Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 168,770
Positions
3,159 80,276 2,756 55,165 24,978 6,315 29,433 23,572 12,429 16,713 8 892 41,908 17,545
Changes from: January 26, 2021 Total Change is: -10,497
-93 -3,103 178 -3,723 659 498 -4,476 -9,786 1,077 -827 -67 -19 -3,111 65
Percent of Open Interest Represented by Each Category of Trader
1.9 47.6 1.6 32.7 14.8 3.7 17.4 14.0 7.4 9.9 0.0 0.5 24.8 10.4
Number of Traders in Each Category Total Traders: 107
4 10 5 24 12 10 25 19 17 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 52,701
Positions
2,965 22,275 903 5,003 5,875 617 22,458 6,544 806 0 642 0 19,949 15,039
Changes from: January 26, 2021 Total Change is: 2,629
1,253 -397 231 -2,055 -545 236 5,672 218 119 0 0 0 -2,827 2,767
Percent of Open Interest Represented by Each Category of Trader
5.6 42.3 1.7 9.5 11.1 1.2 42.6 12.4 1.5 0.0 1.2 0.0 37.9 28.5
Number of Traders in Each Category Total Traders: 48
4 7 . 7 6 4 15 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 180,608
Positions
17,441 29,753 5,190 56,172 51,554 7,349 39,781 37,299 15,006 3,195 6,765 567 35,906 27,125
Changes from: January 26, 2021 Total Change is: 6,141
2,590 -1,466 1,355 -409 762 125 5,301 7,250 -1,313 836 -377 159 -2,501 -353
Percent of Open Interest Represented by Each Category of Trader
9.7 16.5 2.9 31.1 28.5 4.1 22.0 20.7 8.3 1.8 3.7 0.3 19.9 15.0
Number of Traders in Each Category Total Traders: 118
6 9 10 19 20 19 27 28 19 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 203,143
Positions
9,154 117,906 2,744 96,174 10,869 8,230 38,777 31,115 6,395 15,035 569 0 26,635 25,316
Changes from: January 26, 2021 Total Change is: 1,077
4,733 -23,452 1,694 -9,513 3,305 768 11,249 11,490 -274 438 0 0 -8,017 7,547
Percent of Open Interest Represented by Each Category of Trader
4.5 58.0 1.4 47.3 5.4 4.1 19.1 15.3 3.1 7.4 0.3 0.0 13.1 12.5
Number of Traders in Each Category Total Traders: 122
6 10 9 34 12 17 26 25 17 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 729,707
Positions
34,808 476,130 21,737 388,345 54,976 30,220 70,008 55,688 34,565 44,514 5,037 4,883 100,626 46,470
Changes from: January 26, 2021 Total Change is: 3,538
395 -19,373 5,106 -5,967 -817 2,280 -3,424 6,270 4,136 233 1,508 592 186 3,836
Percent of Open Interest Represented by Each Category of Trader
4.8 65.2 3.0 53.2 7.5 4.1 9.6 7.6 4.7 6.1 0.7 0.7 13.8 6.4
Number of Traders in Each Category Total Traders: 310
17 9 16 114 30 57 51 36 32 39 14 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 25,395
Positions
0 9,247 0 9,832 3,452 3,098 1,165 3,366 40 800 0 0 10,460 6,192
Changes from: January 26, 2021 Total Change is: 962
0 32 0 -514 490 644 699 -1,071 40 0 0 0 93 827
Percent of Open Interest Represented by Each Category of Trader
0.0 36.4 0.0 38.7 13.6 12.2 4.6 13.3 0.2 3.2 0.0 0.0 41.2 24.4
Number of Traders in Each Category Total Traders: 23
0 . 0 12 4 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 158,542
Positions
5,538 48,907 4,425 52,212 52,589 4,232 45,706 21,427 8,178 1,312 58 32 36,908 18,695
Changes from: January 26, 2021 Total Change is: 2,018
481 -60 985 -129 1,647 -695 1,019 -118 299 -491 58 30 518 -129
Percent of Open Interest Represented by Each Category of Trader
3.5 30.8 2.8 32.9 33.2 2.7 28.8 13.5 5.2 0.8 0.0 0.0 23.3 11.8
Number of Traders in Each Category Total Traders: 90
. 11 5 21 9 10 23 19 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 25,612
Positions
0 9,645 35 18,093 2,770 0 4,484 9,934 31 1,517 1,180 0 1,452 2,017
Changes from: January 26, 2021 Total Change is: 497
0 119 0 1,275 133 0 -262 -436 4 -100 414 0 -420 263
Percent of Open Interest Represented by Each Category of Trader
0.0 37.7 0.1 70.6 10.8 0.0 17.5 38.8 0.1 5.9 4.6 0.0 5.7 7.9
Number of Traders in Each Category Total Traders: 47
0 5 . 11 . 0 8 11 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 151,495
Positions
190 96,155 507 74,075 3,637 371 61,674 26,609 2,978 4,393 18,224 5 7,302 3,008
Changes from: January 26, 2021 Total Change is: 101
-1,182 3,884 0 2,370 1,118 200 -2,558 -1,366 1,186 400 -5,031 5 -320 106
Percent of Open Interest Represented by Each Category of Trader
0.1 63.5 0.3 48.9 2.4 0.2 40.7 17.6 2.0 2.9 12.0 0.0 4.8 2.0
Number of Traders in Each Category Total Traders: 152
. 11 . 22 4 4 58 28 13 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 34,016
Positions
9,142 1,902 0 9,372 21,179 0 9,265 4,963 40 3,511 3,875 0 2,686 2,057
Changes from: January 26, 2021 Total Change is: -5,022
9,142 -227 -8,890 -192 5,631 -14 -3,239 -373 -715 143 -144 -113 -1,144 -177
Percent of Open Interest Represented by Each Category of Trader
26.9 5.6 0.0 27.6 62.3 0.0 27.2 14.6 0.1 10.3 11.4 0.0 7.9 6.0
Number of Traders in Each Category Total Traders: 68
. . 0 12 6 0 15 10 . 13 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 50,702
Positions
5,240 15,868 17 11,844 8,607 780 24,559 19,368 689 1,420 1,511 6 6,147 3,857
Changes from: January 26, 2021 Total Change is: 3,876
1,505 -2,612 0 -1,243 1,476 776 2,465 3,388 292 589 -9 0 -508 565
Percent of Open Interest Represented by Each Category of Trader
10.3 31.3 0.0 23.4 17.0 1.5 48.4 38.2 1.4 2.8 3.0 0.0 12.1 7.6
Number of Traders in Each Category Total Traders: 93
6 4 . 17 6 4 29 21 10 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,089
Positions
720 128 0 2,975 2,839 0 7,458 8,146 0 150 360 0 1,786 1,616
Changes from: January 26, 2021 Total Change is: 1,860
720 0 0 -45 965 0 766 828 0 0 0 0 419 67
Percent of Open Interest Represented by Each Category of Trader
5.5 1.0 0.0 22.7 21.7 0.0 57.0 62.2 0.0 1.1 2.8 0.0 13.6 12.3
Number of Traders in Each Category Total Traders: 28
. . 0 5 . 0 8 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 50,064
Positions
17,064 17,235 408 13,745 1,875 340 7,534 7,759 1,399 100 14,752 0 9,475 6,297
Changes from: January 26, 2021 Total Change is: 5,155
-1,453 6,061 149 5,550 278 -485 151 -1,622 -60 -11 410 0 1,314 424
Percent of Open Interest Represented by Each Category of Trader
34.1 34.4 0.8 27.5 3.7 0.7 15.0 15.5 2.8 0.2 29.5 0.0 18.9 12.6
Number of Traders in Each Category Total Traders: 96
18 15 . 17 4 7 20 15 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 100,128
Positions
34,127 34,469 816 27,490 3,749 679 15,068 15,518 2,798 200 29,504 0 18,950 12,594
Changes from: January 26, 2021 Total Change is: 10,309
-2,905 12,122 297 11,099 556 -969 302 -3,244 -121 -22 819 0 2,628 848
Percent of Open Interest Represented by Each Category of Trader
34.1 34.4 0.8 27.5 3.7 0.7 15.0 15.5 2.8 0.2 29.5 0.0 18.9 12.6
Number of Traders in Each Category Total Traders: 96
18 15 . 17 4 7 20 15 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 24,064
Positions
2,029 16,838 525 14,468 794 2,176 2,030 3,123 0 400 444 0 2,436 164
Changes from: January 26, 2021 Total Change is: -1,199
1,219 550 255 -1,769 -1,506 -288 -405 25 0 0 0 0 -211 -235
Percent of Open Interest Represented by Each Category of Trader
8.4 70.0 2.2 60.1 3.3 9.0 8.4 13.0 0.0 1.7 1.8 0.0 10.1 0.7
Number of Traders in Each Category Total Traders: 30
5 6 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 686,747
Positions
79,722 157,188 30,042 252,951 98,990 56,810 59,729 96,427 107,269 23,544 71,211 3,168 73,511 65,641
Changes from: January 26, 2021 Total Change is: 27,916
4,117 -542 5,690 -11,250 3,549 -1,254 6,058 2,989 14,848 2,661 -1,271 463 6,583 3,445
Percent of Open Interest Represented by Each Category of Trader
11.6 22.9 4.4 36.8 14.4 8.3 8.7 14.0 15.6 3.4 10.4 0.5 10.7 9.6
Number of Traders in Each Category Total Traders: 577
34 35 37 165 80 121 79 105 103 38 41 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 37,503
Positions
12,976 10,673 333 0 0 0 3,217 3,997 11,824 701 0 2 8,450 10,674
Changes from: January 26, 2021 Total Change is: 6,841
2,534 -477 144 0 0 0 -1,047 2,971 2,127 601 0 -14 2,496 2,090
Percent of Open Interest Represented by Each Category of Trader
34.6 28.5 0.9 0.0 0.0 0.0 8.6 10.7 31.5 1.9 0.0 0.0 22.5 28.5
Number of Traders in Each Category Total Traders: 23
. . . 0 0 0 5 11 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,684
Positions
5,923 3,386 0 5,259 5,689 505 279 453 132 0 0 0 1,586 3,519
Changes from: January 26, 2021 Total Change is: 2,498
-133 15 0 2,937 0 0 -204 -320 132 0 0 0 -234 2,671
Percent of Open Interest Represented by Each Category of Trader
43.3 24.7 0.0 38.4 41.6 3.7 2.0 3.3 1.0 0.0 0.0 0.0 11.6 25.7
Number of Traders in Each Category Total Traders: 21
5 6 0 . 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 19,436
Positions
7,868 16,389 0 6,787 554 173 1,858 1,172 21 0 0 0 2,729 1,127
Changes from: January 26, 2021 Total Change is: 152
626 38 0 -201 437 -133 -607 -99 0 0 0 0 467 -91
Percent of Open Interest Represented by Each Category of Trader
40.5 84.3 0.0 34.9 2.9 0.9 9.6 6.0 0.1 0.0 0.0 0.0 14.0 5.8
Number of Traders in Each Category Total Traders: 31
. 7 0 11 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 3,246,218
Positions
351,691 750,534 130,586 1,264,757 494,951 284,049 307,197 486,785 452,588 117,716 359,555 12,333 325,302 274,838
Changes from: January 26, 2021 Total Change is: 105,373
13,741 5,503 21,904 -56,248 17,744 -6,272 42,179 6,746 56,945 13,300 -3,356 -613 20,438 6,772
Percent of Open Interest Represented by Each Category of Trader
10.8 23.1 4.0 39.0 15.2 8.8 9.5 15.0 13.9 3.6 11.1 0.4 10.0 8.5
Number of Traders in Each Category Total Traders: 574
33 36 36 165 80 121 79 102 98 38 41 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 44,694
Positions
3,624 40,217 0 31,913 1,837 203 3,108 1,318 0 0 0 0 5,846 1,119
Changes from: January 26, 2021 Total Change is: 3,350
-183 1,530 0 1,146 1,664 160 -42 250 0 0 0 0 2,269 -254
Percent of Open Interest Represented by Each Category of Trader
8.1 90.0 0.0 71.4 4.1 0.5 7.0 2.9 0.0 0.0 0.0 0.0 13.1 2.5
Number of Traders in Each Category Total Traders: 36
. 10 0 12 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 19,112
Positions
4,559 17,879 0 10,693 529 351 935 0 0 0 0 0 2,574 353
Changes from: January 26, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
23.9 93.5 0.0 55.9 2.8 1.8 4.9 0.0 0.0 0.0 0.0 0.0 13.5 1.8
Number of Traders in Each Category Total Traders: 21
. 7 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 52,267
Positions
7,213 16,929 161 30,492 28,050 1,575 2,436 2,779 279 370 0 0 9,741 2,494
Changes from: January 26, 2021 Total Change is: -1,018
607 -1,618 0 -936 1,351 10 -954 -594 115 0 0 0 140 -282
Percent of Open Interest Represented by Each Category of Trader
13.8 32.4 0.3 58.3 53.7 3.0 4.7 5.3 0.5 0.7 0.0 0.0 18.6 4.8
Number of Traders in Each Category Total Traders: 76
7 9 . 31 15 11 7 6 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 55,662
Positions
8,946 8,545 359 15,287 5,670 2,611 9,828 18,731 8,050 1,877 2,965 233 8,472 8,498
Changes from: January 26, 2021 Total Change is: 2,230
-245 704 93 -136 1,011 1,017 -762 -1,733 1,456 -101 203 33 876 -554
Percent of Open Interest Represented by Each Category of Trader
16.1 15.4 0.6 27.5 10.2 4.7 17.7 33.7 14.5 3.4 5.3 0.4 15.2 15.3
Number of Traders in Each Category Total Traders: 267
22 23 7 60 35 35 33 61 32 12 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 278,312
Positions
44,728 42,727 1,795 76,435 28,350 13,055 49,141 93,655 40,249 9,385 14,825 1,164 42,359 42,490
Changes from: January 26, 2021 Total Change is: 11,150
-1,226 3,520 465 -679 5,055 5,083 -3,811 -8,663 7,281 -506 1,014 163 4,380 -2,770
Percent of Open Interest Represented by Each Category of Trader
16.1 15.4 0.6 27.5 10.2 4.7 17.7 33.7 14.5 3.4 5.3 0.4 15.2 15.3
Number of Traders in Each Category Total Traders: 267
22 23 7 60 35 35 33 61 32 12 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 72,897
Positions
420 0 0 348 0 0 51,895 4,702 2,420 685 2,369 0 17,129 63,406
Changes from: January 26, 2021 Total Change is: -12,864
100 -1,896 0 -7 0 0 -1,651 -50,893 1,067 188 1,396 0 -12,560 37,462
Percent of Open Interest Represented by Each Category of Trader
0.6 0.0 0.0 0.5 0.0 0.0 71.2 6.5 3.3 0.9 3.2 0.0 23.5 87.0
Number of Traders in Each Category Total Traders: 21
. 0 0 . 0 0 7 5 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 567,444
Positions
132,031 103,178 6,486 235,792 147,701 54,710 79,709 149,119 14,587 14,971 72,517 153 29,004 18,993
Changes from: January 26, 2021 Total Change is: -766
17,514 -9,324 -1,657 -23,218 -4,055 6,980 2,175 8,790 19 116 1,502 -58 -2,636 -2,963
Percent of Open Interest Represented by Each Category of Trader
23.3 18.2 1.1 41.6 26.0 9.6 14.0 26.3 2.6 2.6 12.8 0.0 5.1 3.3
Number of Traders in Each Category Total Traders: 368
29 17 4 114 46 53 63 63 31 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 16,168
Positions
5,327 14,122 0 6,631 601 0 2,776 456 72 0 210 0 1,362 707
Changes from: January 26, 2021 Total Change is: 407
-400 760 0 567 -745 0 66 29 0 0 210 0 174 153
Percent of Open Interest Represented by Each Category of Trader
32.9 87.3 0.0 41.0 3.7 0.0 17.2 2.8 0.4 0.0 1.3 0.0 8.4 4.4
Number of Traders in Each Category Total Traders: 21
. 7 0 6 . 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,649
Positions
13,225 7,393 875 13,262 1,423 747 14,996 8,112 264 1,454 0 0 6,826 32,835
Changes from: January 26, 2021 Total Change is: 4,045
1,995 346 -7 -51 293 13 2,021 459 264 438 -232 0 -628 2,909
Percent of Open Interest Represented by Each Category of Trader
25.6 14.3 1.7 25.7 2.8 1.4 29.0 15.7 0.5 2.8 0.0 0.0 13.2 63.6
Number of Traders in Each Category Total Traders: 56
6 9 . 12 5 . 12 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 422,576
Positions
32,975 254,393 12,130 286,739 75,760 42,892 22,662 27,004 671 15,337 5,007 0 9,170 4,719
Changes from: January 26, 2021 Total Change is: 2,531
-3,052 7,515 2,713 745 -7,737 -3,381 4,641 787 -58 1,160 3,202 0 -237 -510
Percent of Open Interest Represented by Each Category of Trader
7.8 60.2 2.9 67.9 17.9 10.2 5.4 6.4 0.2 3.6 1.2 0.0 2.2 1.1
Number of Traders in Each Category Total Traders: 186
13 16 7 70 42 41 20 15 5 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 1,261,374
Positions
97,853 666,068 5,125 830,337 321,442 107,109 121,894 76,207 3,195 53,527 67,959 4,654 37,680 9,615
Changes from: January 26, 2021 Total Change is: -1,458
505 -21,263 843 -5,900 11,171 -1,806 3,771 13,253 -198 -1,527 -6,576 2,130 724 988
Percent of Open Interest Represented by Each Category of Trader
7.8 52.8 0.4 65.8 25.5 8.5 9.7 6.0 0.3 4.2 5.4 0.4 3.0 0.8
Number of Traders in Each Category Total Traders: 434
34 14 8 187 58 73 64 29 17 35 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 169,145
Positions
16,627 121,089 29,889 23,585 5,222 3,396 85,280 420 9,015 1,108 75 0 245 39
Changes from: January 26, 2021 Total Change is: -1,987
-534 -2,251 -251 1,467 485 250 -2,639 115 -335 70 0 0 -15 0
Percent of Open Interest Represented by Each Category of Trader
9.8 71.6 17.7 13.9 3.1 2.0 50.4 0.2 5.3 0.7 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 82
11 18 15 14 . . 28 . 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 1,332,365
Positions
11,889 119,153 26,979 681,301 200,743 211,584 52,918 437,877 91,129 73,416 32,064 19,130 164,020 193,706
Changes from: January 26, 2021 Total Change is: 59,059
-28 99 10,446 30,381 17,876 -7,958 -4,133 -750 23,426 801 -839 5,800 324 10,959
Percent of Open Interest Represented by Each Category of Trader
0.9 8.9 2.0 51.1 15.1 15.9 4.0 32.9 6.8 5.5 2.4 1.4 12.3 14.5
Number of Traders in Each Category Total Traders: 201
7 20 20 58 33 49 13 48 42 11 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 1,093,191
Positions
28,538 108,100 137 566,375 239,317 199,295 88,313 375,920 6,324 68,300 14,016 0 135,909 150,082
Changes from: January 26, 2021 Total Change is: 10,355
-1,159 -8,131 -305 13,750 20,998 -5,982 335 -5,792 331 3,070 1,329 0 315 7,907
Percent of Open Interest Represented by Each Category of Trader
2.6 9.9 0.0 51.8 21.9 18.2 8.1 34.4 0.6 6.2 1.3 0.0 12.4 13.7
Number of Traders in Each Category Total Traders: 145
4 10 . 59 32 55 6 24 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 2,174,828
Positions
66,236 179,633 16,431 983,022 461,932 279,473 440,727 1,046,194 39,437 181,293 46,764 1,750 166,458 103,213
Changes from: January 26, 2021 Total Change is: 47,053
7,312 -28,506 1,490 50,704 2,847 317 -25,170 54,277 12,402 2,759 1,159 361 -3,122 2,706
Percent of Open Interest Represented by Each Category of Trader
3.0 8.3 0.8 45.2 21.2 12.9 20.3 48.1 1.8 8.3 2.2 0.1 7.7 4.7
Number of Traders in Each Category Total Traders: 295
11 34 8 98 27 69 55 36 25 26 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 4,362,435
Positions
164,503 328,281 212,048 1,327,878 1,280,081 781,856 613,394 448,527 507,606 268,309 175,554 123,435 363,406 505,047
Changes from: January 26, 2021 Total Change is: 324,823
-29,807 95,756 46,450 514 -24,353 42,647 122,168 -2,270 110,305 -2,887 14,124 39,845 -4,412 2,319
Percent of Open Interest Represented by Each Category of Trader
3.8 7.5 4.9 30.4 29.3 17.9 14.1 10.3 11.6 6.2 4.0 2.8 8.3 11.6
Number of Traders in Each Category Total Traders: 420
23 47 47 94 87 109 54 70 83 20 25 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 1,166,311
Positions
68,374 19,880 8,019 450,268 432,530 153,575 307,820 263,598 14,470 50,606 47,251 248 112,931 226,740
Changes from: January 26, 2021 Total Change is: 66,812
887 -8,620 196 -4,917 32,199 11,266 51,705 14,313 2,649 2,181 5,882 248 2,597 8,679
Percent of Open Interest Represented by Each Category of Trader
5.9 1.7 0.7 38.6 37.1 13.2 26.4 22.6 1.2 4.3 4.1 0.0 9.7 19.4
Number of Traders in Each Category Total Traders: 137
6 5 4 27 58 44 18 11 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 3,727,981
Positions
49,219 223,001 35,593 1,542,386 875,872 587,765 589,682 1,287,298 250,564 363,833 140,378 21,132 287,808 306,379
Changes from: January 26, 2021 Total Change is: 214,545
-7,783 -10,211 -2,482 65,297 70,728 -7,497 106,318 108,417 54,650 31,009 5,420 1,034 -26,001 -5,515
Percent of Open Interest Represented by Each Category of Trader
1.3 6.0 1.0 41.4 23.5 15.8 15.8 34.5 6.7 9.8 3.8 0.6 7.7 8.2
Number of Traders in Each Category Total Traders: 314
10 24 14 97 53 78 45 55 46 10 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 1,053,727
Positions
334,236 225,771 230,472 32,829 3,820 9,079 121,499 256,677 293,664 5,824 1,008 7,721 18,403 25,515
Changes from: January 26, 2021 Total Change is: -51,283
-35,701 -63,507 -536 -1,567 -3,379 929 -58,403 -29,988 37,505 -1,592 8 6,350 1,732 1,335
Percent of Open Interest Represented by Each Category of Trader
31.7 21.4 21.9 3.1 0.4 0.9 11.5 24.4 27.9 0.6 0.1 0.7 1.7 2.4
Number of Traders in Each Category Total Traders: 95
25 14 35 . . 4 17 25 37 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 is19,654,775
Positions
3,148,289 2,396,001 2,888,602 348,174 601,564 1,159,510 873,381 1,040,941 10,131,076 14,675 187,745 459,630 631,439 789,707
Changes from: January 26, 2021 Total Change is: 1,064,198
216,483 -73,588 106,871 10,817 19,755 58,804 -53,285 209,226 644,799 3,788 21,422 46,991 28,930 29,918
Percent of Open Interest Represented by Each Category of Trader
16.0 12.2 14.7 1.8 3.1 5.9 4.4 5.3 51.5 0.1 1.0 2.3 3.2 4.0
Number of Traders in Each Category Total Traders: 273
34 44 72 16 20 27 52 61 98 12 26 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 472,840
Positions
37,533 195,959 92,391 2,091 13,564 8,509 198,333 28,750 128,282 693 231 4,848 160 307
Changes from: January 26, 2021 Total Change is: -4,807
10,430 -16,095 6,118 -54 -2,460 261 -25,788 2,984 3,690 -217 -63 738 15 20
Percent of Open Interest Represented by Each Category of Trader
7.9 41.4 19.5 0.4 2.9 1.8 41.9 6.1 27.1 0.1 0.0 1.0 0.0 0.1
Number of Traders in Each Category Total Traders: 97
10 22 20 . 4 . 20 27 34 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 204,014
Positions
34,157 77,080 33,659 4,447 6,814 670 69,285 27,302 55,758 4,484 1,122 1,475 79 134
Changes from: January 26, 2021 Total Change is: -31,499
1,430 -36,671 -488 -33 -353 -1,560 -28,077 -394 7,689 -10,617 105 147 10 26
Percent of Open Interest Represented by Each Category of Trader
16.7 37.8 16.5 2.2 3.3 0.3 34.0 13.4 27.3 2.2 0.5 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 81
10 17 12 . . . 22 22 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 134,887
Positions
0 27,141 0 3,386 2,419 0 4,645 50,493 54,204 72,651 543 0 1 87
Changes from: January 26, 2021 Total Change is: 3,303
0 99 0 -18 217 0 390 -2,763 5,741 -2,810 0 0 0 9
Percent of Open Interest Represented by Each Category of Trader
0.0 20.1 0.0 2.5 1.8 0.0 3.4 37.4 40.2 53.9 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 7 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,134
Positions
422 446 97 308 357 20 2,901 7,149 1,116 2,008 161 58 3,204 730
Changes from: January 26, 2021 Total Change is: -1,608
-6 -159 55 0 132 7 -599 -794 -238 -412 -187 -309 -105 -114
Percent of Open Interest Represented by Each Category of Trader
4.2 4.4 1.0 3.0 3.5 0.2 28.6 70.5 11.0 19.8 1.6 0.6 31.6 7.2
Number of Traders in Each Category Total Traders: 86
. . . . . . 32 19 15 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,977
Positions
8,778 1,453 3 7,593 9,873 1,143 10,200 16,863 1,212 2,007 3,229 91 5,950 3,110
Changes from: January 26, 2021 Total Change is: -238
-1,627 -45 2 1,024 -177 -54 161 313 -501 333 557 47 377 -380
Percent of Open Interest Represented by Each Category of Trader
23.7 3.9 0.0 20.5 26.7 3.1 27.6 45.6 3.3 5.4 8.7 0.2 16.1 8.4
Number of Traders in Each Category Total Traders: 115
6 . . 8 10 . 28 25 5 20 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 318,219
Positions
45,129 23,366 9,707 135,183 47,392 18,190 30,528 135,869 42,708 8,679 3,767 8,222 19,873 28,998
Changes from: January 26, 2021 Total Change is: -24,289
-1,964 437 1,379 -17,544 -24,956 -1,286 -4,539 -8,369 84 -4,032 1,072 3,480 133 3,870
Percent of Open Interest Represented by Each Category of Trader
14.2 7.3 3.1 42.5 14.9 5.7 9.6 42.7 13.4 2.7 1.2 2.6 6.2 9.1
Number of Traders in Each Category Total Traders: 166
8 15 16 14 29 20 21 55 43 8 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 42,607
Positions
3,877 3,557 52 27,967 1,983 0 837 36,927 1 9,553 0 0 320 87
Changes from: January 26, 2021 Total Change is: 2,377
0 18 -18 3,950 100 -365 -1,213 2,618 1 41 0 0 -19 23
Percent of Open Interest Represented by Each Category of Trader
9.1 8.3 0.1 65.6 4.7 0.0 2.0 86.7 0.0 22.4 0.0 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 44
. . . 10 . 0 5 7 . 15 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 05, 2021