Traders in Financial Futures - Futures Only Positions as of February 23, 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 166,868
Positions
2,853 80,791 32 53,525 22,016 5,174 31,808 33,730 6,300 16,562 0 1,359 49,255 17,466
Changes from: February 16, 2021 Total Change is: 7,602
-1,277 6,735 -229 910 -2,528 22 717 3,441 1,360 933 0 139 5,027 -1,338
Percent of Open Interest Represented by Each Category of Trader
1.7 48.4 0.0 32.1 13.2 3.1 19.1 20.2 3.8 9.9 0.0 0.8 29.5 10.5
Number of Traders in Each Category Total Traders: 111
4 11 . 24 12 7 24 24 12 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 53,002
Positions
9,374 21,329 10 4,152 7,196 470 22,430 7,801 872 0 642 0 15,694 14,682
Changes from: February 16, 2021 Total Change is: 4,909
2,207 -439 3 -1,077 473 31 5,779 2,167 333 0 0 0 -2,367 2,341
Percent of Open Interest Represented by Each Category of Trader
17.7 40.2 0.0 7.8 13.6 0.9 42.3 14.7 1.6 0.0 1.2 0.0 29.6 27.7
Number of Traders in Each Category Total Traders: 51
6 7 . 6 8 . 13 10 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 176,721
Positions
11,522 51,009 1,978 60,450 47,924 4,908 50,662 34,912 3,762 4,021 6,467 0 39,418 25,761
Changes from: February 16, 2021 Total Change is: 5,503
-939 4,631 -213 1,557 -3,679 753 4,458 3,168 849 1,078 0 0 -2,040 -6
Percent of Open Interest Represented by Each Category of Trader
6.5 28.9 1.1 34.2 27.1 2.8 28.7 19.8 2.1 2.3 3.7 0.0 22.3 14.6
Number of Traders in Each Category Total Traders: 118
5 11 5 21 18 14 29 27 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 183,247
Positions
13,724 92,821 567 81,602 16,918 6,135 39,084 38,915 1,583 15,346 567 0 25,206 25,741
Changes from: February 16, 2021 Total Change is: -4,872
3,662 -13,836 387 -7,729 2,723 341 -148 8,059 -581 0 0 0 -804 -1,965
Percent of Open Interest Represented by Each Category of Trader
7.5 50.7 0.3 44.5 9.2 3.3 21.3 21.2 0.9 8.4 0.3 0.0 13.8 14.0
Number of Traders in Each Category Total Traders: 112
8 8 5 25 16 13 24 25 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 696,916
Positions
28,603 483,691 23,593 402,165 57,490 23,639 72,092 54,006 5,755 41,282 5,007 4,509 95,278 39,226
Changes from: February 16, 2021 Total Change is: 21,155
472 4,381 9,867 6,135 867 -129 3,956 5,298 160 -1,936 383 238 2,392 90
Percent of Open Interest Represented by Each Category of Trader
4.1 69.4 3.4 57.7 8.2 3.4 10.3 7.7 0.8 5.9 0.7 0.6 13.7 5.6
Number of Traders in Each Category Total Traders: 302
14 15 9 118 26 41 49 36 26 36 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 28,684
Positions
0 9,318 0 9,793 6,696 3,153 3,351 2,812 0 800 0 0 11,587 6,705
Changes from: February 16, 2021 Total Change is: 914
0 8 0 145 778 13 471 16 0 0 0 0 285 99
Percent of Open Interest Represented by Each Category of Trader
0.0 32.5 0.0 34.1 23.3 11.0 11.7 9.8 0.0 2.8 0.0 0.0 40.4 23.4
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 23, 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 18,742
Positions
437 2,078 24 6,537 6,721 1,298 1,000 3,285 0 0 573 77 9,369 4,686
Changes from: February 16, 2021 Total Change is: 1,123
0 -83 0 23 -472 -79 1,000 1,299 0 0 0 0 179 458
Percent of Open Interest Represented by Each Category of Trader
2.3 11.1 0.1 34.9 35.9 6.9 5.3 17.5 0.0 0.0 3.1 0.4 50.0 25.0
Number of Traders in Each Category Total Traders: 21
. . . 7 6 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 145,261
Positions
4,965 49,754 1,051 53,136 44,358 2,107 42,856 26,043 3,014 465 774 0 37,667 18,160
Changes from: February 16, 2021 Total Change is: 4,307
270 4,325 2 1,759 -6,317 -239 -1,255 4,973 1,601 465 774 0 1,704 -812
Percent of Open Interest Represented by Each Category of Trader
3.4 34.3 0.7 36.6 30.5 1.5 29.5 17.9 2.1 0.3 0.5 0.0 25.9 12.5
Number of Traders in Each Category Total Traders: 89
4 10 . 21 8 8 24 20 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 31,019
Positions
571 9,797 35 19,002 2,703 0 7,958 15,465 2 1,493 1,531 0 1,958 1,486
Changes from: February 16, 2021 Total Change is: 571
23 30 0 -69 -2 0 862 673 -7 -124 -197 0 -114 74
Percent of Open Interest Represented by Each Category of Trader
1.8 31.6 0.1 61.3 8.7 0.0 25.7 49.9 0.0 4.8 4.9 0.0 6.3 4.8
Number of Traders in Each Category Total Traders: 50
. 5 . 9 . 0 13 8 . 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 165,600
Positions
732 100,961 692 70,282 3,868 1,900 74,046 28,897 7,733 3,295 17,848 161 6,759 3,540
Changes from: February 16, 2021 Total Change is: 2,278
-31 1,929 -34 -1,782 -1,291 841 897 -2,849 3,902 -345 -452 -9 -1,161 241
Percent of Open Interest Represented by Each Category of Trader
0.4 61.0 0.4 42.4 2.3 1.1 44.7 17.4 4.7 2.0 10.8 0.1 4.1 2.1
Number of Traders in Each Category Total Traders: 143
4 9 . 20 5 8 51 29 11 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 36,249
Positions
9,088 1,933 158 8,066 21,969 435 10,961 5,939 829 3,433 3,463 0 3,279 1,523
Changes from: February 16, 2021 Total Change is: 963
-54 -345 158 -1,137 1,553 435 1,120 -340 207 428 -53 0 -194 -652
Percent of Open Interest Represented by Each Category of Trader
25.1 5.3 0.4 22.3 60.6 1.2 30.2 16.4 2.3 9.5 9.6 0.0 9.0 4.2
Number of Traders in Each Category Total Traders: 66
. . . 10 6 . 16 10 6 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 48,209
Positions
3,011 19,544 11 13,622 4,156 362 23,091 18,953 756 852 1,641 6 6,498 2,780
Changes from: February 16, 2021 Total Change is: 106
-590 1,583 -4 565 -2,488 -198 -313 539 339 102 108 0 205 227
Percent of Open Interest Represented by Each Category of Trader
6.2 40.5 0.0 28.3 8.6 0.8 47.9 39.3 1.6 1.8 3.4 0.0 13.5 5.8
Number of Traders in Each Category Total Traders: 95
4 8 . 19 4 . 36 16 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 13,505
Positions
720 275 0 4,020 3,139 0 7,249 8,174 1 252 425 0 1,263 1,491
Changes from: February 16, 2021 Total Change is: -497
0 -129 0 579 6 0 -859 -438 1 0 0 0 -218 63
Percent of Open Interest Represented by Each Category of Trader
5.3 2.0 0.0 29.8 23.2 0.0 53.7 60.5 0.0 1.9 3.1 0.0 9.4 11.0
Number of Traders in Each Category Total Traders: 37
. . 0 6 4 0 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 46,040
Positions
16,839 12,333 724 11,445 1,772 334 6,840 9,560 895 0 14,315 0 8,964 6,108
Changes from: February 16, 2021 Total Change is: -903
858 -1,416 127 -866 575 -144 -642 346 42 -123 -17 0 -155 -416
Percent of Open Interest Represented by Each Category of Trader
36.6 26.8 1.6 24.9 3.8 0.7 14.9 20.8 1.9 0.0 31.1 0.0 19.5 13.3
Number of Traders in Each Category Total Traders: 100
18 15 4 19 5 6 20 17 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 92,079
Positions
33,677 24,665 1,448 22,890 3,544 668 13,679 19,119 1,790 0 28,630 0 17,927 12,215
Changes from: February 16, 2021 Total Change is: -1,805
1,716 -2,831 253 -1,732 1,150 -288 -1,283 691 84 -245 -33 0 -310 -831
Percent of Open Interest Represented by Each Category of Trader
36.6 26.8 1.6 24.9 3.8 0.7 14.9 20.8 1.9 0.0 31.1 0.0 19.5 13.3
Number of Traders in Each Category Total Traders: 100
18 15 4 19 5 6 20 17 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 24,734
Positions
2,490 15,539 1,345 14,678 713 2,628 1,066 4,040 0 400 0 0 2,127 469
Changes from: February 16, 2021 Total Change is: 707
182 121 50 737 -59 114 -220 823 0 0 -444 0 -156 102
Percent of Open Interest Represented by Each Category of Trader
10.1 62.8 5.4 59.3 2.9 10.6 4.3 16.3 0.0 1.6 0.0 0.0 8.6 1.9
Number of Traders in Each Category Total Traders: 30
6 6 . 12 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 556,649
Positions
78,114 166,576 10,597 252,308 90,467 58,177 58,935 98,835 18,765 19,762 59,407 652 59,339 53,173
Changes from: February 16, 2021 Total Change is: 4,278
-2,622 11,740 -2,774 430 2,859 2,705 5,966 -7,538 2,901 -130 -4,213 70 -2,268 -1,472
Percent of Open Interest Represented by Each Category of Trader
14.0 29.9 1.9 45.3 16.3 10.5 10.6 17.8 3.4 3.6 10.7 0.1 10.7 9.6
Number of Traders in Each Category Total Traders: 542
34 39 19 160 82 107 77 94 59 31 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,164
Positions
6,200 4,361 0 4,751 5,453 840 281 1,348 0 0 0 0 1,092 1,162
Changes from: February 16, 2021 Total Change is: 334
0 -138 0 399 -335 335 2 492 -135 0 0 0 -267 115
Percent of Open Interest Represented by Each Category of Trader
47.1 33.1 0.0 36.1 41.4 6.4 2.1 10.2 0.0 0.0 0.0 0.0 8.3 8.8
Number of Traders in Each Category Total Traders: 23
5 7 0 . 4 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 26,503
Positions
7,510 23,086 0 13,240 309 173 2,983 1,273 22 0 0 0 2,575 1,640
Changes from: February 16, 2021 Total Change is: 1,005
-1,250 1,292 0 1,959 0 0 319 -628 1 0 0 0 -24 340
Percent of Open Interest Represented by Each Category of Trader
28.3 87.1 0.0 50.0 1.2 0.7 11.3 4.8 0.1 0.0 0.0 0.0 9.7 6.2
Number of Traders in Each Category Total Traders: 35
. 9 0 14 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 2,652,739
Positions
343,571 759,019 47,896 1,256,538 452,333 290,885 297,495 508,200 48,621 98,809 292,535 3,261 265,663 249,989
Changes from: February 16, 2021 Total Change is: 16,444
-24,612 37,313 5,488 2,149 14,296 13,524 31,273 -46,325 9,593 -649 -23,064 349 -20,671 5,270
Percent of Open Interest Represented by Each Category of Trader
13.0 28.6 1.8 47.4 17.1 11.0 11.2 19.2 1.8 3.7 11.0 0.1 10.0 9.4
Number of Traders in Each Category Total Traders: 541
34 39 18 160 82 107 74 96 57 31 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 50,418
Positions
2,906 46,837 0 41,001 173 142 2,644 2,614 0 0 0 0 3,725 652
Changes from: February 16, 2021 Total Change is: 3,838
-691 3,497 0 4,413 0 0 17 593 0 0 0 0 99 -252
Percent of Open Interest Represented by Each Category of Trader
5.8 92.9 0.0 81.3 0.3 0.3 5.2 5.2 0.0 0.0 0.0 0.0 7.4 1.3
Number of Traders in Each Category Total Traders: 38
. 9 0 16 . . 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 19,363
Positions
4,558 18,698 0 10,861 107 244 935 0 0 0 0 0 2,765 314
Changes from: February 16, 2021 Total Change is: 628
100 1,123 0 654 -459 -107 0 0 0 0 0 0 -19 71
Percent of Open Interest Represented by Each Category of Trader
23.5 96.6 0.0 56.1 0.6 1.3 4.8 0.0 0.0 0.0 0.0 0.0 14.3 1.6
Number of Traders in Each Category Total Traders: 21
. 8 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,918
Positions
9,083 11,482 0 6,851 4,647 0 0 807 0 0 0 0 1,984 982
Changes from: February 16, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.7 64.1 0.0 38.2 25.9 0.0 0.0 4.5 0.0 0.0 0.0 0.0 11.1 5.5
Number of Traders in Each Category Total Traders: 20
6 4 0 5 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 125,938
Positions
91,857 99,464 25,974 0 0 0 7,607 0 0 0 0 0 500 500
Changes from: February 16, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
72.9 79.0 20.6 0.0 0.0 0.0 6.0 0.0 0.0 0.0 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 20
8 11 6 0 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 50,452
Positions
5,515 17,228 265 30,788 24,520 2,123 2,252 3,140 3 370 0 0 9,136 3,173
Changes from: February 16, 2021 Total Change is: -600
-608 -31 104 -240 558 120 247 -1,139 -46 0 0 0 -177 -166
Percent of Open Interest Represented by Each Category of Trader
10.9 34.1 0.5 61.0 48.6 4.2 4.5 6.2 0.0 0.7 0.0 0.0 18.1 6.3
Number of Traders in Each Category Total Traders: 73
5 8 . 32 15 9 7 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 48,014
Positions
13,931 6,850 333 11,428 6,908 1,345 10,345 20,715 1,200 1,768 3,497 20 7,643 7,145
Changes from: February 16, 2021 Total Change is: 943
3,645 -1,457 -59 -3,131 1,707 224 349 256 -104 -102 730 13 109 -366
Percent of Open Interest Represented by Each Category of Trader
29.0 14.3 0.7 23.8 14.4 2.8 21.5 43.1 2.5 3.7 7.3 0.0 15.9 14.9
Number of Traders in Each Category Total Traders: 300
28 25 . 63 44 35 35 70 23 10 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 240,070
Positions
69,657 34,252 1,666 57,138 34,541 6,725 51,726 103,574 5,999 8,841 17,484 102 38,216 35,727
Changes from: February 16, 2021 Total Change is: 4,717
18,227 -7,287 -296 -15,655 8,535 1,120 1,743 1,281 -521 -512 3,652 65 546 -1,832
Percent of Open Interest Represented by Each Category of Trader
29.0 14.3 0.7 23.8 14.4 2.8 21.5 43.1 2.5 3.7 7.3 0.0 15.9 14.9
Number of Traders in Each Category Total Traders: 300
28 25 . 63 44 35 35 70 23 10 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 56,560
Positions
400 7,286 0 328 0 0 16,159 33,606 1,496 2,514 1,196 365 35,298 12,611
Changes from: February 16, 2021 Total Change is: -4,381
-20 6,089 0 -8 0 0 -19,178 30,061 -880 1,245 -555 0 14,460 -39,096
Percent of Open Interest Represented by Each Category of Trader
0.7 12.9 0.0 0.6 0.0 0.0 28.6 59.4 2.6 4.4 2.1 0.6 62.4 22.3
Number of Traders in Each Category Total Traders: 26
. . 0 . 0 0 6 6 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 572,716
Positions
144,671 105,439 5,965 249,773 136,227 52,041 78,412 179,217 4,912 6,832 67,823 105 30,005 20,987
Changes from: February 16, 2021 Total Change is: 3,177
-500 6,112 190 3,108 -5,855 -487 4,295 4,276 -2,264 -1,577 1,906 9 403 -710
Percent of Open Interest Represented by Each Category of Trader
25.3 18.4 1.0 43.6 23.8 9.1 13.7 31.3 0.9 1.2 11.8 0.0 5.2 3.7
Number of Traders in Each Category Total Traders: 361
29 19 . 107 47 52 56 66 21 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 17,673
Positions
5,338 15,916 21 7,976 567 0 2,382 492 32 0 0 0 1,924 645
Changes from: February 16, 2021 Total Change is: 1,229
0 1,477 0 519 -8 0 151 135 -225 0 -203 0 784 53
Percent of Open Interest Represented by Each Category of Trader
30.2 90.1 0.1 45.1 3.2 0.0 13.5 2.8 0.2 0.0 0.0 0.0 10.9 3.6
Number of Traders in Each Category Total Traders: 24
. 9 . 8 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 53,292
Positions
13,809 9,723 1,250 13,321 1,535 133 16,310 6,320 206 1,389 1,564 0 6,874 32,561
Changes from: February 16, 2021 Total Change is: -1,005
164 -724 -80 -1,616 356 -585 1,673 -1,081 171 -4 721 0 -728 217
Percent of Open Interest Represented by Each Category of Trader
25.9 18.2 2.3 25.0 2.9 0.2 30.6 11.9 0.4 2.6 2.9 0.0 12.9 61.1
Number of Traders in Each Category Total Traders: 60
6 10 . 11 4 . 13 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 432,836
Positions
32,853 272,094 12,118 294,014 70,476 51,702 22,488 14,234 2,512 6,965 2,642 0 10,184 7,058
Changes from: February 16, 2021 Total Change is: 1,114
87 -797 120 -3,991 -1,337 3,357 543 -3,748 503 53 942 0 442 2,074
Percent of Open Interest Represented by Each Category of Trader
7.6 62.9 2.8 67.9 16.3 11.9 5.2 3.3 0.6 1.6 0.6 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 179
12 13 6 73 39 42 23 9 7 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,233,983
Positions
111,290 642,658 3,124 833,755 335,636 111,276 91,230 65,380 3,252 38,993 51,841 5,104 35,959 15,712
Changes from: February 16, 2021 Total Change is: -5,741
5,248 -1,470 -310 9,444 -7,852 1,759 -9,173 -5,085 97 -7,606 898 22 -5,222 6,200
Percent of Open Interest Represented by Each Category of Trader
9.0 52.1 0.3 67.6 27.2 9.0 7.4 5.3 0.3 3.2 4.2 0.4 2.9 1.3
Number of Traders in Each Category Total Traders: 430
33 15 7 185 68 80 61 28 20 28 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 173,743
Positions
19,297 125,328 28,922 23,597 5,952 3,196 87,615 410 9,801 1,061 75 0 254 59
Changes from: February 16, 2021 Total Change is: 409
755 695 515 0 200 0 173 -10 -510 -27 0 0 -497 -481
Percent of Open Interest Represented by Each Category of Trader
11.1 72.1 16.6 13.6 3.4 1.8 50.4 0.2 5.6 0.6 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 80
11 17 16 14 . . 27 . 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,249,239
Positions
3,876 125,232 2,459 656,533 272,671 206,969 86,002 372,064 29,483 89,657 34,255 1,918 172,342 204,188
Changes from: February 16, 2021 Total Change is: 42,032
-4,104 -875 -3,882 4,855 49,140 2,011 9,833 -27,650 -3,481 16,225 -738 1,918 18,657 25,589
Percent of Open Interest Represented by Each Category of Trader
0.3 10.0 0.2 52.6 21.8 16.6 6.9 29.8 2.4 7.2 2.7 0.2 13.8 16.3
Number of Traders in Each Category Total Traders: 188
4 15 6 54 35 53 25 34 24 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,188,911
Positions
33,070 111,239 1,634 597,852 249,438 223,458 68,209 377,549 48,340 65,388 12,812 901 150,059 163,540
Changes from: February 16, 2021 Total Change is: 62,599
2,944 -4,820 317 -1,314 12,083 24,590 -6,253 -11,104 29,272 6,925 476 901 5,217 10,884
Percent of Open Interest Represented by Each Category of Trader
2.8 9.4 0.1 50.3 21.0 18.8 5.7 31.8 4.1 5.5 1.1 0.1 12.6 13.8
Number of Traders in Each Category Total Traders: 149
. 11 . 59 31 55 8 26 18 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 2,379,004
Positions
44,521 297,474 22,778 961,830 476,462 293,202 610,123 1,034,621 94,882 174,949 52,397 30,967 145,752 76,221
Changes from: February 16, 2021 Total Change is: 35,552
-1,312 62,457 -6,340 -19,248 -51,896 -7,086 60,316 37,297 2,584 -3,288 1,392 29,759 -19,833 -32,615
Percent of Open Interest Represented by Each Category of Trader
1.9 12.5 1.0 40.4 20.0 12.3 25.6 43.5 4.0 7.4 2.2 1.3 6.1 3.2
Number of Traders in Each Category Total Traders: 300
9 37 15 95 30 70 56 38 31 21 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 4,049,360
Positions
155,683 288,818 61,668 1,218,916 1,169,811 878,071 558,904 449,047 382,140 356,999 198,660 25,861 411,118 595,284
Changes from: February 16, 2021 Total Change is: 444,516
-5,811 -22,990 30,202 -27,803 -84,279 84,199 -4,120 88,762 236,431 40,382 4,457 22,941 68,095 84,793
Percent of Open Interest Represented by Each Category of Trader
3.8 7.1 1.5 30.1 28.9 21.7 13.8 11.1 9.4 8.8 4.9 0.6 10.2 14.7
Number of Traders in Each Category Total Traders: 414
23 37 23 85 93 99 47 83 55 25 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,362,907
Positions
90,145 27,484 14,533 388,610 427,983 179,652 389,060 273,979 105,752 56,901 68,239 3,000 135,254 262,285
Changes from: February 16, 2021 Total Change is: 106,656
378 16,856 6,120 -33,245 -47,922 12,564 14,296 1,555 71,646 10,053 8,066 3,000 21,844 34,771
Percent of Open Interest Represented by Each Category of Trader
6.6 2.0 1.1 28.5 31.4 13.2 28.5 20.1 7.8 4.2 5.0 0.2 9.9 19.2
Number of Traders in Each Category Total Traders: 144
7 8 9 19 58 46 25 13 21 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 3,787,902
Positions
61,422 229,779 37,781 1,380,580 877,963 623,021 735,630 1,176,554 299,853 313,410 140,581 17,538 318,667 384,832
Changes from: February 16, 2021 Total Change is: 267,438
-18,883 20,545 15,176 -19,748 -12,594 11,769 74,463 -27,158 196,099 -34,647 -8,665 17,249 25,960 55,017
Percent of Open Interest Represented by Each Category of Trader
1.6 6.1 1.0 36.4 23.2 16.4 19.4 31.1 7.9 8.3 3.7 0.5 8.4 10.2
Number of Traders in Each Category Total Traders: 309
14 24 19 81 63 82 32 66 39 11 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,192,400
Positions
418,782 281,616 251,915 26,899 4,444 9,097 107,794 273,565 348,216 7,475 0 0 22,222 23,547
Changes from: February 16, 2021 Total Change is: 43,944
43,177 -2,419 12,756 -7,502 0 1,199 -27,052 14,447 17,324 1,301 0 -931 3,672 1,568
Percent of Open Interest Represented by Each Category of Trader
35.1 23.6 21.1 2.3 0.4 0.8 9.0 22.9 29.2 0.6 0.0 0.0 1.9 2.0
Number of Traders in Each Category Total Traders: 96
24 17 39 . . 4 22 19 36 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 is11,575,108
Positions
2,588,152 2,066,971 1,656,569 398,984 758,385 704,616 2,146,873 1,876,531 3,300,177 22,923 168,023 213,785 543,029 830,051
Changes from: February 16, 2021 Total Change is: 195,421
-175,339 -353,240 125,104 74,813 89,976 110,073 172,446 288,728 -60,566 1,333 6,399 -9,088 -43,355 -1,965
Percent of Open Interest Represented by Each Category of Trader
22.4 17.9 14.3 3.4 6.6 6.1 18.5 16.2 28.5 0.2 1.5 1.8 4.7 7.2
Number of Traders in Each Category Total Traders: 241
27 43 66 17 11 22 49 55 89 8 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 478,355
Positions
37,784 175,873 122,679 2,265 13,953 11,366 183,686 34,508 113,385 2,237 285 4,647 306 1,659
Changes from: February 16, 2021 Total Change is: 14,462
-5,321 9,307 11,676 229 1,097 1,898 13,579 -3,045 -7,647 47 -106 -101 102 1,383
Percent of Open Interest Represented by Each Category of Trader
7.9 36.8 25.6 0.5 2.9 2.4 38.4 7.2 23.7 0.5 0.1 1.0 0.1 0.3
Number of Traders in Each Category Total Traders: 102
11 28 22 . 4 . 23 22 32 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 255,102
Positions
46,158 113,953 34,091 2,462 6,887 693 94,080 30,357 67,204 9,238 694 1,017 159 206
Changes from: February 16, 2021 Total Change is: 21,881
-422 23,478 1,547 -1,239 6 13 22,349 -1,399 -1,842 1,460 22 -55 70 111
Percent of Open Interest Represented by Each Category of Trader
18.1 44.7 13.4 1.0 2.7 0.3 36.9 11.9 26.3 3.6 0.3 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 88
9 22 13 . . . 24 22 30 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 147,511
Positions
0 26,384 0 3,386 2,613 0 5,111 45,854 71,972 67,021 543 0 21 145
Changes from: February 16, 2021 Total Change is: 4,986
0 -1,350 0 0 -231 0 -69 2,844 3,659 1,380 0 0 16 64
Percent of Open Interest Represented by Each Category of Trader
0.0 17.9 0.0 2.3 1.8 0.0 3.5 31.1 48.8 45.4 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 6 0 . 7 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 10,572
Positions
332 464 62 314 551 0 2,633 7,639 608 3,650 259 81 2,892 908
Changes from: February 16, 2021 Total Change is: -854
-36 -100 1 -24 212 -9 -668 -1,111 -52 620 127 -70 -616 148
Percent of Open Interest Represented by Each Category of Trader
3.1 4.4 0.6 3.0 5.2 0.0 24.9 72.3 5.8 34.5 2.4 0.8 27.4 8.6
Number of Traders in Each Category Total Traders: 85
. . . . . 0 31 18 10 20 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 41,377
Positions
10,656 953 0 6,903 9,082 1,146 11,184 18,919 4,118 2,175 2,704 148 5,047 4,307
Changes from: February 16, 2021 Total Change is: 5,409
525 0 0 197 -789 3 910 1,758 3,238 714 263 51 -229 885
Percent of Open Interest Represented by Each Category of Trader
25.8 2.3 0.0 16.7 21.9 2.8 27.0 45.7 10.0 5.3 6.5 0.4 12.2 10.4
Number of Traders in Each Category Total Traders: 107
5 . 0 6 12 . 20 38 6 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 392,604
Positions
61,341 25,210 7,031 181,148 81,881 20,371 29,643 160,579 52,534 8,306 3,573 10,503 21,727 30,922
Changes from: February 16, 2021 Total Change is: -31,336
4,045 -6,589 -4,988 -3,453 -8,477 -175 -14,664 501 -8,251 -585 -823 -2,906 -359 372
Percent of Open Interest Represented by Each Category of Trader
15.6 6.4 1.8 46.1 20.9 5.2 7.6 40.9 13.4 2.1 0.9 2.7 5.5 7.9
Number of Traders in Each Category Total Traders: 175
9 16 17 14 28 16 29 54 57 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 48,571
Positions
3,147 4,276 48 41,616 1,115 30 830 42,955 0 2,492 94 1 407 52
Changes from: February 16, 2021 Total Change is: -6,377
0 0 0 -6,606 -153 0 7 -6,075 0 167 -139 1 54 -11
Percent of Open Interest Represented by Each Category of Trader
6.5 8.8 0.1 85.7 2.3 0.1 1.7 88.4 0.0 5.1 0.2 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 48
. . . 12 . . 4 7 0 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 26, 2021