 0 0 -211 -235
Percent of Open Interest Represented by Each Category of Trader
8.4 70.0 2.2 60.1 3.3 9.0 8.4 13.0 0.0 1.7 1.8 0.0 10.1 0.7
Number of Traders in Each Category Total Traders: 30
5 6 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 550,121
Positions
80,695 153,550 9,491 249,900 99,377 53,772 56,663 95,534 13,445 23,262 70,774 1,305 61,588 52,872
Changes from: January 26, 2021 Total Change is: 10,219
3,806 -261 1,582 -13,186 3,591 -1,489 7,536 2,532 2,071 2,575 -1,290 224 7,100 3,259
Percent of Open Interest Represented by Each Category of Trader
14.7 27.9 1.7 45.4 18.1 9.8 10.3 17.4 2.4 4.2 12.9 0.2 11.2 9.6
Number of Traders in Each Category Total Traders: 545
33 36 19 165 78 114 70 102 54 33 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 13,684
Positions
5,923 3,386 0 5,259 5,689 505 279 453 132 0 0 0 1,586 3,519
Changes from: January 26, 2021 Total Change is: 2,498
-133 15 0 2,937 0 0 -204 -320 132 0 0 0 -234 2,671
Percent of Open Interest Represented by Each Category of Trader
43.3 24.7 0.0 38.4 41.6 3.7 2.0 3.3 1.0 0.0 0.0 0.0 11.6 25.7
Number of Traders in Each Category Total Traders: 21
5 6 0 . 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 19,436
Positions
7,868 16,389 0 6,787 554 173 1,858 1,172 21 0 0 0 2,729 1,127
Changes from: January 26, 2021 Total Change is: 152
626 38 0 -201 437 -133 -607 -99 0 0 0 0 467 -91
Percent of Open Interest Represented by Each Category of Trader
40.5 84.3 0.0 34.9 2.9 0.9 9.6 6.0 0.1 0.0 0.0 0.0 14.0 5.8
Number of Traders in Each Category Total Traders: 31
. 7 0 11 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,640,747
Positions
356,531 732,551 28,934 1,249,502 496,886 268,862 292,211 482,745 42,286 116,309 357,372 3,024 283,088 228,087
Changes from: January 26, 2021 Total Change is: 23,442
12,136 7,116 1,891 -65,932 17,955 -7,444 48,507 3,088 4,551 12,874 -3,451 -1,882 18,741 1,618
Percent of Open Interest Represented by Each Category of Trader
13.5 27.7 1.1 47.3 18.8 10.2 11.1 18.3 1.6 4.4 13.5 0.1 10.7 8.6
Number of Traders in Each Category Total Traders: 545
32 37 18 165 78 114 70 102 51 33 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 44,694
Positions
3,624 40,217 0 31,913 1,837 203 3,108 1,318 0 0 0 0 5,846 1,119
Changes from: January 26, 2021 Total Change is: 3,350
-183 1,530 0 1,146 1,664 160 -42 250 0 0 0 0 2,269 -254
Percent of Open Interest Represented by Each Category of Trader
8.1 90.0 0.0 71.4 4.1 0.5 7.0 2.9 0.0 0.0 0.0 0.0 13.1 2.5
Number of Traders in Each Category Total Traders: 36
. 10 0 12 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 19,112
Positions
4,559 17,879 0 10,693 529 351 935 0 0 0 0 0 2,574 353
Changes from: January 26, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
23.9 93.5 0.0 55.9 2.8 1.8 4.9 0.0 0.0 0.0 0.0 0.0 13.5 1.8
Number of Traders in Each Category Total Traders: 21
. 7 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 52,267
Positions
7,213 16,929 161 30,492 28,050 1,575 2,436 2,779 279 370 0 0 9,741 2,494
Changes from: January 26, 2021 Total Change is: -1,018
607 -1,618 0 -936 1,351 10 -954 -594 115 0 0 0 140 -282
Percent of Open Interest Represented by Each Category of Trader
13.8 32.4 0.3 58.3 53.7 3.0 4.7 5.3 0.5 0.7 0.0 0.0 18.6 4.8
Number of Traders in Each Category Total Traders: 76
7 9 . 31 15 11 7 6 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 46,946
Positions
8,956 8,533 334 16,381 5,350 1,205 9,793 20,757 479 1,894 2,888 7 7,898 7,392
Changes from: January 26, 2021 Total Change is: 535
-243 706 95 822 981 62 -797 -781 -236 -68 258 -2 900 -548
Percent of Open Interest Represented by Each Category of Trader
19.1 18.2 0.7 34.9 11.4 2.6 20.9 44.2 1.0 4.0 6.2 0.0 16.8 15.7
Number of Traders in Each Category Total Traders: 259
22 23 . 61 34 31 32 59 21 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 234,732
Positions
44,780 42,666 1,668 81,903 26,752 6,023 48,966 103,787 2,397 9,469 14,442 35 39,491 36,962
Changes from: January 26, 2021 Total Change is: 2,673
-1,214 3,532 477 4,111 4,904 308 -3,983 -3,907 -1,179 -338 1,290 -10 4,501 -2,742
Percent of Open Interest Represented by Each Category of Trader
19.1 18.2 0.7 34.9 11.4 2.6 20.9 44.2 1.0 4.0 6.2 0.0 16.8 15.7
Number of Traders in Each Category Total Traders: 259
22 23 . 61 34 31 32 59 21 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 72,334
Positions
420 0 0 348 0 0 51,647 4,702 2,285 685 2,369 0 16,949 62,978
Changes from: January 26, 2021 Total Change is: -12,827
100 -1,896 0 -7 0 0 -1,688 -50,893 1,102 188 1,396 0 -12,522 37,464
Percent of Open Interest Represented by Each Category of Trader
0.6 0.0 0.0 0.5 0.0 0.0 71.4 6.5 3.2 0.9 3.3 0.0 23.4 87.1
Number of Traders in Each Category Total Traders: 21
. 0 0 . 0 0 7 5 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 556,076
Positions
132,021 103,226 6,434 235,722 147,481 54,568 79,681 149,201 4,727 14,770 72,519 3 28,150 17,917
Changes from: January 26, 2021 Total Change is: -701
17,518 -9,338 -1,640 -23,225 -4,048 6,990 2,080 9,003 -146 108 1,502 -3 -2,383 -3,021
Percent of Open Interest Represented by Each Category of Trader
23.7 18.6 1.2 42.4 26.5 9.8 14.3 26.8 0.9 2.7 13.0 0.0 5.1 3.2
Number of Traders in Each Category Total Traders: 366
28 17 . 113 46 51 63 63 26 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 16,168
Positions
5,327 14,122 0 6,631 601 0 2,776 456 72 0 210 0 1,362 707
Changes from: January 26, 2021 Total Change is: 407
-400 760 0 567 -745 0 66 29 0 0 210 0 174 153
Percent of Open Interest Represented by Each Category of Trader
32.9 87.3 0.0 41.0 3.7 0.0 17.2 2.8 0.4 0.0 1.3 0.0 8.4 4.4
Number of Traders in Each Category Total Traders: 21
. 7 0 6 . 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 51,649
Positions
13,225 7,393 875 13,262 1,423 747 14,996 8,112 264 1,454 0 0 6,826 32,835
Changes from: January 26, 2021 Total Change is: 4,045
1,995 346 -7 -51 293 13 2,021 459 264 438 -232 0 -628 2,909
Percent of Open Interest Represented by Each Category of Trader
25.6 14.3 1.7 25.7 2.8 1.4 29.0 15.7 0.5 2.8 0.0 0.0 13.2 63.6
Number of Traders in Each Category Total Traders: 56
6 9 . 12 5 . 12 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 422,576
Positions
32,975 254,393 12,130 286,739 75,760 42,892 22,662 27,004 671 15,337 5,007 0 9,170 4,719
Changes from: January 26, 2021 Total Change is: 2,531
-3,052 7,515 2,713 745 -7,737 -3,381 4,641 787 -58 1,160 3,202 0 -237 -510
Percent of Open Interest Represented by Each Category of Trader
7.8 60.2 2.9 67.9 17.9 10.2 5.4 6.4 0.2 3.6 1.2 0.0 2.2 1.1
Number of Traders in Each Category Total Traders: 186
13 16 7 70 42 41 20 15 5 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,261,374
Positions
97,853 666,068 5,125 830,337 321,442 107,109 121,894 76,207 3,195 53,527 67,959 4,654 37,680 9,615
Changes from: January 26, 2021 Total Change is: -1,458
505 -21,263 843 -5,900 11,171 -1,806 3,771 13,253 -198 -1,527 -6,576 2,130 724 988
Percent of Open Interest Represented by Each Category of Trader
7.8 52.8 0.4 65.8 25.5 8.5 9.7 6.0 0.3 4.2 5.4 0.4 3.0 0.8
Number of Traders in Each Category Total Traders: 434
34 14 8 187 58 73 64 29 17 35 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 169,145
Positions
16,627 121,089 29,889 23,585 5,222 3,396 85,280 420 9,015 1,108 75 0 245 39
Changes from: January 26, 2021 Total Change is: -1,987
-534 -2,251 -251 1,467 485 250 -2,639 115 -335 70 0 0 -15 0
Percent of Open Interest Represented by Each Category of Trader
9.8 71.6 17.7 13.9 3.1 2.0 50.4 0.2 5.3 0.7 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 82
11 18 15 14 . . 28 . 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,182,052
Positions
9,258 122,773 3,721 679,220 199,682 189,260 55,218 437,354 17,885 74,130 33,649 289 153,071 177,439
Changes from: January 26, 2021 Total Change is: 12,896
1,913 1,116 -978 18,991 16,014 -2,677 -3,834 -3,579 -1,594 2,757 -1,228 274 -1,956 5,548
Percent of Open Interest Represented by Each Category of Trader
0.8 10.4 0.3 57.5 16.9 16.0 4.7 37.0 1.5 6.3 2.8 0.0 12.9 15.0
Number of Traders in Each Category Total Traders: 195
4 22 4 56 32 47 14 47 20 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,093,162
Positions
28,538 108,100 137 566,372 239,317 199,295 88,313 375,920 6,324 68,300 14,016 0 135,883 150,053
Changes from: January 26, 2021 Total Change is: 10,354
-1,159 -8,131 -305 13,749 20,998 -5,982 335 -5,792 331 3,070 1,329 0 315 7,906
Percent of Open Interest Represented by Each Category of Trader
2.6 9.9 0.0 51.8 21.9 18.2 8.1 34.4 0.6 6.2 1.3 0.0 12.4 13.7
Number of Traders in Each Category Total Traders: 145
4 10 . 59 32 55 6 24 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,171,672
Positions
66,236 179,633 16,431 983,022 461,932 279,473 440,952 1,046,188 37,523 180,678 46,521 1,449 165,908 102,522
Changes from: January 26, 2021 Total Change is: 46,988
7,312 -28,506 1,490 50,704 2,849 317 -25,034 54,332 12,393 2,625 916 438 -3,257 2,759
Percent of Open Interest Represented by Each Category of Trader
3.1 8.3 0.8 45.3 21.3 12.9 20.3 48.2 1.7 8.3 2.1 0.1 7.6 4.7
Number of Traders in Each Category Total Traders: 295
11 34 8 98 27 69 55 36 23 26 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 3,570,188
Positions
166,096 316,338 24,369 1,326,981 1,226,516 737,197 612,365 487,457 80,640 278,422 217,272 4,802 339,316 475,597
Changes from: January 26, 2021 Total Change is: 123,112
-22,918 96,932 -21,587 -2,398 -40,192 49,395 112,026 -7,611 16,642 -1,603 27,639 2,274 -8,719 -380
Percent of Open Interest Represented by Each Category of Trader
4.7 8.9 0.7 37.2 34.4 20.6 17.2 13.7 2.3 7.8 6.1 0.1 9.5 13.3
Number of Traders in Each Category Total Traders: 407
24 43 18 92 87 100 45 73 40 20 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,166,311
Positions
68,374 19,880 8,019 450,268 432,530 153,575 307,820 263,598 14,470 50,606 47,251 248 112,931 226,740
Changes from: January 26, 2021 Total Change is: 66,812
887 -8,620 196 -4,917 32,199 11,266 51,705 14,313 2,649 2,181 5,882 248 2,597 8,679
Percent of Open Interest Represented by Each Category of Trader
5.9 1.7 0.7 38.6 37.1 13.2 26.4 22.6 1.2 4.3 4.1 0.0 9.7 19.4
Number of Traders in Each Category Total Traders: 137
6 5 4 27 58 44 18 11 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 3,537,674
Positions
51,285 218,175 14,472 1,552,252 875,399 562,385 590,505 1,297,578 123,059 360,941 146,274 504 282,271 299,828
Changes from: January 26, 2021 Total Change is: 168,236
-3,414 -10,907 -8,374 63,601 70,973 -11,794 107,728 110,611 18,093 28,665 4,383 -227 -26,042 -4,522
Percent of Open Interest Represented by Each Category of Trader
1.4 6.2 0.4 43.9 24.7 15.9 16.7 36.7 3.5 10.2 4.1 0.0 8.0 8.5
Number of Traders in Each Category Total Traders: 310
12 21 8 96 53 74 43 56 32 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,053,727
Positions
334,236 225,771 230,472 32,829 3,820 9,079 121,499 256,677 293,664 5,824 1,008 7,721 18,403 25,515
Changes from: January 26, 2021 Total Change is: -51,283
-35,701 -63,507 -536 -1,567 -3,379 929 -58,403 -29,988 37,505 -1,592 8 6,350 1,732 1,335
Percent of Open Interest Represented by Each Category of Trader
31.7 21.4 21.9 3.1 0.4 0.9 11.5 24.4 27.9 0.6 0.1 0.7 1.7 2.4
Number of Traders in Each Category Total Traders: 95
25 14 35 . . 4 17 25 37 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 is10,843,374
Positions
2,774,194 2,439,179 1,608,447 341,555 463,563 612,335 1,483,390 1,329,188 3,195,596 19,189 219,099 227,468 581,200 748,499
Changes from: January 26, 2021 Total Change is: 377,008
185,290 -80,681 38,870 11,392 2,245 3,308 -9,702 243,638 99,700 680 22,109 21,731 25,739 26,088
Percent of Open Interest Represented by Each Category of Trader
25.6 22.5 14.8 3.1 4.3 5.6 13.7 12.3 29.5 0.2 2.0 2.1 5.4 6.9
Number of Traders in Each Category Total Traders: 236
33 42 68 18 12 20 50 46 81 6 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 470,065
Positions
37,533 195,959 92,391 2,091 13,571 8,497 197,576 27,985 126,276 693 231 4,848 160 307
Changes from: January 26, 2021 Total Change is: -4,909
10,430 -16,095 6,118 -54 -2,456 261 -25,983 2,785 3,783 -217 -63 738 15 20
Percent of Open Interest Represented by Each Category of Trader
8.0 41.7 19.7 0.4 2.9 1.8 42.0 6.0 26.9 0.1 0.0 1.0 0.0 0.1
Number of Traders in Each Category Total Traders: 94
10 22 20 . 4 . 18 26 31 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 204,014
Positions
34,157 77,080 33,659 4,447 6,814 670 69,285 27,302 55,758 4,484 1,122 1,475 79 134
Changes from: January 26, 2021 Total Change is: -31,499
1,430 -36,671 -488 -33 -353 -1,560 -28,077 -394 7,689 -10,617 105 147 10 26
Percent of Open Interest Represented by Each Category of Trader
16.7 37.8 16.5 2.2 3.3 0.3 34.0 13.4 27.3 2.2 0.5 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 81
10 17 12 . . . 22 22 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 134,887
Positions
0 27,141 0 3,386 2,419 0 4,645 50,493 54,204 72,651 543 0 1 87
Changes from: January 26, 2021 Total Change is: 3,303
0 99 0 -18 217 0 390 -2,763 5,741 -2,810 0 0 0 9
Percent of Open Interest Represented by Each Category of Trader
0.0 20.1 0.0 2.5 1.8 0.0 3.4 37.4 40.2 53.9 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 7 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 9,469
Positions
422 446 97 308 357 20 3,031 7,224 456 2,008 161 57 3,070 651
Changes from: January 26, 2021 Total Change is: -1,318
-6 -159 55 0 132 7 -574 -767 3 -416 -203 -281 -106 -105
Percent of Open Interest Represented by Each Category of Trader
4.5 4.7 1.0 3.3 3.8 0.2 32.0 76.3 4.8 21.2 1.7 0.6 32.4 6.9
Number of Traders in Each Category Total Traders: 85
. . . . . . 31 20 10 20 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 36,894
Positions
8,778 1,453 3 7,593 9,873 1,143 10,190 16,863 1,186 2,025 3,229 55 5,921 3,089
Changes from: January 26, 2021 Total Change is: -243
-1,627 -45 2 1,024 -177 -54 185 313 -515 333 557 46 363 -370
Percent of Open Interest Represented by Each Category of Trader
23.8 3.9 0.0 20.6 26.8 3.1 27.6 45.7 3.2 5.5 8.8 0.1 16.0 8.4
Number of Traders in Each Category Total Traders: 112
6 . . 8 10 . 28 25 4 18 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 318,219
Positions
45,129 23,366 9,707 135,183 47,392 18,190 30,528 135,869 42,708 8,679 3,767 8,222 19,873 28,998
Changes from: January 26, 2021 Total Change is: -24,289
-1,964 437 1,379 -17,544 -24,956 -1,286 -4,539 -8,369 84 -4,032 1,072 3,480 133 3,870
Percent of Open Interest Represented by Each Category of Trader
14.2 7.3 3.1 42.5 14.9 5.7 9.6 42.7 13.4 2.7 1.2 2.6 6.2 9.1
Number of Traders in Each Category Total Traders: 166
8 15 16 14 29 20 21 55 43 8 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 42,607
Positions
3,877 3,557 52 27,967 1,983 0 837 36,927 1 9,553 0 0 320 87
Changes from: January 26, 2021 Total Change is: 2,377
0 18 -18 3,950 100 -365 -1,213 2,618 1 41 0 0 -19 23
Percent of Open Interest Represented by Each Category of Trader
9.1 8.3 0.1 65.6 4.7 0.0 2.0 86.7 0.0 22.4 0.0 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 44
. . . 10 . 0 5 7 . 15 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 05, 2021