Traders in Financial Futures - Futures Only Positions as of February 16, 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 159,266
Positions
4,130 74,056 261 52,615 24,544 5,152 31,091 30,289 4,940 15,629 0 1,220 44,228 18,804
Changes from: February 9, 2021 Total Change is: 812
-933 -746 0 1,081 -3,012 -338 1,100 3,604 -293 -699 0 111 783 1,486
Percent of Open Interest Represented by Each Category of Trader
2.6 46.5 0.2 33.0 15.4 3.2 19.5 19.0 3.1 9.8 0.0 0.8 27.8 11.8
Number of Traders in Each Category Total Traders: 105
6 7 . 22 12 6 24 22 12 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 48,093
Positions
7,167 21,768 7 5,229 6,723 439 16,651 5,634 539 0 642 0 18,061 12,341
Changes from: February 9, 2021 Total Change is: -563
175 -7 0 520 17 53 -3,050 26 455 0 0 0 1,284 -1,107
Percent of Open Interest Represented by Each Category of Trader
14.9 45.3 0.0 10.9 14.0 0.9 34.6 11.7 1.1 0.0 1.3 0.0 37.6 25.7
Number of Traders in Each Category Total Traders: 47
6 7 . 8 7 4 10 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 171,218
Positions
12,461 46,378 2,191 58,893 51,603 4,155 46,204 31,744 2,913 2,943 6,467 0 41,458 25,767
Changes from: February 9, 2021 Total Change is: 1,057
339 4,145 546 2,005 -1,060 -226 -1,189 -1,641 -491 -19 0 0 92 -216
Percent of Open Interest Represented by Each Category of Trader
7.3 27.1 1.3 34.4 30.1 2.4 27.0 18.5 1.7 1.7 3.8 0.0 24.2 15.0
Number of Traders in Each Category Total Traders: 109
6 10 5 20 18 14 27 22 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 188,119
Positions
10,062 106,657 180 89,331 14,195 5,794 39,232 30,856 2,164 15,346 567 0 26,010 27,706
Changes from: February 9, 2021 Total Change is: 4,218
-83 -2,099 -10 1,061 1,772 10 4,474 2,348 974 520 0 0 -2,728 1,223
Percent of Open Interest Represented by Each Category of Trader
5.3 56.7 0.1 47.5 7.5 3.1 20.9 16.4 1.2 8.2 0.3 0.0 13.8 14.7
Number of Traders in Each Category Total Traders: 115
6 9 4 29 15 14 22 28 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 675,761
Positions
28,131 479,310 13,726 396,030 56,623 23,768 68,136 48,708 5,595 43,218 4,624 4,271 92,886 39,136
Changes from: February 9, 2021 Total Change is: 2,645
-1,508 2,414 1,842 9,575 3,244 -358 -2,762 273 -744 -1,307 52 -50 -2,043 -4,028
Percent of Open Interest Represented by Each Category of Trader
4.2 70.9 2.0 58.6 8.4 3.5 10.1 7.2 0.8 6.4 0.7 0.6 13.7 5.8
Number of Traders in Each Category Total Traders: 302
16 13 9 117 27 43 53 30 25 39 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 27,770
Positions
0 9,310 0 9,648 5,918 3,140 2,880 2,796 0 800 0 0 11,302 6,606
Changes from: February 9, 2021 Total Change is: 894
0 -2 0 -167 345 -130 825 0 0 0 0 0 366 681
Percent of Open Interest Represented by Each Category of Trader
0.0 33.5 0.0 34.7 21.3 11.3 10.4 10.1 0.0 2.9 0.0 0.0 40.7 23.8
Number of Traders in Each Category Total Traders: 25
0 . 0 11 7 8 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 17,619
Positions
437 2,161 24 6,514 7,193 1,377 0 1,986 0 0 573 77 9,190 4,228
Changes from: February 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.5 12.3 0.1 37.0 40.8 7.8 0.0 11.3 0.0 0.0 3.3 0.4 52.2 24.0
Number of Traders in Each Category Total Traders: 20
. . . 7 7 6 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 140,954
Positions
4,695 45,429 1,049 51,377 50,675 2,346 44,111 21,070 1,413 0 0 0 35,963 18,972
Changes from: February 9, 2021 Total Change is: 457
16 -457 37 1,037 -192 223 -1,360 1,426 -196 0 0 0 700 -384
Percent of Open Interest Represented by Each Category of Trader
3.3 32.2 0.7 36.4 36.0 1.7 31.3 14.9 1.0 0.0 0.0 0.0 25.5 13.5
Number of Traders in Each Category Total Traders: 85
. 9 . 20 9 9 25 19 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 30,448
Positions
548 9,767 35 19,071 2,705 0 7,096 14,792 9 1,617 1,728 0 2,072 1,412
Changes from: February 9, 2021 Total Change is: 3,133
349 70 0 2,223 -71 0 602 2,886 -1 -390 356 0 350 -107
Percent of Open Interest Represented by Each Category of Trader
1.8 32.1 0.1 62.6 8.9 0.0 23.3 48.6 0.0 5.3 5.7 0.0 6.8 4.6
Number of Traders in Each Category Total Traders: 55
. 5 . 11 . 0 12 10 . 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 163,322
Positions
763 99,032 726 72,064 5,159 1,059 73,149 31,746 3,831 3,640 18,300 170 7,920 3,299
Changes from: February 9, 2021 Total Change is: 5,282
-647 -531 120 -820 984 765 5,536 4,184 -350 90 313 165 423 -368
Percent of Open Interest Represented by Each Category of Trader
0.5 60.6 0.4 44.1 3.2 0.6 44.8 19.4 2.3 2.2 11.2 0.1 4.8 2.0
Number of Traders in Each Category Total Traders: 152
. 11 . 21 6 5 49 37 10 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 35,286
Positions
9,142 2,278 0 9,203 20,416 0 9,841 6,279 622 3,005 3,516 0 3,473 2,175
Changes from: February 9, 2021 Total Change is: 833
0 390 0 -47 -747 0 195 911 391 -58 -286 0 352 174
Percent of Open Interest Represented by Each Category of Trader
25.9 6.5 0.0 26.1 57.9 0.0 27.9 17.8 1.8 8.5 10.0 0.0 9.8 6.2
Number of Traders in Each Category Total Traders: 68
. . 0 13 5 0 16 13 . 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 48,103
Positions
3,601 17,961 15 13,057 6,644 560 23,404 18,414 417 750 1,533 6 6,293 2,553
Changes from: February 9, 2021 Total Change is: -552
-1,006 428 -2 604 -857 -237 1,388 336 44 -851 -160 0 -492 -104
Percent of Open Interest Represented by Each Category of Trader
7.5 37.3 0.0 27.1 13.8 1.2 48.7 38.3 0.9 1.6 3.2 0.0 13.1 5.3
Number of Traders in Each Category Total Traders: 96
6 5 . 18 6 . 35 18 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 14,002
Positions
720 404 0 3,441 3,133 0 8,108 8,612 0 252 425 0 1,481 1,428
Changes from: February 9, 2021 Total Change is: 125
0 276 0 562 -81 0 -189 131 0 -98 65 0 -150 -266
Percent of Open Interest Represented by Each Category of Trader
5.1 2.9 0.0 24.6 22.4 0.0 57.9 61.5 0.0 1.8 3.0 0.0 10.6 10.2
Number of Traders in Each Category Total Traders: 38
. . 0 6 . 0 12 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 46,942
Positions
15,981 13,748 598 12,311 1,197 478 7,481 9,214 853 123 14,332 0 9,119 6,523
Changes from: February 9, 2021 Total Change is: -2,887
180 -1,898 -99 -2,589 -39 68 -368 -733 -100 123 -91 0 -103 4
Percent of Open Interest Represented by Each Category of Trader
34.0 29.3 1.3 26.2 2.5 1.0 15.9 19.6 1.8 0.3 30.5 0.0 19.4 13.9
Number of Traders in Each Category Total Traders: 97
17 16 4 22 . 7 18 15 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 93,884
Positions
31,961 27,496 1,195 24,622 2,394 956 14,962 18,428 1,706 245 28,663 0 18,237 13,046
Changes from: February 9, 2021 Total Change is: -5,774
360 -3,795 -197 -5,178 -78 135 -735 -1,466 -199 245 -182 0 -205 8
Percent of Open Interest Represented by Each Category of Trader
34.0 29.3 1.3 26.2 2.5 1.0 15.9 19.6 1.8 0.3 30.5 0.0 19.4 13.9
Number of Traders in Each Category Total Traders: 97
17 16 4 22 . 7 18 15 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 24,027
Positions
2,308 15,418 1,295 13,941 772 2,514 1,286 3,217 0 400 444 0 2,283 367
Changes from: February 9, 2021 Total Change is: 432
282 -614 515 -164 -24 372 -372 -3 0 0 0 0 -201 186
Percent of Open Interest Represented by Each Category of Trader
9.6 64.2 5.4 58.0 3.2 10.5 5.4 13.4 0.0 1.7 1.8 0.0 9.5 1.5
Number of Traders in Each Category Total Traders: 28
5 6 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 552,371
Positions
80,736 154,835 13,371 251,878 87,607 55,472 52,968 106,373 15,865 19,892 63,620 582 61,607 54,645
Changes from: February 9, 2021 Total Change is: 5,114
185 748 2,203 3,709 -392 -1,494 -1,158 10,031 375 -294 -5,829 -46 1,635 -482
Percent of Open Interest Represented by Each Category of Trader
14.6 28.0 2.4 45.6 15.9 10.0 9.6 19.3 2.9 3.6 11.5 0.1 11.2 9.9
Number of Traders in Each Category Total Traders: 540
34 38 23 160 82 109 71 103 57 29 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 25,112
Positions
11,876 15,271 113 1,000 0 0 7,562 3,306 221 0 500 0 4,340 5,701
Changes from: February 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.3 60.8 0.4 4.0 0.0 0.0 30.1 13.2 0.9 0.0 2.0 0.0 17.3 22.7
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 8 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 12,830
Positions
6,200 4,499 0 4,352 5,788 505 279 856 135 0 0 0 1,359 1,047
Changes from: February 9, 2021 Total Change is: 92
-90 -63 0 0 0 0 -13 0 0 0 0 0 195 155
Percent of Open Interest Represented by Each Category of Trader
48.3 35.1 0.0 33.9 45.1 3.9 2.2 6.7 1.1 0.0 0.0 0.0 10.6 8.2
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 16, 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 25,498
Positions
8,760 21,794 0 11,281 309 173 2,664 1,901 21 0 0 0 2,599 1,300
Changes from: February 9, 2021 Total Change is: 3,066
994 2,381 0 2,019 -250 0 120 847 0 0 0 0 -67 88
Percent of Open Interest Represented by Each Category of Trader
34.4 85.5 0.0 44.2 1.2 0.7 10.4 7.5 0.1 0.0 0.0 0.0 10.2 5.1
Number of Traders in Each Category Total Traders: 35
. 8 0 14 . . 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 2,636,295
Positions
368,183 721,706 42,408 1,254,389 438,037 277,361 266,222 554,525 39,028 99,458 315,599 2,912 286,334 244,719
Changes from: February 9, 2021 Total Change is: 16,851
11,927 -9,957 8,013 13,544 -1,961 -7,472 -8,390 49,121 -3,162 -1,472 -30,645 -228 4,091 13,142
Percent of Open Interest Represented by Each Category of Trader
14.0 27.4 1.6 47.6 16.6 10.5 10.1 21.0 1.5 3.8 12.0 0.1 10.9 9.3
Number of Traders in Each Category Total Traders: 540
35 37 22 160 82 109 69 105 54 29 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 46,580
Positions
3,597 43,340 0 36,588 173 142 2,627 2,021 0 0 0 0 3,626 904
Changes from: February 9, 2021 Total Change is: 498
-47 259 0 824 0 -61 -389 216 0 0 0 0 171 84
Percent of Open Interest Represented by Each Category of Trader
7.7 93.0 0.0 78.5 0.4 0.3 5.6 4.3 0.0 0.0 0.0 0.0 7.8 1.9
Number of Traders in Each Category Total Traders: 37
. 9 0 15 . . 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 18,735
Positions
4,458 17,575 0 10,207 566 351 935 0 0 0 0 0 2,784 243
Changes from: February 9, 2021 Total Change is: 94
182 -304 0 -206 566 0 0 0 0 0 0 0 118 -168
Percent of Open Interest Represented by Each Category of Trader
23.8 93.8 0.0 54.5 3.0 1.9 5.0 0.0 0.0 0.0 0.0 0.0 14.9 1.3
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 16, 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 51,052
Positions
6,123 17,259 161 31,028 23,962 2,003 2,005 4,279 49 370 0 0 9,313 3,339
Changes from: February 9, 2021 Total Change is: -522
-741 460 0 1,288 -1,717 -78 -465 404 -62 -291 0 0 -173 471
Percent of Open Interest Represented by Each Category of Trader
12.0 33.8 0.3 60.8 46.9 3.9 3.9 8.4 0.1 0.7 0.0 0.0 18.2 6.5
Number of Traders in Each Category Total Traders: 73
5 8 . 33 13 10 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 47,071
Positions
10,286 8,308 392 14,559 5,201 1,121 9,997 20,459 1,304 1,871 2,766 7 7,534 7,512
Changes from: February 9, 2021 Total Change is: 196
904 -673 48 -1,559 32 -62 330 -12 638 27 133 0 -130 93
Percent of Open Interest Represented by Each Category of Trader
21.9 17.6 0.8 30.9 11.0 2.4 21.2 43.5 2.8 4.0 5.9 0.0 16.0 16.0
Number of Traders in Each Category Total Traders: 280
23 27 . 65 36 31 34 65 26 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 235,353
Positions
51,430 41,539 1,962 72,793 26,006 5,605 49,983 102,293 6,520 9,353 13,832 37 37,670 37,559
Changes from: February 9, 2021 Total Change is: 981
4,520 -3,363 239 -7,796 158 -309 1,652 -62 3,188 136 663 0 -649 467
Percent of Open Interest Represented by Each Category of Trader
21.9 17.6 0.8 30.9 11.0 2.4 21.2 43.5 2.8 4.0 5.9 0.0 16.0 16.0
Number of Traders in Each Category Total Traders: 280
23 27 . 65 36 31 34 65 26 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 60,941
Positions
420 1,197 0 336 0 0 35,337 3,545 2,376 1,269 1,751 365 20,838 51,707
Changes from: February 9, 2021 Total Change is: -7,356
0 500 0 5 0 0 -10,885 662 57 332 -929 305 2,830 -7,951
Percent of Open Interest Represented by Each Category of Trader
0.7 2.0 0.0 0.6 0.0 0.0 58.0 5.8 3.9 2.1 2.9 0.6 34.2 84.8
Number of Traders in Each Category Total Traders: 25
. . 0 . 0 0 7 5 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 569,539
Positions
145,171 99,327 5,775 246,665 142,082 52,528 74,117 174,941 7,176 8,409 65,917 96 29,602 21,697
Changes from: February 9, 2021 Total Change is: 306
5,455 -7,173 -160 -1,471 4,974 743 -6,159 5,980 2,413 -538 -5,636 96 -73 -931
Percent of Open Interest Represented by Each Category of Trader
25.5 17.4 1.0 43.3 24.9 9.2 13.0 30.7 1.3 1.5 11.6 0.0 5.2 3.8
Number of Traders in Each Category Total Traders: 368
27 17 . 108 47 51 66 66 33 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 16,444
Positions
5,338 14,439 21 7,457 575 0 2,231 357 257 0 203 0 1,140 592
Changes from: February 9, 2021 Total Change is: -44
0 -267 2 54 -13 0 -265 -43 185 0 -20 0 -20 112
Percent of Open Interest Represented by Each Category of Trader
32.5 87.8 0.1 45.3 3.5 0.0 13.6 2.2 1.6 0.0 1.2 0.0 6.9 3.6
Number of Traders in Each Category Total Traders: 24
. 8 . 8 . 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 54,297
Positions
13,645 10,447 1,330 14,937 1,179 718 14,637 7,401 35 1,393 843 0 7,602 32,344
Changes from: February 9, 2021 Total Change is: 2,313
566 1,018 -34 -35 -121 17 1,170 1,042 -38 12 -472 0 655 901
Percent of Open Interest Represented by Each Category of Trader
25.1 19.2 2.4 27.5 2.2 1.3 27.0 13.6 0.1 2.6 1.6 0.0 14.0 59.6
Number of Traders in Each Category Total Traders: 59
5 10 . 13 5 . 11 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 431,722
Positions
32,766 272,891 11,998 298,005 71,813 48,345 21,945 17,982 2,009 6,912 1,700 0 9,742 4,984
Changes from: February 9, 2021 Total Change is: 2,140
392 3,567 106 7,004 -1,293 3,076 -38 -1,955 188 -8,354 -1,533 0 -234 -16
Percent of Open Interest Represented by Each Category of Trader
7.6 63.2 2.8 69.0 16.6 11.2 5.1 4.2 0.5 1.6 0.4 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 186
14 15 6 74 40 40 20 14 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 1,239,724
Positions
106,042 644,128 3,434 824,311 343,488 109,517 100,403 70,465 3,155 46,599 50,943 5,082 41,181 9,512
Changes from: February 9, 2021 Total Change is: 2,125
1,423 -312 93 -1,492 14,552 2,959 2,138 -8,035 379 -1,248 -5,130 -1,428 -699 -953
Percent of Open Interest Represented by Each Category of Trader
8.6 52.0 0.3 66.5 27.7 8.8 8.1 5.7 0.3 3.8 4.1 0.4 3.3 0.8
Number of Traders in Each Category Total Traders: 433
33 16 7 179 69 75 60 31 19 32 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 173,334
Positions
18,542 124,633 28,407 23,597 5,752 3,196 87,442 420 10,311 1,088 75 0 751 540
Changes from: February 9, 2021 Total Change is: 425
154 168 -360 0 120 0 134 0 -4 0 0 0 501 501
Percent of Open Interest Represented by Each Category of Trader
10.7 71.9 16.4 13.6 3.3 1.8 50.4 0.2 5.9 0.6 0.0 0.0 0.4 0.3
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 16, 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 1,207,207
Positions
7,980 126,107 6,341 651,678 223,531 204,958 76,169 399,714 32,964 73,432 34,993 0 153,685 178,599
Changes from: February 9, 2021 Total Change is: 24,044
-716 11,217 1,388 -16,939 13,031 9,966 23,258 -18,740 5,697 -762 1,574 0 2,152 -89
Percent of Open Interest Represented by Each Category of Trader
0.7 10.4 0.5 54.0 18.5 17.0 6.3 33.1 2.7 6.1 2.9 0.0 12.7 14.8
Number of Traders in Each Category Total Traders: 197
7 20 9 56 36 51 21 38 30 11 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 1,126,312
Positions
30,126 116,059 1,317 599,166 237,355 198,868 74,462 388,653 19,068 58,463 12,336 0 144,842 152,656
Changes from: February 9, 2021 Total Change is: 28,214
905 5,281 1,317 26,226 -2,227 -599 -776 17,047 9,959 -9,731 -1 0 913 -2,563
Percent of Open Interest Represented by Each Category of Trader
2.7 10.3 0.1 53.2 21.1 17.7 6.6 34.5 1.7 5.2 1.1 0.0 12.9 13.6
Number of Traders in Each Category Total Traders: 145
. 10 . 62 31 57 7 25 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 2,343,452
Positions
45,833 235,017 29,118 981,078 528,358 300,288 549,807 997,324 92,298 178,237 51,005 1,208 165,585 108,836
Changes from: February 9, 2021 Total Change is: 90,636
-24,358 70,757 14,687 10,739 5,696 4,293 62,908 -47,103 33,129 -3,955 456 -845 -5,962 9,566
Percent of Open Interest Represented by Each Category of Trader
2.0 10.0 1.2 41.9 22.5 12.8 23.5 42.6 3.9 7.6 2.2 0.1 7.1 4.6
Number of Traders in Each Category Total Traders: 302
9 37 11 93 31 70 57 40 36 24 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 3,604,844
Positions
161,494 311,808 31,466 1,246,719 1,254,090 793,872 563,024 360,285 145,709 316,617 194,203 2,920 343,023 510,491
Changes from: February 9, 2021 Total Change is: -11,811
-1,930 31,074 -10,698 -64,761 -12,777 24,968 -34,794 -73,444 49,263 29,217 -18,931 29 -3,105 -1,295
Percent of Open Interest Represented by Each Category of Trader
4.5 8.6 0.9 34.6 34.8 22.0 15.6 10.0 4.0 8.8 5.4 0.1 9.5 14.2
Number of Traders in Each Category Total Traders: 415
22 44 21 90 91 101 52 74 58 22 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 1,256,251
Positions
89,767 10,628 8,413 421,855 475,905 167,088 374,764 272,424 34,106 46,848 60,173 0 113,410 227,514
Changes from: February 9, 2021 Total Change is: 34,334
12,719 -16,501 1,473 -36,227 7,096 2,930 39,464 7,914 16,686 1,767 9,911 0 -4,478 4,825
Percent of Open Interest Represented by Each Category of Trader
7.1 0.8 0.7 33.6 37.9 13.3 29.8 21.7 2.7 3.7 4.8 0.0 9.0 18.1
Number of Traders in Each Category Total Traders: 149
9 . 6 28 60 45 24 13 19 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 3,520,464
Positions
80,305 209,234 22,605 1,400,328 890,557 611,252 661,167 1,203,712 103,754 348,057 149,246 289 292,707 329,815
Changes from: February 9, 2021 Total Change is: 68,769
9,980 -14,198 5,526 -9,503 -38,147 26,639 35,509 64,138 -7,822 3,802 6,238 154 4,484 26,241
Percent of Open Interest Represented by Each Category of Trader
2.3 5.9 0.6 39.8 25.3 17.4 18.8 34.2 2.9 9.9 4.2 0.0 8.3 9.4
Number of Traders in Each Category Total Traders: 318
16 22 11 90 64 77 34 62 36 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 1,148,456
Positions
375,605 284,035 239,159 34,401 4,444 7,898 134,846 259,118 330,892 6,174 0 931 18,550 21,979
Changes from: February 9, 2021 Total Change is: 3,536
3,895 -2,647 9,715 220 0 -75 -3,059 6,448 -4,302 -122 0 -167 -2,569 -5,436
Percent of Open Interest Represented by Each Category of Trader
32.7 24.7 20.8 3.0 0.4 0.7 11.7 22.6 28.8 0.5 0.0 0.1 1.6 1.9
Number of Traders in Each Category Total Traders: 93
24 14 36 . . 4 20 21 38 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 is11,379,687
Positions
2,763,491 2,420,211 1,531,465 324,171 668,409 594,543 1,974,427 1,587,803 3,360,743 21,590 161,624 222,873 586,384 832,016
Changes from: February 9, 2021 Total Change is: 103,543
67,798 88,336 -148,612 7,474 88,533 -2,362 178,268 43,426 5,800 330 4,963 4,690 -9,843 18,769
Percent of Open Interest Represented by Each Category of Trader
24.3 21.3 13.5 2.8 5.9 5.2 17.4 14.0 29.5 0.2 1.4 2.0 5.2 7.3
Number of Traders in Each Category Total Traders: 242
31 41 65 20 10 20 51 53 85 8 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 463,893
Positions
43,105 166,566 111,003 2,036 12,856 9,468 170,107 37,553 121,032 2,190 391 4,748 204 276
Changes from: February 9, 2021 Total Change is: -4,167
2,300 5,123 847 46 -1,716 -1,056 -1,159 -754 -4,097 1,627 250 -2,661 -14 -103
Percent of Open Interest Represented by Each Category of Trader
9.3 35.9 23.9 0.4 2.8 2.0 36.7 8.1 26.1 0.5 0.1 1.0 0.0 0.1
Number of Traders in Each Category Total Traders: 102
12 26 21 . 4 . 20 25 33 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 233,221
Positions
46,580 90,475 32,544 3,701 6,881 680 71,731 31,756 69,046 7,778 672 1,072 89 95
Changes from: February 9, 2021 Total Change is: 9,328
1,222 11,817 -4,671 15 21 5 11,909 4,122 -1,270 2,500 -253 -395 13 -48
Percent of Open Interest Represented by Each Category of Trader
20.0 38.8 14.0 1.6 3.0 0.3 30.8 13.6 29.6 3.3 0.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 90
10 21 13 . . . 25 23 30 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 142,525
Positions
0 27,734 0 3,386 2,844 0 5,180 43,010 68,313 65,641 543 0 5 81
Changes from: February 9, 2021 Total Change is: 3,999
0 -71 0 0 279 0 160 -6,191 9,995 -6,160 0 0 4 -13
Percent of Open Interest Represented by Each Category of Trader
0.0 19.5 0.0 2.4 2.0 0.0 3.6 30.2 47.9 46.1 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
0 7 0 . 7 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 11,426
Positions
368 564 61 338 339 9 3,301 8,750 660 3,030 132 151 3,508 760
Changes from: February 9, 2021 Total Change is: 371
-19 0 -28 -10 74 -17 152 269 -5 208 68 5 85 5
Percent of Open Interest Represented by Each Category of Trader
3.2 4.9 0.5 3.0 3.0 0.1 28.9 76.6 5.8 26.5 1.2 1.3 30.7 6.7
Number of Traders in Each Category Total Traders: 89
. . . . . . 33 19 10 22 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 35,968
Positions
10,131 953 0 6,706 9,871 1,143 10,274 17,161 880 1,461 2,441 97 5,276 3,422
Changes from: February 9, 2021 Total Change is: -221
210 0 0 -416 672 -1 739 -442 -336 -278 22 -51 -88 -85
Percent of Open Interest Represented by Each Category of Trader
28.2 2.6 0.0 18.6 27.4 3.2 28.6 47.7 2.4 4.1 6.8 0.3 14.7 9.5
Number of Traders in Each Category Total Traders: 105
4 . 0 7 11 . 20 33 6 17 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 423,940
Positions
57,296 31,799 12,019 184,601 90,358 20,546 44,307 160,078 60,785 8,891 4,396 13,409 22,086 30,550
Changes from: February 9, 2021 Total Change is: 52,079
9,027 3,742 1,881 23,127 11,035 -298 1,106 17,563 11,961 -990 610 3,624 2,641 1,961
Percent of Open Interest Represented by Each Category of Trader
13.5 7.5 2.8 43.5 21.3 4.8 10.5 37.8 14.3 2.1 1.0 3.2 5.2 7.2
Number of Traders in Each Category Total Traders: 180
12 12 19 13 31 20 34 51 54 8 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 54,948
Positions
3,147 4,276 48 48,222 1,268 30 823 49,030 0 2,325 233 0 353 63
Changes from: February 9, 2021 Total Change is: 9,844
0 4 -4 17,168 0 0 -92 9,637 0 -7,275 207 0 47 0
Percent of Open Interest Represented by Each Category of Trader
5.7 7.8 0.1 87.8 2.3 0.1 1.5 89.2 0.0 4.2 0.4 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 48
. . . 12 . . 4 8 0 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 19, 2021