Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 179,267
Positions
3,252 83,379 2,579 58,889 24,318 5,817 33,909 33,357 11,352 17,540 75 911 45,019 17,480
Changes from: January 19, 2021 Total Change is: 15,347
-402 10,670 585 458 -2,042 -383 10,151 7,288 -438 504 -36 267 4,606 -562
Percent of Open Interest Represented by Each Category of Trader
1.8 46.5 1.4 32.8 13.6 3.2 18.9 18.6 6.3 9.8 0.0 0.5 25.1 9.8
Number of Traders in Each Category Total Traders: 112
4 10 5 24 10 10 24 25 16 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 50,072
Positions
1,712 22,672 672 7,058 6,420 381 16,786 6,326 687 0 642 0 22,776 12,272
Changes from: January 19, 2021 Total Change is: 39
369 39 61 -1,643 944 -153 679 -1,149 203 0 1 0 523 92
Percent of Open Interest Represented by Each Category of Trader
3.4 45.3 1.3 14.1 12.8 0.8 33.5 12.6 1.4 0.0 1.3 0.0 45.5 24.5
Number of Traders in Each Category Total Traders: 44
. 7 . 9 6 . 11 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 174,467
Positions
14,851 31,219 3,835 56,581 50,792 7,225 34,480 30,049 16,319 2,359 7,142 408 38,408 27,478
Changes from: January 19, 2021 Total Change is: 10,246
666 -1,709 151 33 890 105 2,969 5,341 2,401 54 263 -233 4,100 3,037
Percent of Open Interest Represented by Each Category of Trader
8.5 17.9 2.2 32.4 29.1 4.1 19.8 17.2 9.4 1.4 4.1 0.2 22.0 15.7
Number of Traders in Each Category Total Traders: 107
6 8 9 18 19 15 25 24 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 202,066
Positions
4,421 141,359 1,050 105,688 7,564 7,462 27,528 19,625 6,669 14,597 568 0 34,652 17,770
Changes from: January 19, 2021 Total Change is: 939
-2 -1,794 -273 -727 -103 564 70 3,225 -1,359 319 1 0 2,347 678
Percent of Open Interest Represented by Each Category of Trader
2.2 70.0 0.5 52.3 3.7 3.7 13.6 9.7 3.3 7.2 0.3 0.0 17.1 8.8
Number of Traders in Each Category Total Traders: 113
. 11 7 34 12 15 27 17 15 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 726,169
Positions
34,413 495,502 16,631 394,312 55,793 27,939 73,432 49,419 30,429 44,281 3,529 4,292 100,440 42,634
Changes from: January 19, 2021 Total Change is: 3,737
2,259 2,762 684 2,337 -377 1,122 -3,164 -2,658 1,239 1,905 -354 324 -2,969 996
Percent of Open Interest Represented by Each Category of Trader
4.7 68.2 2.3 54.3 7.7 3.8 10.1 6.8 4.2 6.1 0.5 0.6 13.8 5.9
Number of Traders in Each Category Total Traders: 306
14 12 17 114 29 53 51 34 31 39 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 24,433
Positions
0 9,215 0 10,346 2,962 2,454 466 4,437 0 800 0 0 10,367 5,365
Changes from: January 19, 2021 Total Change is: -1,967
0 1 0 -2,647 -42 113 466 -1,948 0 0 0 0 101 -91
Percent of Open Interest Represented by Each Category of Trader
0.0 37.7 0.0 42.3 12.1 10.0 1.9 18.2 0.0 3.3 0.0 0.0 42.4 22.0
Number of Traders in Each Category Total Traders: 21
0 . 0 12 . 7 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 156,524
Positions
5,058 48,968 3,440 52,341 50,941 4,926 44,687 21,545 7,879 1,803 0 1 36,390 18,824
Changes from: January 19, 2021 Total Change is: 237
2,418 -3,247 -582 -2,435 1,564 1,342 -1,202 -87 -11 111 0 -23 618 1,281
Percent of Open Interest Represented by Each Category of Trader
3.2 31.3 2.2 33.4 32.5 3.1 28.5 13.8 5.0 1.2 0.0 0.0 23.2 12.0
Number of Traders in Each Category Total Traders: 89
. 10 6 22 9 10 25 17 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 25,115
Positions
0 9,526 35 16,818 2,637 0 4,746 10,370 27 1,617 766 0 1,872 1,753
Changes from: January 19, 2021 Total Change is: 1,358
0 -73 0 1,898 113 0 -333 1,399 7 -216 -410 0 2 322
Percent of Open Interest Represented by Each Category of Trader
0.0 37.9 0.1 67.0 10.5 0.0 18.9 41.3 0.1 6.4 3.0 0.0 7.5 7.0
Number of Traders in Each Category Total Traders: 40
0 5 . 8 . 0 8 9 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 151,394
Positions
1,372 92,271 507 71,705 2,519 171 64,232 27,976 1,792 3,993 23,255 0 7,622 2,902
Changes from: January 19, 2021 Total Change is: 4,929
1,107 8,598 -168 6,143 -141 -1,444 -621 -1,571 30 147 -407 0 -265 32
Percent of Open Interest Represented by Each Category of Trader
0.9 60.9 0.3 47.4 1.7 0.1 42.4 18.5 1.2 2.6 15.4 0.0 5.0 1.9
Number of Traders in Each Category Total Traders: 155
. 12 . 23 . 5 61 23 14 15 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 39,038
Positions
0 2,129 8,890 9,564 15,548 14 12,504 5,336 755 3,368 4,019 113 3,830 2,234
Changes from: January 19, 2021 Total Change is: 11,857
-136 206 8,890 178 3,489 0 1,317 -842 216 1,040 -403 113 239 188
Percent of Open Interest Represented by Each Category of Trader
0.0 5.5 22.8 24.5 39.8 0.0 32.0 13.7 1.9 8.6 10.3 0.3 9.8 5.7
Number of Traders in Each Category Total Traders: 65
0 . . 12 4 . 18 12 6 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 46,826
Positions
3,735 18,480 17 13,087 7,131 4 22,094 15,980 397 831 1,520 6 6,655 3,292
Changes from: January 19, 2021 Total Change is: 564
595 153 11 -1,081 618 -756 1,732 434 -156 297 -36 0 -78 296
Percent of Open Interest Represented by Each Category of Trader
8.0 39.5 0.0 27.9 15.2 0.0 47.2 34.1 0.8 1.8 3.2 0.0 14.2 7.0
Number of Traders in Each Category Total Traders: 92
5 5 . 15 6 . 37 14 7 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 11,229
Positions
0 128 0 3,020 1,874 0 6,692 7,318 0 150 360 0 1,367 1,549
Changes from: January 19, 2021 Total Change is: 703
0 0 0 84 773 0 708 -170 0 0 -20 0 -89 120
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 26.9 16.7 0.0 59.6 65.2 0.0 1.3 3.2 0.0 12.2 13.8
Number of Traders in Each Category Total Traders: 28
0 . 0 5 . 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 44,910
Positions
18,516 11,174 260 8,196 1,597 824 7,383 9,381 1,460 111 14,343 0 8,161 5,873
Changes from: January 19, 2021 Total Change is: 1,437
1,295 112 -274 -145 -91 236 614 818 -11 111 342 0 -391 305
Percent of Open Interest Represented by Each Category of Trader
41.2 24.9 0.6 18.2 3.6 1.8 16.4 20.9 3.3 0.2 31.9 0.0 18.2 13.1
Number of Traders in Each Category Total Traders: 103
21 14 . 20 5 8 21 16 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 89,819
Positions
37,032 22,347 519 16,391 3,193 1,648 14,766 18,762 2,919 222 28,685 0 16,322 11,746
Changes from: January 19, 2021 Total Change is: 2,873
2,590 223 -547 -289 -181 471 1,229 1,635 -21 222 684 0 -781 609
Percent of Open Interest Represented by Each Category of Trader
41.2 24.9 0.6 18.2 3.6 1.8 16.4 20.9 3.3 0.2 31.9 0.0 18.2 13.1
Number of Traders in Each Category Total Traders: 103
21 14 . 20 5 8 21 16 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 25,263
Positions
810 16,288 270 16,237 2,300 2,464 2,435 3,098 0 400 444 0 2,647 399
Changes from: January 19, 2021 Total Change is: -1,528
323 470 -142 -2,478 -1,846 156 352 -143 0 0 0 0 261 -23
Percent of Open Interest Represented by Each Category of Trader
3.2 64.5 1.1 64.3 9.1 9.8 9.6 12.3 0.0 1.6 1.8 0.0 10.5 1.6
Number of Traders in Each Category Total Traders: 27
. 6 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 658,831
Positions
75,605 157,730 24,352 264,201 95,441 58,064 53,671 93,438 92,422 20,884 72,483 2,705 66,928 62,196
Changes from: January 19, 2021 Total Change is: 17,397
16,148 3,517 2,700 -5,238 -4,868 -249 1,246 6,752 10,540 -1,176 2,354 -1,450 -5,123 -1,899
Percent of Open Interest Represented by Each Category of Trader
11.5 23.9 3.7 40.1 14.5 8.8 8.1 14.2 14.0 3.2 11.0 0.4 10.2 9.4
Number of Traders in Each Category Total Traders: 576
33 35 36 170 77 123 73 102 101 48 37 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 30,662
Positions
10,442 11,151 189 0 0 0 4,264 1,026 9,697 100 0 16 5,955 8,583
Changes from: January 19, 2021 Total Change is: 2,140
9,136 500 66 0 0 0 -352 -366 780 -1 0 16 -7,505 1,145
Percent of Open Interest Represented by Each Category of Trader
34.1 36.4 0.6 0.0 0.0 0.0 13.9 3.3 31.6 0.3 0.0 0.1 19.4 28.0
Number of Traders in Each Category Total Traders: 23
4 . 4 0 0 0 6 9 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 11,186
Positions
6,056 3,371 0 2,322 5,689 505 483 773 0 0 0 0 1,820 848
Changes from: January 19, 2021 Total Change is: -1,476
-1,177 0 0 -237 -1,444 0 -239 35 -35 0 0 0 212 -32
Percent of Open Interest Represented by Each Category of Trader
54.1 30.1 0.0 20.8 50.9 4.5 4.3 6.9 0.0 0.0 0.0 0.0 16.3 7.6
Number of Traders in Each Category Total Traders: 21
5 6 0 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 19,284
Positions
7,242 16,351 0 6,988 117 306 2,465 1,271 21 0 0 0 2,262 1,218
Changes from: January 19, 2021 Total Change is: 222
1,391 884 0 -1,063 78 -303 191 -479 -1 0 0 0 7 43
Percent of Open Interest Represented by Each Category of Trader
37.6 84.8 0.0 36.2 0.6 1.6 12.8 6.6 0.1 0.0 0.0 0.0 11.7 6.3
Number of Traders in Each Category Total Traders: 33
. 7 0 11 . . 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 3,140,845
Positions
337,951 745,031 108,682 1,321,005 477,207 290,321 265,018 480,039 395,643 104,416 362,911 12,946 304,864 268,066
Changes from: January 19, 2021 Total Change is: 76,285
40,700 20,724 7,532 -26,192 -24,338 -1,247 8,103 35,707 48,687 -5,877 11,769 -7,330 11,909 -15,219
Percent of Open Interest Represented by Each Category of Trader
10.8 23.7 3.5 42.1 15.2 9.2 8.4 15.3 12.6 3.3 11.6 0.4 9.7 8.5
Number of Traders in Each Category Total Traders: 573
33 35 35 170 77 123 75 97 97 48 37 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 41,344
Positions
3,807 38,687 0 30,767 173 43 3,150 1,068 0 0 0 0 3,577 1,373
Changes from: January 19, 2021 Total Change is: -3,729
-128 -2,357 0 -3,604 0 0 -170 -2,044 0 0 0 0 173 672
Percent of Open Interest Represented by Each Category of Trader
9.2 93.6 0.0 74.4 0.4 0.1 7.6 2.6 0.0 0.0 0.0 0.0 8.7 3.3
Number of Traders in Each Category Total Traders: 33
. 9 0 11 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 53,285
Positions
6,606 18,547 161 31,428 26,699 1,565 3,390 3,373 164 370 0 0 9,601 2,776
Changes from: January 19, 2021 Total Change is: -702
752 -744 0 -1,748 -274 -10 251 871 4 -344 0 0 393 -549
Percent of Open Interest Represented by Each Category of Trader
12.4 34.8 0.3 59.0 50.1 2.9 6.4 6.3 0.3 0.7 0.0 0.0 18.0 5.2
Number of Traders in Each Category Total Traders: 78
7 9 . 31 14 9 11 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 53,432
Positions
9,191 7,841 266 15,423 4,659 1,594 10,591 20,464 6,594 1,978 2,762 200 7,596 9,052
Changes from: January 19, 2021 Total Change is: 1,975
-1,105 744 -95 -525 -151 272 408 -1,380 2,192 204 -157 129 493 420
Percent of Open Interest Represented by Each Category of Trader
17.2 14.7 0.5 28.9 8.7 3.0 19.8 38.3 12.3 3.7 5.2 0.4 14.2 16.9
Number of Traders in Each Category Total Traders: 279
23 26 9 60 33 34 36 63 38 15 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 267,162
Positions
45,955 39,207 1,330 77,114 23,295 7,972 52,953 102,319 32,968 9,891 13,811 1,000 37,979 45,260
Changes from: January 19, 2021 Total Change is: 9,875
-5,524 3,719 -474 -2,627 -753 1,362 2,041 -6,902 10,960 1,022 -784 647 2,467 2,100
Percent of Open Interest Represented by Each Category of Trader
17.2 14.7 0.5 28.9 8.7 3.0 19.8 38.3 12.3 3.7 5.2 0.4 14.2 16.9
Number of Traders in Each Category Total Traders: 279
23 26 9 60 33 34 36 63 38 15 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 85,761
Positions
320 1,896 0 355 0 0 53,546 55,595 1,353 497 973 0 29,690 25,944
Changes from: January 19, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.4 2.2 0.0 0.4 0.0 0.0 62.4 64.8 1.6 0.6 1.1 0.0 34.6 30.3
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 7 6 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 568,210
Positions
114,517 112,501 8,143 259,010 151,756 47,731 77,534 140,329 14,569 14,856 71,015 211 31,640 21,956
Changes from: January 19, 2021 Total Change is: 4,071
11,689 -6,990 72 -11,561 344 -722 -390 2,975 2,709 3,348 4,643 48 -1,122 991
Percent of Open Interest Represented by Each Category of Trader
20.2 19.8 1.4 45.6 26.7 8.4 13.6 24.7 2.6 2.6 12.5 0.0 5.6 3.9
Number of Traders in Each Category Total Traders: 357
28 21 4 109 44 51 64 58 28 15 18 4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 :
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EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,761
Positions
5,727 13,362 0 6,064 1,346 0 2,710 427 72 0 0 0 1,188 554
Changes from: January 19, 2021 Total Change is: 358
0 -294 0 352 332 0 10 221 36 0 0 0 -40 63
Percent of Open Interest Represented by Each Category of Trader
36.3 84.8 0.0 38.5 8.5 0.0 17.2 2.7 0.5 0.0 0.0 0.0 7.5 3.5
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 47,604
Positions
11,230 7,047 882 13,313 1,130 734 12,975 7,653 0 1,016 232 0 7,454 29,926
Changes from: January 19, 2021 Total Change is: -842
3,081 723 -10 -489 -746 -7 -3,622 -927 -38 -82 -113 0 325 276
Percent of Open Interest Represented by Each Category of Trader
23.6 14.8 1.9 28.0 2.4 1.5 27.3 16.1 0.0 2.1 0.5 0.0 15.7 62.9
Number of Traders in Each Category Total Traders: 54
7 9 . 13 4 . 8 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 420,045
Positions
36,027 246,878 9,417 285,994 83,497 46,273 18,021 26,217 729 14,177 1,805 0 9,407 5,229
Changes from: January 19, 2021 Total Change is: 9,299
-2,232 -599 3,355 4,563 -3,587 64 -2,118 11,740 -478 6,555 0 0 -410 -1,196
Percent of Open Interest Represented by Each Category of Trader
8.6 58.8 2.2 68.1 19.9 11.0 4.3 6.2 0.2 3.4 0.4 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 183
14 15 8 73 41 40 17 14 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,262,832
Positions
97,348 687,331 4,282 836,237 310,271 108,915 118,123 62,954 3,393 55,054 74,535 2,524 36,956 8,627
Changes from: January 19, 2021 Total Change is: 13,147
904 -10,041 -254 2,184 19,979 1,654 6,405 4,582 -1,529 7,122 -188 -151 -3,188 -905
Percent of Open Interest Represented by Each Category of Trader
7.7 54.4 0.3 66.2 24.6 8.6 9.4 5.0 0.3 4.4 5.9 0.2 2.9 0.7
Number of Traders in Each Category Total Traders: 436
36 13 8 187 61 79 69 25 19 33 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 171,132
Positions
17,161 123,340 30,140 22,118 4,737 3,146 87,919 305 9,350 1,038 75 0 260 39
Changes from: January 19, 2021 Total Change is: -796
45 -1,928 824 130 237 0 -1,807 0 50 -25 20 0 -13 1
Percent of Open Interest Represented by Each Category of Trader
10.0 72.1 17.6 12.9 2.8 1.8 51.4 0.2 5.5 0.6 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 84
11 18 14 14 . . 30 . 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 1,273,306
Positions
11,916 119,054 16,533 650,920 182,867 219,542 57,052 438,627 67,703 72,615 32,903 13,330 163,695 182,748
Changes from: January 19, 2021 Total Change is: -40,159
1,676 -8 -18,384 -5,504 5,610 1,421 11,304 1,790 -20,422 4,686 457 -6,533 -8,403 -4,091
Percent of Open Interest Represented by Each Category of Trader
0.9 9.3 1.3 51.1 14.4 17.2 4.5 34.4 5.3 5.7 2.6 1.0 12.9 14.4
Number of Traders in Each Category Total Traders: 186
8 15 15 55 30 48 16 40 35 14 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 1,082,836
Positions
29,697 116,231 442 552,625 218,319 205,277 87,978 381,712 5,993 65,230 12,687 0 135,594 142,175
Changes from: January 19, 2021 Total Change is: 7,925
3,121 4,979 442 -2,792 6,119 4,759 -965 -4 -475 4,775 -5,460 0 -940 -2,435
Percent of Open Interest Represented by Each Category of Trader
2.7 10.7 0.0 51.0 20.2 19.0 8.1 35.3 0.6 6.0 1.2 0.0 12.5 13.1
Number of Traders in Each Category Total Traders: 141
. 11 . 59 31 57 5 24 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 2,127,775
Positions
58,924 208,139 14,941 932,318 459,085 279,156 465,897 991,917 27,036 178,534 45,605 1,390 169,579 100,507
Changes from: January 19, 2021 Total Change is: 153,865
-2,013 63,551 -1,161 74,159 -7,011 4,395 70,151 86,495 4,096 7,995 3,100 234 -3,991 166
Percent of Open Interest Represented by Each Category of Trader
2.8 9.8 0.7 43.8 21.6 13.1 21.9 46.6 1.3 8.4 2.1 0.1 8.0 4.7
Number of Traders in Each Category Total Traders: 290
10 33 9 96 28 69 53 38 22 25 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 4,037,612
Positions
194,310 232,525 165,598 1,327,364 1,304,434 739,209 491,226 450,797 397,301 271,196 161,430 83,590 367,818 502,728
Changes from: January 19, 2021 Total Change is: -208,003
3,449 -18,673 -18,532 105,675 111,091 -69,033 -18,743 2,429 -182,533 9,161 -2,811 -39,225 1,777 9,284
Percent of Open Interest Represented by Each Category of Trader
4.8 5.8 4.1 32.9 32.3 18.3 12.2 11.2 9.8 6.7 4.0 2.1 9.1 12.5
Number of Traders in Each Category Total Traders: 399
25 41 43 94 81 102 53 67 77 18 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 1,099,499
Positions
67,487 28,500 7,823 455,185 400,331 142,309 256,115 249,285 11,821 48,425 41,369 0 110,334 218,061
Changes from: January 19, 2021 Total Change is: 43,065
-476 4,726 1,478 22,786 -2,261 24,366 180 13,614 3,565 -100 -583 0 -8,734 -1,840
Percent of Open Interest Represented by Each Category of Trader
6.1 2.6 0.7 41.4 36.4 12.9 23.3 22.7 1.1 4.4 3.8 0.0 10.0 19.8
Number of Traders in Each Category Total Traders: 128
5 7 4 26 52 43 19 8 9 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 3,513,436
Positions
57,002 233,212 38,075 1,477,089 805,143 595,262 483,364 1,178,881 195,914 332,824 134,957 20,098 313,808 311,893
Changes from: January 19, 2021 Total Change is: 116,578
4,744 -10,485 6,726 77,037 94,675 12,639 49,310 35,592 -16,728 -37,901 4,675 1,498 19,252 -12,015
Percent of Open Interest Represented by Each Category of Trader
1.6 6.6 1.1 42.0 22.9 16.9 13.8 33.6 5.6 9.5 3.8 0.6 8.9 8.9
Number of Traders in Each Category Total Traders: 304
12 22 12 90 56 75 43 54 45 12 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 1,105,010
Positions
369,937 289,278 231,008 34,396 7,199 8,150 179,902 286,665 256,159 7,416 1,000 1,371 16,671 24,180
Changes from: January 19, 2021 Total Change is: 43,522
23,743 -29,911 15,247 2,664 400 -4,080 -28,163 29,043 33,830 583 1,000 -224 -78 -1,783
Percent of Open Interest Represented by Each Category of Trader
33.5 26.2 20.9 3.1 0.7 0.7 16.3 25.9 23.2 0.7 0.1 0.1 1.5 2.2
Number of Traders in Each Category Total Traders: 101
25 16 37 . 4 . 24 21 39 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 is18,590,577
Positions
2,931,806 2,469,589 2,781,731 337,356 581,809 1,100,706 926,666 831,715 9,486,277 10,887 166,323 412,639 602,509 759,789
Changes from: January 19, 2021 Total Change is: 850,499
291,075 154,002 -79,952 11,116 20,044 51,579 5,535 132,630 521,272 -1,844 15,998 41,485 10,232 -6,559
Percent of Open Interest Represented by Each Category of Trader
15.8 13.3 15.0 1.8 3.1 5.9 5.0 4.5 51.0 0.1 0.9 2.2 3.2 4.1
Number of Traders in Each Category Total Traders: 272
34 44 71 18 18 26 46 66 98 11 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 477,647
Positions
27,103 212,054 86,273 2,145 16,024 8,248 224,121 25,765 124,592 910 294 4,110 145 287
Changes from: January 19, 2021 Total Change is: -2,929
13,030 -5,761 3,284 -50 303 54 -15,691 2,670 -3,152 217 186 -542 -80 28
Percent of Open Interest Represented by Each Category of Trader
5.7 44.4 18.1 0.4 3.4 1.7 46.9 5.4 26.1 0.2 0.1 0.9 0.0 0.1
Number of Traders in Each Category Total Traders: 93
11 21 21 . . . 22 23 34 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 235,513
Positions
32,727 113,751 34,147 4,480 7,167 2,230 97,362 27,696 48,069 15,101 1,017 1,328 69 108
Changes from: January 19, 2021 Total Change is: 42,049
13,173 7,316 6,803 -6 -238 1,217 11,566 12,107 14,143 -5,036 540 171 18 -10
Percent of Open Interest Represented by Each Category of Trader
13.9 48.3 14.5 1.9 3.0 0.9 41.3 11.8 20.4 6.4 0.4 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 80
10 16 13 . . . 20 24 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 131,584
Positions
0 27,042 0 3,404 2,202 0 4,255 53,256 48,463 75,461 543 0 1 78
Changes from: January 19, 2021 Total Change is: 4,666
0 2,721 0 0 115 0 174 -2,644 4,474 17 -1 0 1 1
Percent of Open Interest Represented by Each Category of Trader
0.0 20.6 0.0 2.6 1.7 0.0 3.2 40.5 36.8 57.3 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 29
0 6 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,742
Positions
428 605 42 308 225 13 3,501 7,943 1,355 2,420 348 367 3,309 844
Changes from: January 19, 2021 Total Change is: -1,313
15 -104 42 -331 102 3 -373 -1,192 113 -459 -313 51 -373 -14
Percent of Open Interest Represented by Each Category of Trader
3.6 5.2 0.4 2.6 1.9 0.1 29.8 67.6 11.5 20.6 3.0 3.1 28.2 7.2
Number of Traders in Each Category Total Traders: 93
. . . . . . 38 13 13 24 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 37,215
Positions
10,405 1,498 1 6,569 10,050 1,197 10,039 16,550 1,713 1,673 2,672 44 5,573 3,490
Changes from: January 19, 2021 Total Change is: 1,076
876 -75 -1 74 21 -5 -281 603 659 24 0 5 -274 -130
Percent of Open Interest Represented by Each Category of Trader
28.0 4.0 0.0 17.7 27.0 3.2 27.0 44.5 4.6 4.5 7.2 0.1 15.0 9.4
Number of Traders in Each Category Total Traders: 102
4 . . 7 10 . 17 31 5 17 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 342,508
Positions
47,093 22,929 8,328 152,727 72,348 19,476 35,067 144,238 42,624 12,711 2,695 4,742 19,740 25,128
Changes from: January 19, 2021 Total Change is: -6,626
5,885 -1,771 -1,559 4,417 6,409 -3,360 361 8,425 -4,060 -1,018 -391 -6,823 -469 -3,496
Percent of Open Interest Represented by Each Category of Trader
13.7 6.7 2.4 44.6 21.1 5.7 10.2 42.1 12.4 3.7 0.8 1.4 5.8 7.3
Number of Traders in Each Category Total Traders: 179
10 16 16 13 34 19 28 54 38 10 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 26, 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 40,230
Positions
3,877 3,539 70 24,017 1,883 365 2,050 34,309 0 9,512 0 0 339 64
Changes from: January 19, 2021 Total Change is: 1,029
543 -10 10 -6,732 -156 0 -17 1,194 0 7,167 0 0 58 -9
Percent of Open Interest Represented by Each Category of Trader
9.6 8.8 0.2 59.7 4.7 0.9 5.1 85.3 0.0 23.6 0.0 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 43
. . . 10 . . 5 7 0 14 0 0
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Updated January 29, 2021