Traders in Financial Futures - Futures Only Positions as of February 9, 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 158,454
Positions
5,063 74,802 261 51,534 27,556 5,490 29,991 26,685 5,233 16,328 0 1,109 43,445 17,318
Changes from: February 2, 2021 Total Change is: 299
1,979 -5,927 238 -3,594 2,044 213 -1,855 2,996 183 -382 0 217 3,300 335
Percent of Open Interest Represented by Each Category of Trader
3.2 47.2 0.2 32.5 17.4 3.5 18.9 16.8 3.3 10.3 0.0 0.7 27.4 10.9
Number of Traders in Each Category Total Traders: 107
5 9 . 22 14 7 26 19 13 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 48,656
Positions
6,992 21,775 7 4,709 6,706 386 19,701 5,608 84 0 642 0 16,777 13,448
Changes from: February 2, 2021 Total Change is: -2,176
4,027 -695 0 -294 831 -231 -2,839 -705 -10 0 0 0 -2,829 -1,366
Percent of Open Interest Represented by Each Category of Trader
14.4 44.8 0.0 9.7 13.8 0.8 40.5 11.5 0.2 0.0 1.3 0.0 34.5 27.6
Number of Traders in Each Category Total Traders: 48
6 7 . 7 7 . 13 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 170,161
Positions
12,122 42,233 1,645 56,888 52,663 4,381 47,393 33,385 3,404 2,962 6,467 0 41,366 25,983
Changes from: February 2, 2021 Total Change is: 9,061
-5,833 12,239 94 275 967 -2,131 7,914 -4,454 2,258 -80 0 0 6,564 88
Percent of Open Interest Represented by Each Category of Trader
7.1 24.8 1.0 33.4 30.9 2.6 27.9 19.6 2.0 1.7 3.8 0.0 24.3 15.3
Number of Traders in Each Category Total Traders: 113
5 11 4 18 19 15 32 22 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 183,901
Positions
10,145 108,756 190 88,270 12,423 5,784 34,758 28,508 1,190 14,826 567 0 28,738 26,483
Changes from: February 2, 2021 Total Change is: -7,047
973 -10,257 61 -7,333 747 -1,205 -3,423 584 493 -146 1 0 3,533 2,529
Percent of Open Interest Represented by Each Category of Trader
5.5 59.1 0.1 48.0 6.8 3.1 18.9 15.5 0.6 8.1 0.3 0.0 15.6 14.4
Number of Traders in Each Category Total Traders: 112
7 8 4 29 15 14 24 22 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 673,116
Positions
29,639 476,896 11,884 386,455 53,379 24,126 70,898 48,435 6,339 44,525 4,572 4,321 94,929 43,164
Changes from: February 2, 2021 Total Change is: -2,404
-5,063 556 1,759 5,040 -1,341 -762 -2,632 -2,974 -123 -384 680 70 -309 -269
Percent of Open Interest Represented by Each Category of Trader
4.4 70.8 1.8 57.4 7.9 3.6 10.5 7.2 0.9 6.6 0.7 0.6 14.1 6.4
Number of Traders in Each Category Total Traders: 298
14 12 9 117 27 44 52 31 27 38 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 26,876
Positions
0 9,312 0 9,815 5,573 3,270 2,055 2,796 0 800 0 0 10,936 5,925
Changes from: February 2, 2021 Total Change is: 1,481
0 65 0 -17 2,121 172 890 -570 -40 0 0 0 476 -267
Percent of Open Interest Represented by Each Category of Trader
0.0 34.6 0.0 36.5 20.7 12.2 7.6 10.4 0.0 3.0 0.0 0.0 40.7 22.0
Number of Traders in Each Category Total Traders: 25
0 . 0 12 7 8 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 140,497
Positions
4,679 45,886 1,012 50,340 50,867 2,123 45,471 19,644 1,609 0 0 0 35,263 19,356
Changes from: February 2, 2021 Total Change is: -2,147
1,210 -3,296 0 -2,833 -198 130 -46 -880 602 -1,226 0 0 16 1,495
Percent of Open Interest Represented by Each Category of Trader
3.3 32.7 0.7 35.8 36.2 1.5 32.4 14.0 1.1 0.0 0.0 0.0 25.1 13.8
Number of Traders in Each Category Total Traders: 82
. 9 . 20 9 9 25 16 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 27,315
Positions
199 9,697 35 16,848 2,776 0 6,494 11,906 10 2,007 1,372 0 1,722 1,519
Changes from: February 2, 2021 Total Change is: 1,724
199 52 0 -1,245 6 0 2,010 1,951 0 490 192 0 270 -477
Percent of Open Interest Represented by Each Category of Trader
0.7 35.5 0.1 61.7 10.2 0.0 23.8 43.6 0.0 7.3 5.0 0.0 6.3 5.6
Number of Traders in Each Category Total Traders: 55
. 5 . 11 . 0 11 10 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 158,040
Positions
1,410 99,563 606 72,884 4,175 294 67,613 27,562 4,181 3,550 17,987 5 7,497 3,667
Changes from: February 2, 2021 Total Change is: 7,259
1,220 3,438 99 -1,191 538 -77 5,948 932 1,890 -843 -237 0 213 676
Percent of Open Interest Represented by Each Category of Trader
0.9 63.0 0.4 46.1 2.6 0.2 42.8 17.4 2.6 2.2 11.4 0.0 4.7 2.3
Number of Traders in Each Category Total Traders: 148
4 11 . 21 5 4 54 29 8 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 34,453
Positions
9,142 1,888 0 9,250 21,163 0 9,646 5,368 231 3,063 3,802 0 3,121 2,001
Changes from: February 2, 2021 Total Change is: 437
0 -14 0 -122 -16 0 381 405 191 -448 -73 0 435 -56
Percent of Open Interest Represented by Each Category of Trader
26.5 5.5 0.0 26.8 61.4 0.0 28.0 15.6 0.7 8.9 11.0 0.0 9.1 5.8
Number of Traders in Each Category Total Traders: 64
. . 0 13 5 0 15 9 . 11 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 48,655
Positions
4,607 17,533 17 12,453 7,501 797 22,016 18,078 373 1,601 1,693 6 6,785 2,657
Changes from: February 2, 2021 Total Change is: -2,030
-633 1,665 0 609 -1,106 17 -2,543 -1,299 -306 181 182 0 645 -1,183
Percent of Open Interest Represented by Each Category of Trader
9.5 36.0 0.0 25.6 15.4 1.6 45.2 37.2 0.8 3.3 3.5 0.0 13.9 5.5
Number of Traders in Each Category Total Traders: 98
7 5 . 18 6 . 33 20 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 13,877
Positions
720 128 0 2,879 3,214 0 8,297 8,481 0 350 360 0 1,631 1,694
Changes from: February 2, 2021 Total Change is: 788
0 0 0 -96 375 0 839 335 0 200 0 0 -155 78
Percent of Open Interest Represented by Each Category of Trader
5.2 0.9 0.0 20.7 23.2 0.0 59.8 61.1 0.0 2.5 2.6 0.0 11.8 12.2
Number of Traders in Each Category Total Traders: 31
. . 0 5 . 0 10 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 49,829
Positions
15,801 15,646 696 14,900 1,236 411 7,849 9,947 953 0 14,423 0 9,221 6,519
Changes from: February 2, 2021 Total Change is: -60
-1,263 -1,589 288 1,155 -639 71 345 2,192 -387 -100 -330 0 -169 334
Percent of Open Interest Represented by Each Category of Trader
31.7 31.4 1.4 29.9 2.5 0.8 15.8 20.0 1.9 0.0 28.9 0.0 18.5 13.1
Number of Traders in Each Category Total Traders: 100
17 19 . 22 . 6 18 15 6 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 99,658
Positions
31,601 31,291 1,392 29,800 2,472 821 15,697 19,894 1,905 0 28,845 0 18,442 13,038
Changes from: February 2, 2021 Total Change is: -120
-2,526 -3,178 576 2,310 -1,277 142 689 4,383 -774 -200 -659 0 -337 667
Percent of Open Interest Represented by Each Category of Trader
31.7 31.4 1.4 29.9 2.5 0.8 15.8 20.0 1.9 0.0 28.9 0.0 18.5 13.1
Number of Traders in Each Category Total Traders: 100
17 19 . 22 . 6 18 15 6 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 23,595
Positions
2,026 16,032 780 14,105 796 2,142 1,658 3,220 0 400 444 0 2,484 181
Changes from: February 2, 2021 Total Change is: -469
-3 -806 255 -363 2 -34 -372 97 0 0 0 0 48 17
Percent of Open Interest Represented by Each Category of Trader
8.6 67.9 3.3 59.8 3.4 9.1 7.0 13.6 0.0 1.7 1.9 0.0 10.5 0.8
Number of Traders in Each Category Total Traders: 28
5 6 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 547,257
Positions
80,551 154,088 11,168 248,169 88,000 56,967 54,127 96,342 15,490 20,186 69,449 628 59,972 55,126
Changes from: February 2, 2021 Total Change is: -2,865
-144 538 1,677 -1,731 -11,378 3,194 -2,537 808 2,045 -3,076 -1,326 -677 -1,616 2,254
Percent of Open Interest Represented by Each Category of Trader
14.7 28.2 2.0 45.3 16.1 10.4 9.9 17.6 2.8 3.7 12.7 0.1 11.0 10.1
Number of Traders in Each Category Total Traders: 549
34 35 17 165 80 113 78 97 56 31 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 12,738
Positions
6,290 4,562 0 4,352 5,788 505 292 856 135 0 0 0 1,164 892
Changes from: February 2, 2021 Total Change is: -946
367 1,176 0 -907 99 0 13 403 3 0 0 0 -422 -2,627
Percent of Open Interest Represented by Each Category of Trader
49.4 35.8 0.0 34.2 45.4 4.0 2.3 6.7 1.1 0.0 0.0 0.0 9.1 7.0
Number of Traders in Each Category Total Traders: 22
5 7 0 . 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 22,432
Positions
7,766 19,413 0 9,262 559 173 2,544 1,054 21 0 0 0 2,666 1,212
Changes from: February 2, 2021 Total Change is: 2,996
-102 3,024 0 2,475 5 0 686 -118 0 0 0 0 -63 85
Percent of Open Interest Represented by Each Category of Trader
34.6 86.5 0.0 41.3 2.5 0.8 11.3 4.7 0.1 0.0 0.0 0.0 11.9 5.4
Number of Traders in Each Category Total Traders: 33
. 8 0 12 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 2,619,444
Positions
356,256 731,663 34,395 1,240,845 439,998 284,833 274,612 505,404 42,190 100,930 346,244 3,140 282,243 231,577
Changes from: February 2, 2021 Total Change is: -21,303
-275 -888 5,461 -8,657 -56,888 15,971 -17,599 22,659 -96 -15,379 -11,128 116 -845 3,490
Percent of Open Interest Represented by Each Category of Trader
13.6 27.9 1.3 47.4 16.8 10.9 10.5 19.3 1.6 3.9 13.2 0.1 10.8 8.8
Number of Traders in Each Category Total Traders: 549
34 35 17 165 80 113 77 98 53 31 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 46,082
Positions
3,644 43,081 0 35,764 173 203 3,016 1,805 0 0 0 0 3,455 820
Changes from: February 2, 2021 Total Change is: 1,388
20 2,864 0 3,851 -1,664 0 -92 487 0 0 0 0 -2,391 -299
Percent of Open Interest Represented by Each Category of Trader
7.9 93.5 0.0 77.6 0.4 0.4 6.5 3.9 0.0 0.0 0.0 0.0 7.5 1.8
Number of Traders in Each Category Total Traders: 38
. 10 0 14 . . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 18,641
Positions
4,276 17,879 0 10,413 0 351 935 0 0 0 0 0 2,666 411
Changes from: February 2, 2021 Total Change is: -471
-283 0 0 -280 -529 0 0 0 0 0 0 0 92 58
Percent of Open Interest Represented by Each Category of Trader
22.9 95.9 0.0 55.9 0.0 1.9 5.0 0.0 0.0 0.0 0.0 0.0 14.3 2.2
Number of Traders in Each Category Total Traders: 21
4 7 0 8 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 51,574
Positions
6,864 16,799 161 29,740 25,679 2,081 2,470 3,875 111 661 0 0 9,486 2,868
Changes from: February 2, 2021 Total Change is: -693
-349 -130 0 -752 -2,371 506 34 1,096 -168 291 0 0 -255 374
Percent of Open Interest Represented by Each Category of Trader
13.3 32.6 0.3 57.7 49.8 4.0 4.8 7.5 0.2 1.3 0.0 0.0 18.4 5.6
Number of Traders in Each Category Total Traders: 79
6 9 . 32 15 11 8 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 46,874
Positions
9,382 8,980 345 16,118 5,170 1,183 9,666 20,471 666 1,843 2,634 7 7,664 7,418
Changes from: February 2, 2021 Total Change is: -72
426 447 11 -263 -181 -22 -127 -286 187 -50 -255 0 -234 26
Percent of Open Interest Represented by Each Category of Trader
20.0 19.2 0.7 34.4 11.0 2.5 20.6 43.7 1.4 3.9 5.6 0.0 16.3 15.8
Number of Traders in Each Category Total Traders: 269
21 27 . 65 37 30 34 58 22 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 234,372
Positions
46,910 44,902 1,723 80,589 25,848 5,914 48,331 102,355 3,332 9,217 13,169 37 38,319 37,092
Changes from: February 2, 2021 Total Change is: -360
2,130 2,236 55 -1,314 -904 -109 -635 -1,432 935 -252 -1,273 2 -1,172 130
Percent of Open Interest Represented by Each Category of Trader
20.0 19.2 0.7 34.4 11.0 2.5 20.6 43.7 1.4 3.9 5.6 0.0 16.3 15.8
Number of Traders in Each Category Total Traders: 269
21 27 . 65 37 30 34 58 22 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 68,297
Positions
420 697 0 331 0 0 46,222 2,883 2,319 937 2,680 60 18,008 59,658
Changes from: February 2, 2021 Total Change is: -4,037
0 697 0 -17 0 0 -5,425 -1,819 34 252 311 60 1,059 -3,320
Percent of Open Interest Represented by Each Category of Trader
0.6 1.0 0.0 0.5 0.0 0.0 67.7 4.2 3.4 1.4 3.9 0.1 26.4 87.4
Number of Traders in Each Category Total Traders: 23
. . 0 . 0 0 7 4 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 569,233
Positions
139,716 106,500 5,935 248,136 137,108 51,785 80,276 168,961 4,763 8,947 71,553 0 29,675 22,628
Changes from: February 2, 2021 Total Change is: 13,157
7,695 3,274 -499 12,414 -10,373 -2,783 595 19,760 36 -5,823 -966 -3 1,525 4,711
Percent of Open Interest Represented by Each Category of Trader
24.5 18.7 1.0 43.6 24.1 9.1 14.1 29.7 0.8 1.6 12.6 0.0 5.2 4.0
Number of Traders in Each Category Total Traders: 359
27 16 . 109 46 51 65 60 26 16 20 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 16,488
Positions
5,338 14,706 19 7,403 588 0 2,496 400 72 0 223 0 1,160 480
Changes from: February 2, 2021 Total Change is: 320
11 584 19 772 -13 0 -280 -56 0 0 13 0 -202 -227
Percent of Open Interest Represented by Each Category of Trader
32.4 89.2 0.1 44.9 3.6 0.0 15.1 2.4 0.4 0.0 1.4 0.0 7.0 2.9
Number of Traders in Each Category Total Traders: 24
. 8 . 8 . 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 16,536
Positions
0 10,175 43 9,348 290 5 1,164 3,000 0 0 806 0 5,976 2,217
Changes from: February 2, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 61.5 0.3 56.5 1.8 0.0 7.0 18.1 0.0 0.0 4.9 0.0 36.1 13.4
Number of Traders in Each Category Total Traders: 20
0 4 . 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 51,984
Positions
13,079 9,429 1,364 14,972 1,300 701 13,467 6,359 73 1,381 1,315 0 6,947 31,443
Changes from: February 2, 2021 Total Change is: 335
-146 2,036 489 1,710 -123 -46 -1,529 -1,753 -191 -73 1,315 0 121 -1,392
Percent of Open Interest Represented by Each Category of Trader
25.2 18.1 2.6 28.8 2.5 1.3 25.9 12.2 0.1 2.7 2.5 0.0 13.4 60.5
Number of Traders in Each Category Total Traders: 59
6 10 . 13 5 . 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 429,582
Positions
32,374 269,324 11,892 291,001 73,106 45,269 21,983 19,937 1,821 15,266 3,233 0 9,976 5,000
Changes from: February 2, 2021 Total Change is: 7,006
-601 14,931 -238 4,262 -2,654 2,377 -679 -7,067 1,150 -71 -1,774 0 806 281
Percent of Open Interest Represented by Each Category of Trader
7.5 62.7 2.8 67.7 17.0 10.5 5.1 4.6 0.4 3.6 0.8 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 182
13 13 6 70 42 42 20 14 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 1,237,599
Positions
104,619 644,440 3,341 825,803 328,936 106,558 98,265 78,500 2,776 47,847 56,073 6,510 41,880 10,465
Changes from: February 2, 2021 Total Change is: -23,775
6,766 -21,628 -1,784 -4,534 7,494 -551 -23,629 2,293 -419 -5,680 -11,886 1,856 4,200 850
Percent of Open Interest Represented by Each Category of Trader
8.5 52.1 0.3 66.7 26.6 8.6 7.9 6.3 0.2 3.9 4.5 0.5 3.4 0.8
Number of Traders in Each Category Total Traders: 434
33 15 7 182 65 78 61 31 16 33 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 172,909
Positions
18,388 124,465 28,767 23,597 5,632 3,196 87,308 420 10,315 1,088 75 0 250 39
Changes from: February 2, 2021 Total Change is: 3,764
1,761 3,376 -1,122 12 410 -200 2,028 0 1,300 -20 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
10.6 72.0 16.6 13.6 3.3 1.8 50.5 0.2 6.0 0.6 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 80
11 17 16 14 . . 27 . 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 1,183,163
Positions
8,696 114,890 4,953 668,617 210,500 194,992 52,911 418,454 27,267 74,194 33,419 0 151,533 178,688
Changes from: February 2, 2021 Total Change is: 1,111
-562 -7,883 1,232 -10,603 10,818 5,732 -2,307 -18,900 9,382 64 -230 -289 -1,538 1,249
Percent of Open Interest Represented by Each Category of Trader
0.7 9.7 0.4 56.5 17.8 16.5 4.5 35.4 2.3 6.3 2.8 0.0 12.8 15.1
Number of Traders in Each Category Total Traders: 193
8 18 5 57 36 49 17 40 27 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 1,098,098
Positions
29,221 110,778 0 572,940 239,582 199,467 75,238 371,606 9,109 68,194 12,337 0 143,929 155,219
Changes from: February 2, 2021 Total Change is: 4,936
683 2,678 -137 6,568 265 172 -13,075 -4,314 2,785 -106 -1,679 0 8,046 5,166
Percent of Open Interest Represented by Each Category of Trader
2.7 10.1 0.0 52.2 21.8 18.2 6.9 33.8 0.8 6.2 1.1 0.0 13.1 14.1
Number of Traders in Each Category Total Traders: 141
. 10 0 59 32 59 5 23 10 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 2,252,816
Positions
70,191 164,260 14,431 970,339 522,662 295,995 486,899 1,044,427 59,169 182,192 50,549 2,053 171,547 99,270
Changes from: February 2, 2021 Total Change is: 81,144
3,955 -15,373 -2,000 -12,683 60,730 16,522 45,947 -1,761 21,646 1,514 4,028 604 5,639 -3,252
Percent of Open Interest Represented by Each Category of Trader
3.1 7.3 0.6 43.1 23.2 13.1 21.6 46.4 2.6 8.1 2.2 0.1 7.6 4.4
Number of Traders in Each Category Total Traders: 292
13 29 9 92 31 71 57 34 29 25 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 3,616,655
Positions
163,424 280,734 42,164 1,311,480 1,266,867 768,904 597,818 433,729 96,446 287,400 213,134 2,891 346,128 511,786
Changes from: February 2, 2021 Total Change is: 46,467
-2,672 -35,604 17,795 -15,501 40,351 31,707 -14,547 -53,728 15,806 8,978 -4,138 -1,911 6,812 36,189
Percent of Open Interest Represented by Each Category of Trader
4.5 7.8 1.2 36.3 35.0 21.3 16.5 12.0 2.7 7.9 5.9 0.1 9.6 14.2
Number of Traders in Each Category Total Traders: 413
25 40 20 90 91 100 43 82 43 18 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 1,221,917
Positions
77,048 27,129 6,940 458,082 468,809 164,158 335,300 264,510 17,420 45,081 50,262 0 117,888 222,689
Changes from: February 2, 2021 Total Change is: 55,606
8,674 7,249 -1,079 7,814 36,279 10,583 27,480 912 2,950 -5,525 3,011 -248 4,957 -4,051
Percent of Open Interest Represented by Each Category of Trader
6.3 2.2 0.6 37.5 38.4 13.4 27.4 21.6 1.4 3.7 4.1 0.0 9.6 18.2
Number of Traders in Each Category Total Traders: 143
6 7 4 27 60 45 21 12 12 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 3,451,695
Positions
70,325 223,432 17,079 1,409,831 928,704 584,613 625,658 1,139,574 111,576 344,255 143,008 135 288,223 303,574
Changes from: February 2, 2021 Total Change is: -85,979
19,040 5,257 2,607 -142,421 53,305 22,228 35,153 -158,004 -11,483 -16,686 -3,266 -369 5,952 3,746
Percent of Open Interest Represented by Each Category of Trader
2.0 6.5 0.5 40.8 26.9 16.9 18.1 33.0 3.2 10.0 4.1 0.0 8.4 8.8
Number of Traders in Each Category Total Traders: 313
13 24 8 88 62 79 42 57 33 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 1,144,920
Positions
371,710 286,682 229,444 34,181 4,444 7,973 137,905 252,670 335,194 6,296 0 1,098 21,119 27,415
Changes from: February 2, 2021 Total Change is: 91,193
37,474 60,911 -1,028 1,352 624 -1,106 16,406 -4,007 41,530 472 -1,008 -6,623 2,716 1,900
Percent of Open Interest Represented by Each Category of Trader
32.5 25.0 20.0 3.0 0.4 0.7 12.0 22.1 29.3 0.5 0.0 0.1 1.8 2.4
Number of Traders in Each Category Total Traders: 95
26 14 36 . . 4 22 20 39 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 is11,276,144
Positions
2,695,693 2,331,875 1,680,077 316,697 579,876 596,905 1,796,159 1,544,377 3,354,943 21,260 156,661 218,183 596,227 813,247
Changes from: February 2, 2021 Total Change is: 432,770
-78,501 -107,304 71,630 -24,858 116,313 -15,430 312,769 215,189 159,347 2,071 -62,438 -9,285 15,027 64,748
Percent of Open Interest Represented by Each Category of Trader
23.9 20.7 14.9 2.8 5.1 5.3 15.9 13.7 29.8 0.2 1.4 1.9 5.3 7.2
Number of Traders in Each Category Total Traders: 241
29 43 66 18 11 18 51 51 85 8 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 468,060
Positions
40,805 161,443 110,156 1,990 14,572 10,524 171,266 38,307 125,129 563 141 7,409 218 379
Changes from: February 2, 2021 Total Change is: -2,005
3,272 -34,516 17,765 -101 1,001 2,027 -26,310 10,322 -1,147 -130 -90 2,561 58 72
Percent of Open Interest Represented by Each Category of Trader
8.7 34.5 23.5 0.4 3.1 2.2 36.6 8.2 26.7 0.1 0.0 1.6 0.0 0.1
Number of Traders in Each Category Total Traders: 96
11 25 21 . 4 . 21 23 32 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 223,893
Positions
45,358 78,658 37,215 3,686 6,860 675 59,822 27,634 70,316 5,278 925 1,467 76 143
Changes from: February 2, 2021 Total Change is: 19,879
11,201 1,578 3,556 -761 46 5 -9,463 332 14,558 794 -197 -8 -3 9
Percent of Open Interest Represented by Each Category of Trader
20.3 35.1 16.6 1.6 3.1 0.3 26.7 12.3 31.4 2.4 0.4 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 83
10 18 12 . . . 21 23 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 138,526
Positions
0 27,805 0 3,386 2,565 0 5,020 49,201 58,318 71,801 543 0 1 94
Changes from: February 2, 2021 Total Change is: 3,639
0 664 0 0 146 0 375 -1,292 4,114 -850 0 0 0 7
Percent of Open Interest Represented by Each Category of Trader
0.0 20.1 0.0 2.4 1.9 0.0 3.6 35.5 42.1 51.8 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 7 0 . 6 0 . 5 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 11,055
Positions
387 564 89 348 265 26 3,149 8,481 665 2,822 64 146 3,423 755
Changes from: February 2, 2021 Total Change is: 1,586
-35 118 -8 40 -92 6 118 1,257 209 814 -97 89 353 104
Percent of Open Interest Represented by Each Category of Trader
3.5 5.1 0.8 3.1 2.4 0.2 28.5 76.7 6.0 25.5 0.6 1.3 31.0 6.8
Number of Traders in Each Category Total Traders: 90
. . . . . . 35 18 9 24 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 36,189
Positions
9,921 953 0 7,122 9,199 1,144 9,535 17,603 1,216 1,739 2,419 148 5,364 3,507
Changes from: February 2, 2021 Total Change is: -705
1,143 -500 -3 -471 -674 1 -655 740 30 -286 -810 93 -557 418
Percent of Open Interest Represented by Each Category of Trader
27.4 2.6 0.0 19.7 25.4 3.2 26.3 48.6 3.4 4.8 6.7 0.4 14.8 9.7
Number of Traders in Each Category Total Traders: 106
5 . 0 7 9 . 24 31 5 18 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 371,861
Positions
48,269 28,057 10,138 161,474 79,323 20,844 43,201 142,515 48,824 9,881 3,786 9,785 19,445 28,589
Changes from: February 2, 2021 Total Change is: 53,642
3,140 4,691 431 26,291 31,931 2,654 12,673 6,646 6,116 1,202 19 1,563 -428 -409
Percent of Open Interest Represented by Each Category of Trader
13.0 7.5 2.7 43.4 21.3 5.6 11.6 38.3 13.1 2.7 1.0 2.6 5.2 7.7
Number of Traders in Each Category Total Traders: 178
9 15 19 16 31 20 28 51 47 12 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 45,104
Positions
3,147 4,272 52 31,054 1,268 30 915 39,393 0 9,600 26 0 306 63
Changes from: February 2, 2021 Total Change is: 2,497
-730 715 0 3,087 -715 30 78 2,466 -1 47 26 0 -14 -24
Percent of Open Interest Represented by Each Category of Trader
7.0 9.5 0.1 68.8 2.8 0.1 2.0 87.3 0.0 21.3 0.1 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 47
. . . 10 . . 5 7 0 16 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 12, 2021