Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 165,967
Positions
3,916 76,546 2,196 59,425 23,571 6,127 24,443 26,796 11,093 16,756 590 314 41,696 18,734
Changes from: January 5, 2021 Total Change is: -3,044
623 -6,785 -1,543 -171 5,151 -260 -543 628 -1,026 667 148 58 -848 585
Percent of Open Interest Represented by Each Category of Trader
2.4 46.1 1.3 35.8 14.2 3.7 14.7 16.1 6.7 10.1 0.4 0.2 25.1 11.3
Number of Traders in Each Category Total Traders: 107
4 10 6 25 10 10 19 21 16 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,573
Positions
1,463 23,886 589 8,572 5,584 372 18,722 7,773 471 0 484 0 21,384 12,414
Changes from: January 5, 2021 Total Change is: 212
562 -550 -56 -1,250 208 -150 3,403 1,154 -786 0 0 0 -1,512 391
Percent of Open Interest Represented by Each Category of Trader
2.8 46.3 1.1 16.6 10.8 0.7 36.3 15.1 0.9 0.0 0.9 0.0 41.5 24.1
Number of Traders in Each Category Total Traders: 47
. 8 . 12 5 . 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 171,453
Positions
15,107 34,913 2,689 53,458 49,064 7,189 36,474 28,341 15,516 2,199 7,317 883 37,937 25,542
Changes from: January 5, 2021 Total Change is: 3,761
-3,418 7,117 -460 1,841 -213 -171 5,717 1,473 -2,330 312 236 437 1,832 -2,329
Percent of Open Interest Represented by Each Category of Trader
8.8 20.4 1.6 31.2 28.6 4.2 21.3 16.5 9.0 1.3 4.3 0.5 22.1 14.9
Number of Traders in Each Category Total Traders: 110
5 7 9 17 20 14 28 24 22 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 200,608
Positions
5,069 139,448 1,861 105,453 7,644 6,448 27,526 15,505 7,749 14,331 1,219 0 32,171 20,733
Changes from: January 5, 2021 Total Change is: -18,734
724 -14,994 -40 -5,289 99 -1,624 -7,590 -4,989 -3,660 4,576 656 0 -5,831 5,817
Percent of Open Interest Represented by Each Category of Trader
2.5 69.5 0.9 52.6 3.8 3.2 13.7 7.7 3.9 7.1 0.6 0.0 16.0 10.3
Number of Traders in Each Category Total Traders: 117
4 10 8 35 11 14 26 22 17 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 721,744
Positions
30,870 479,323 15,847 402,058 69,487 26,950 67,494 50,716 30,951 40,284 3,932 4,006 103,284 40,533
Changes from: January 5, 2021 Total Change is: -7,372
-3,009 7,806 -3,145 1,646 -2,839 -13 1,620 -4,890 -4,444 -2,741 -551 -219 2,932 923
Percent of Open Interest Represented by Each Category of Trader
4.3 66.4 2.2 55.7 9.6 3.7 9.4 7.0 4.3 5.6 0.5 0.6 14.3 5.6
Number of Traders in Each Category Total Traders: 293
11 13 16 111 31 49 50 31 30 34 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,649
Positions
0 9,160 54 12,923 3,062 2,303 0 6,249 0 800 410 17 10,552 5,394
Changes from: January 5, 2021 Total Change is: -464
0 -711 54 -661 429 -35 0 -576 0 0 0 0 178 375
Percent of Open Interest Represented by Each Category of Trader
0.0 34.4 0.2 48.5 11.5 8.6 0.0 23.4 0.0 3.0 1.5 0.1 39.6 20.2
Number of Traders in Each Category Total Traders: 22
0 . . 12 . 8 0 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 17,092
Positions
0 3,602 448 6,853 7,238 1,463 0 0 0 408 360 40 7,880 3,941
Changes from: January 5, 2021 Total Change is: 178
0 48 15 59 12 -2 0 -419 0 0 0 0 106 524
Percent of Open Interest Represented by Each Category of Trader
0.0 21.1 2.6 40.1 42.3 8.6 0.0 0.0 0.0 2.4 2.1 0.2 46.1 23.1
Number of Traders in Each Category Total Traders: 20
0 . . 7 8 6 0 0 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 154,750
Positions
3,251 51,482 2,619 58,109 48,263 3,532 44,544 20,665 7,671 1,835 420 24 33,166 20,075
Changes from: January 5, 2021 Total Change is: -7,654
-887 5,146 -283 565 -313 -692 1,958 -8,357 -4,405 -206 -10 -14 -3,690 1,274
Percent of Open Interest Represented by Each Category of Trader
2.1 33.3 1.7 37.6 31.2 2.3 28.8 13.4 5.0 1.2 0.3 0.0 21.4 13.0
Number of Traders in Each Category Total Traders: 88
. 13 7 21 9 10 20 20 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 23,217
Positions
0 9,660 35 14,693 2,593 0 4,442 8,120 10 2,017 1,180 0 2,020 1,619
Changes from: January 5, 2021 Total Change is: -1,958
0 16 0 -1,935 -26 0 -133 -2,206 -11 184 214 0 -63 56
Percent of Open Interest Represented by Each Category of Trader
0.0 41.6 0.2 63.3 11.2 0.0 19.1 35.0 0.0 8.7 5.1 0.0 8.7 7.0
Number of Traders in Each Category Total Traders: 48
0 5 . 10 . 0 10 8 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 151,959
Positions
301 85,842 714 69,721 2,767 1,395 66,390 33,457 2,054 3,416 23,148 0 7,968 2,582
Changes from: January 5, 2021 Total Change is: 9,838
5 5,405 65 1,042 -25 137 6,698 3,163 958 737 188 0 197 -53
Percent of Open Interest Represented by Each Category of Trader
0.2 56.5 0.5 45.9 1.8 0.9 43.7 22.0 1.4 2.2 15.2 0.0 5.2 1.7
Number of Traders in Each Category Total Traders: 150
. 12 . 26 4 4 62 19 14 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 25,944
Positions
136 1,927 0 8,948 11,115 14 8,429 6,332 474 4,260 3,906 0 3,683 2,176
Changes from: January 5, 2021 Total Change is: 3,168
136 2 0 394 1,943 14 2,091 -2,016 331 476 2,668 0 -274 226
Percent of Open Interest Represented by Each Category of Trader
0.5 7.4 0.0 34.5 42.8 0.1 32.5 24.4 1.8 16.4 15.1 0.0 14.2 8.4
Number of Traders in Each Category Total Traders: 65
. . 0 12 4 . 15 16 6 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,767
Positions
2,765 18,607 6 16,580 5,934 230 17,492 15,128 511 908 1,582 6 6,269 2,763
Changes from: January 5, 2021 Total Change is: -2,488
-261 646 5 -1,354 -94 -79 1,374 -2,976 96 -1,435 104 0 -834 -190
Percent of Open Interest Represented by Each Category of Trader
6.2 41.6 0.0 37.0 13.3 0.5 39.1 33.8 1.1 2.0 3.5 0.0 14.0 6.2
Number of Traders in Each Category Total Traders: 87
. 6 . 18 6 4 31 14 5 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 11,203
Positions
0 128 0 4,555 945 0 4,991 8,275 2 150 205 0 1,505 1,648
Changes from: January 5, 2021 Total Change is: -1,066
0 0 0 -842 -714 0 -244 -960 2 -20 205 0 38 401
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 40.7 8.4 0.0 44.6 73.9 0.0 1.3 1.8 0.0 13.4 14.7
Number of Traders in Each Category Total Traders: 25
0 . 0 5 . 0 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 42,257
Positions
15,823 10,026 618 7,668 1,132 491 7,782 8,787 562 188 14,389 0 9,126 6,253
Changes from: January 5, 2021 Total Change is: 1,536
163 37 53 -250 -77 90 907 263 57 0 329 0 516 784
Percent of Open Interest Represented by Each Category of Trader
37.4 23.7 1.5 18.1 2.7 1.2 18.4 20.8 1.3 0.4 34.1 0.0 21.6 14.8
Number of Traders in Each Category Total Traders: 95
17 14 4 21 4 6 20 12 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 84,513
Positions
31,646 20,052 1,235 15,336 2,264 981 15,564 17,575 1,124 375 28,777 0 18,252 12,506
Changes from: January 5, 2021 Total Change is: 3,072
326 75 105 -500 -153 180 1,814 526 115 0 657 0 1,032 1,568
Percent of Open Interest Represented by Each Category of Trader
37.4 23.7 1.5 18.1 2.7 1.2 18.4 20.8 1.3 0.4 34.1 0.0 21.6 14.8
Number of Traders in Each Category Total Traders: 95
17 14 4 21 4 6 20 12 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 27,903
Positions
871 16,703 412 19,740 4,186 2,308 2,403 3,519 0 400 444 0 1,769 331
Changes from: January 5, 2021 Total Change is: -1,201
-25 -882 0 -785 142 -142 75 -272 0 0 0 0 -324 -47
Percent of Open Interest Represented by Each Category of Trader
3.1 59.9 1.5 70.7 15.0 8.3 8.6 12.6 0.0 1.4 1.6 0.0 6.3 1.2
Number of Traders in Each Category Total Traders: 31
. 9 . 14 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 653,063
Positions
58,681 149,078 23,720 262,809 99,941 59,448 52,113 85,069 97,200 21,809 68,369 3,866 73,417 66,371
Changes from: January 5, 2021 Total Change is: 24,188
2,473 10,809 2,002 -2,086 -7,092 2,886 2,624 -219 14,237 230 -5,618 378 1,443 6,805
Percent of Open Interest Represented by Each Category of Trader
9.0 22.8 3.6 40.2 15.3 9.1 8.0 13.0 14.9 3.3 10.5 0.6 11.2 10.2
Number of Traders in Each Category Total Traders: 568
33 39 38 165 85 120 77 88 91 43 37 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 31,680
Positions
2,635 9,601 200 0 0 0 3,141 1,682 11,515 1 800 0 14,189 7,882
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
8.3 30.3 0.6 0.0 0.0 0.0 9.9 5.3 36.3 0.0 2.5 0.0 44.8 24.9
Number of Traders in Each Category Total Traders: 23
. . . 0 0 0 7 8 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 11,579
Positions
6,170 2,800 0 2,559 6,886 512 464 464 0 0 0 0 1,874 917
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.3 24.2 0.0 22.1 59.5 4.4 4.0 4.0 0.0 0.0 0.0 0.0 16.2 7.9
Number of Traders in Each Category Total Traders: 22
7 5 0 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 17,542
Positions
6,190 14,045 0 6,554 14 409 1,972 1,221 133 0 0 0 2,284 1,720
Changes from: January 5, 2021 Total Change is: 2,280
189 2,294 0 2,411 -236 236 749 -422 0 0 0 0 -1,305 408
Percent of Open Interest Represented by Each Category of Trader
35.3 80.1 0.0 37.4 0.1 2.3 11.2 7.0 0.8 0.0 0.0 0.0 13.0 9.8
Number of Traders in Each Category Total Traders: 30
4 5 0 10 . . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,106,913
Positions
293,405 710,566 104,422 1,314,044 499,706 297,240 257,975 430,046 415,313 109,042 337,844 19,330 296,141 292,445
Changes from: January 5, 2021 Total Change is: 94,405
12,366 34,094 9,832 -10,428 -35,460 14,429 7,655 12,035 60,419 1,150 -30,590 1,891 -2,911 27,755
Percent of Open Interest Represented by Each Category of Trader
9.4 22.9 3.4 42.3 16.1 9.6 8.3 13.8 13.4 3.5 10.9 0.6 9.5 9.4
Number of Traders in Each Category Total Traders: 563
33 39 37 165 85 120 76 86 86 43 36 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,522
Positions
4,208 26,365 0 18,099 173 43 2,930 1,010 0 0 0 0 3,242 931
Changes from: January 5, 2021 Total Change is: 3,020
-810 2,454 0 3,289 0 0 452 367 0 0 0 0 89 199
Percent of Open Interest Represented by Each Category of Trader
14.8 92.4 0.0 63.5 0.6 0.2 10.3 3.5 0.0 0.0 0.0 0.0 11.4 3.3
Number of Traders in Each Category Total Traders: 29
. 8 0 9 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,932
Positions
4,329 21,478 0 14,282 529 351 1,076 0 0 0 0 0 2,894 574
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.9 93.7 0.0 62.3 2.3 1.5 4.7 0.0 0.0 0.0 0.0 0.0 12.6 2.5
Number of Traders in Each Category Total Traders: 20
. 7 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 54,552
Positions
5,717 18,903 163 33,942 27,585 1,604 2,585 3,030 175 470 0 0 9,896 3,092
Changes from: January 5, 2021 Total Change is: 2,379
756 3,303 0 2,309 -1,217 -157 -158 931 6 0 0 0 -377 -487
Percent of Open Interest Represented by Each Category of Trader
10.5 34.7 0.3 62.2 50.6 2.9 4.7 5.6 0.3 0.9 0.0 0.0 18.1 5.7
Number of Traders in Each Category Total Traders: 78
7 10 . 32 15 10 8 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,232
Positions
10,665 6,294 373 15,497 5,058 1,162 9,388 22,749 4,857 1,862 2,742 48 7,381 7,948
Changes from: January 5, 2021 Total Change is: 3,075
2,030 -1,703 20 -345 518 247 210 2,862 746 121 -212 7 40 590
Percent of Open Interest Represented by Each Category of Trader
20.8 12.3 0.7 30.2 9.9 2.3 18.3 44.4 9.5 3.6 5.4 0.1 14.4 15.5
Number of Traders in Each Category Total Traders: 271
25 21 11 58 35 33 37 64 35 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 256,159
Positions
53,323 31,471 1,866 77,485 25,289 5,808 46,938 113,747 24,286 9,311 13,712 238 36,905 39,742
Changes from: January 5, 2021 Total Change is: 15,375
10,148 -8,513 101 -1,726 2,588 1,237 1,048 14,311 3,729 606 -1,061 33 199 2,951
Percent of Open Interest Represented by Each Category of Trader
20.8 12.3 0.7 30.2 9.9 2.3 18.3 44.4 9.5 3.6 5.4 0.1 14.4 15.5
Number of Traders in Each Category Total Traders: 271
25 21 11 58 35 33 37 64 35 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 74,637
Positions
0 1,131 0 243 0 0 37,108 54,706 1,242 230 2,351 1 35,813 15,206
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 1.5 0.0 0.3 0.0 0.0 49.7 73.3 1.7 0.3 3.1 0.0 48.0 20.4
Number of Traders in Each Category Total Traders: 20
0 . 0 . 0 0 7 6 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 561,890
Positions
80,383 120,450 8,150 294,253 157,052 48,478 74,748 130,210 12,576 10,242 64,293 9 33,050 20,672
Changes from: January 5, 2021 Total Change is: 28,984
7,597 7,873 869 21,332 -6,109 -2,970 -129 13,653 4,187 -3,161 6,864 3 1,256 4,612
Percent of Open Interest Represented by Each Category of Trader
14.3 21.4 1.5 52.4 28.0 8.6 13.3 23.2 2.2 1.8 11.4 0.0 5.9 3.7
Number of Traders in Each Category Total Traders: 351
27 20 4 114 46 53 55 59 30 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,346
Positions
5,727 13,656 0 5,683 1,025 0 2,741 0 32 0 0 0 1,163 633
Changes from: January 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.3 89.0 0.0 37.0 6.7 0.0 17.9 0.0 0.2 0.0 0.0 0.0 7.6 4.1
Number of Traders in Each Category Total Traders: 20
. 7 0 6 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,252
Positions
0 6,056 0 9,648 205 31 1,163 4,271 5 0 1,066 0 5,405 4,618
Changes from: January 5, 2021 Total Change is: 938
0 -25 0 80 0 0 0 -262 -3 0 207 0 861 1,021
Percent of Open Interest Represented by Each Category of Trader
0.0 37.3 0.0 59.4 1.3 0.2 7.2 26.3 0.0 0.0 6.6 0.0 33.3 28.4
Number of Traders in Each Category Total Traders: 20
0 . 0 9 . . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 47,759
Positions
8,062 6,106 865 14,049 1,626 665 15,744 6,426 87 1,335 845 0 6,952 31,139
Changes from: January 5, 2021 Total Change is: 2,010
143 740 33 234 -109 -211 1,887 1,851 17 237 33 0 -330 -344
Percent of Open Interest Represented by Each Category of Trader
16.9 12.8 1.8 29.4 3.4 1.4 33.0 13.5 0.2 2.8 1.8 0.0 14.6 65.2
Number of Traders in Each Category Total Traders: 60
7 8 . 12 4 . 15 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 413,187
Positions
35,023 257,182 7,370 286,585 90,899 43,561 22,899 6,681 739 8,026 1,805 0 8,984 4,950
Changes from: January 5, 2021 Total Change is: -12,030
2,959 -9,294 -350 673 -622 199 -8,842 771 44 -4,033 -470 -2,500 -180 192
Percent of Open Interest Represented by Each Category of Trader
8.5 62.2 1.8 69.4 22.0 10.5 5.5 1.6 0.2 1.9 0.4 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 184
15 14 10 71 44 42 22 9 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,252,879
Positions
95,725 679,643 4,373 844,934 273,232 111,415 104,036 75,301 4,121 48,736 90,585 2,429 37,110 11,780
Changes from: January 5, 2021 Total Change is: 28,301
1,554 26,390 -1,092 21,776 -6,520 326 7,867 -6,782 -1,391 3,293 13,739 -74 -3,958 3,705
Percent of Open Interest Represented by Each Category of Trader
7.6 54.2 0.3 67.4 21.8 8.9 8.3 6.0 0.3 3.9 7.2 0.2 3.0 0.9
Number of Traders in Each Category Total Traders: 439
35 13 8 183 62 78 68 32 19 32 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 169,385
Positions
17,423 125,066 25,772 22,605 4,500 3,146 88,669 300 9,451 1,083 55 0 1,236 1,095
Changes from: January 5, 2021 Total Change is: 15,216
639 10,279 2,436 -25 1,600 0 11,504 5 100 -336 0 0 898 796
Percent of Open Interest Represented by Each Category of Trader
10.3 73.8 15.2 13.3 2.7 1.9 52.3 0.2 5.6 0.6 0.0 0.0 0.7 0.6
Number of Traders in Each Category Total Traders: 85
10 19 14 13 . . 32 . 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,331,360
Positions
11,010 124,182 34,527 669,114 179,604 212,613 48,987 438,588 96,842 69,484 27,825 22,765 166,018 194,414
Changes from: January 5, 2021 Total Change is: 65,891
2,587 -11,242 12,438 352 -4,011 26,053 -6,854 -7,770 15,410 -177 60 16,523 -442 18,431
Percent of Open Interest Represented by Each Category of Trader
0.8 9.3 2.6 50.3 13.5 16.0 3.7 32.9 7.3 5.2 2.1 1.7 12.5 14.6
Number of Traders in Each Category Total Traders: 183
8 19 21 53 32 46 12 39 35 11 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,060,420
Positions
24,942 101,141 0 554,749 212,987 201,539 74,882 374,136 8,320 60,364 19,341 0 135,624 142,957
Changes from: January 5, 2021 Total Change is: 21,343
-284 5,276 0 9,983 6,294 -329 4,134 5,650 1,246 -83 4,594 0 6,675 -1,389
Percent of Open Interest Represented by Each Category of Trader
2.4 9.5 0.0 52.3 20.1 19.0 7.1 35.3 0.8 5.7 1.8 0.0 12.8 13.5
Number of Traders in Each Category Total Traders: 139
. 10 0 56 28 53 5 27 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,977,161
Positions
41,289 134,004 14,571 880,709 521,786 268,540 388,037 849,754 38,840 173,685 48,758 2,438 169,051 98,468
Changes from: January 5, 2021 Total Change is: 46,694
9,392 -6,896 3,333 3,830 12,637 4,470 15,289 -2,778 15,741 -6,096 16,722 1,484 -749 1,981
Percent of Open Interest Represented by Each Category of Trader
2.1 6.8 0.7 44.5 26.4 13.6 19.6 43.0 2.0 8.8 2.5 0.1 8.6 5.0
Number of Traders in Each Category Total Traders: 278
8 27 8 92 31 67 54 36 27 20 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,425,411
Positions
225,675 223,110 181,786 1,232,440 1,203,702 807,120 500,298 515,089 657,130 273,320 164,939 161,149 386,494 511,386
Changes from: January 5, 2021 Total Change is: 637,403
10,199 -12,424 60,991 -53,389 95,344 129,434 144,681 -54,849 219,403 19,700 18,797 116,021 -9,637 64,687
Percent of Open Interest Represented by Each Category of Trader
5.1 5.0 4.1 27.8 27.2 18.2 11.3 11.6 14.8 6.2 3.7 3.6 8.7 11.6
Number of Traders in Each Category Total Traders: 407
26 39 46 92 75 97 65 64 86 29 17 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,062,696
Positions
83,221 31,622 4,176 408,625 392,435 120,732 273,194 248,793 8,450 48,955 48,804 0 115,343 207,684
Changes from: January 5, 2021 Total Change is: 58,906
7,551 9,005 -2,645 18,892 29,698 4,859 30,140 8,867 -3,430 -239 14,449 0 3,778 -1,897
Percent of Open Interest Represented by Each Category of Trader
7.8 3.0 0.4 38.5 36.9 11.4 25.7 23.4 0.8 4.6 4.6 0.0 10.9 19.5
Number of Traders in Each Category Total Traders: 131
6 7 4 25 53 44 20 9 9 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,435,792
Positions
68,972 227,726 35,157 1,405,271 634,727 572,523 447,665 1,270,535 224,696 366,180 131,973 22,575 292,753 315,881
Changes from: January 5, 2021 Total Change is: 111,710
9,294 -7,920 7,106 -27,043 14,913 45,466 9,606 -34,392 49,253 18,229 6,409 12,576 -12,777 18,299
Percent of Open Interest Represented by Each Category of Trader
2.0 6.6 1.0 40.9 18.5 16.7 13.0 37.0 6.5 10.7 3.8 0.7 8.5 9.2
Number of Traders in Each Category Total Traders: 302
12 19 13 93 51 74 42 56 44 15 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,034,355
Positions
335,363 315,086 207,334 30,544 6,797 13,432 211,082 254,014 208,181 7,413 0 0 21,006 29,511
Changes from: January 5, 2021 Total Change is: 35,027
21,191 -6,180 17,801 5,119 1,349 -166 -25,415 6,967 15,735 960 0 -1,661 1,463 1,182
Percent of Open Interest Represented by Each Category of Trader
32.4 30.5 20.0 3.0 0.7 1.3 20.4 24.6 20.1 0.7 0.0 0.0 2.0 2.9
Number of Traders in Each Category Total Traders: 97
27 14 35 . 4 . 23 19 36 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,703,547
Positions
2,381,467 2,182,837 3,045,547 329,691 620,075 1,020,437 1,025,369 627,131 8,883,074 9,800 148,707 385,323 622,839 790,415
Changes from: January 5, 2021 Total Change is: 1,425,822
75,285 73,842 123,451 -127,027 60,038 243,438 371,974 53,464 587,743 -10,486 45,161 181,270 -19,826 57,416
Percent of Open Interest Represented by Each Category of Trader
13.5 12.3 17.2 1.9 3.5 5.8 5.8 3.5 50.2 0.1 0.8 2.2 3.5 4.5
Number of Traders in Each Category Total Traders: 253
31 44 68 17 18 25 50 55 87 8 26 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 481,365
Positions
16,641 226,569 82,710 2,267 15,008 9,104 241,112 19,331 126,123 915 0 2,260 233 260
Changes from: January 5, 2021 Total Change is: 9,078
1,967 16,833 -2,796 -162 -4,608 3,738 6,363 -4,158 2,012 -135 0 -1,850 -59 -93
Percent of Open Interest Represented by Each Category of Trader
3.5 47.1 17.2 0.5 3.1 1.9 50.1 4.0 26.2 0.2 0.0 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 92
12 22 21 . . . 25 17 30 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 176,147
Positions
20,549 104,333 24,512 4,472 5,554 1,313 74,739 9,586 29,228 20,137 356 1,144 53 121
Changes from: January 5, 2021 Total Change is: 15,262
-12,446 5,425 4,419 411 5,410 -883 18,421 391 876 4,506 -300 45 -87 -121
Percent of Open Interest Represented by Each Category of Trader
11.7 59.2 13.9 2.5 3.2 0.7 42.4 5.4 16.6 11.4 0.2 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 75
8 16 10 . . . 26 15 24 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 119,965
Positions
0 24,109 0 3,404 2,087 0 4,428 56,656 36,486 75,643 544 0 4 83
Changes from: January 5, 2021 Total Change is: 9,600
0 5,272 0 0 344 0 1,192 -6,861 11,409 -2,990 -500 0 -11 -64
Percent of Open Interest Represented by Each Category of Trader
0.0 20.1 0.0 2.8 1.7 0.0 3.7 47.2 30.4 63.1 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 6 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,024
Positions
324 754 0 733 0 5 3,988 9,532 1,131 2,522 352 492 3,829 758
Changes from: January 5, 2021 Total Change is: 769
-112 91 0 -60 -32 2 479 463 180 -148 104 89 338 -129
Percent of Open Interest Represented by Each Category of Trader
2.5 5.8 0.0 5.6 0.0 0.0 30.6 73.2 8.7 19.4 2.7 3.8 29.4 5.8
Number of Traders in Each Category Total Traders: 94
. . 0 . 0 . 34 19 13 27 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 34,920
Positions
8,630 1,498 1 6,385 10,002 1,175 10,377 14,024 1,708 1,978 2,774 52 4,614 3,686
Changes from: January 5, 2021 Total Change is: -2,742
-477 500 1 1,112 -580 74 -4,390 -878 -991 1,170 -972 -12 771 116
Percent of Open Interest Represented by Each Category of Trader
24.7 4.3 0.0 18.3 28.6 3.4 29.7 40.2 4.9 5.7 7.9 0.1 13.2 10.6
Number of Traders in Each Category Total Traders: 106
. . . 5 11 . 25 28 9 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 325,153
Positions
40,257 17,263 10,400 137,751 64,915 22,857 33,631 133,000 40,404 14,613 2,864 7,514 17,726 25,936
Changes from: January 5, 2021 Total Change is: 28,327
936 -2,637 1,480 2,542 8,056 6,302 4,295 2,677 9,821 1,910 -376 1,039 2 1,965
Percent of Open Interest Represented by Each Category of Trader
12.4 5.3 3.2 42.4 20.0 7.0 10.3 40.9 12.4 4.5 0.9 2.3 5.5 8.0
Number of Traders in Each Category Total Traders: 170
12 10 17 13 27 17 26 50 44 12 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 31,813
Positions
3,334 3,549 60 23,503 2,037 284 1,965 25,825 0 2,375 0 0 292 58
Changes from: January 5, 2021 Total Change is: 7,198
-108 5 -5 6,307 -1,926 261 648 8,868 0 118 0 0 -23 -5
Percent of Open Interest Represented by Each Category of Trader
10.5 11.2 0.2 73.9 6.4 0.9 6.2 81.2 0.0 7.5 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 5 6 0 15 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 15, 2021