Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 167,606
Positions
5,363 74,087 2,487 50,849 27,506 6,456 28,984 26,967 10,765 16,331 273 1,109 45,262 17,956
Changes from: February 2, 2021 Total Change is: -1,164
2,204 -6,188 -269 -4,317 2,528 140 -448 3,396 -1,664 -382 265 217 3,355 412
Percent of Open Interest Represented by Each Category of Trader
3.2 44.2 1.5 30.3 16.4 3.9 17.3 16.1 6.4 9.7 0.2 0.7 27.0 10.7
Number of Traders in Each Category Total Traders: 110
5 9 4 22 14 10 25 20 16 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 50,363
Positions
6,992 21,765 800 4,709 6,706 386 19,701 5,680 638 0 642 0 17,137 13,747
Changes from: February 2, 2021 Total Change is: -2,338
4,027 -510 -104 -294 831 -231 -2,757 -864 -167 0 0 0 -2,812 -1,293
Percent of Open Interest Represented by Each Category of Trader
13.9 43.2 1.6 9.4 13.3 0.8 39.1 11.3 1.3 0.0 1.3 0.0 34.0 27.3
Number of Traders in Each Category Total Traders: 48
6 7 . 7 7 . 13 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 189,242
Positions
11,276 41,833 5,742 56,561 52,669 4,815 47,736 32,507 16,887 2,962 6,969 264 42,999 27,557
Changes from: February 2, 2021 Total Change is: 8,634
-6,165 12,081 552 389 1,114 -2,535 7,955 -4,792 1,881 -233 204 -303 7,093 432
Percent of Open Interest Represented by Each Category of Trader
6.0 22.1 3.0 29.9 27.8 2.5 25.2 17.2 8.9 1.6 3.7 0.1 22.7 14.6
Number of Traders in Each Category Total Traders: 117
5 12 9 18 20 17 32 22 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 194,569
Positions
10,009 109,073 2,131 88,270 12,486 6,434 33,910 26,802 9,257 14,893 568 0 29,665 27,817
Changes from: February 2, 2021 Total Change is: -8,574
855 -8,833 -612 -7,904 1,617 -1,796 -4,867 -4,312 2,862 -142 -1 0 3,030 2,500
Percent of Open Interest Represented by Each Category of Trader
5.1 56.1 1.1 45.4 6.4 3.3 17.4 13.8 4.8 7.7 0.3 0.0 15.2 14.3
Number of Traders in Each Category Total Traders: 114
7 8 7 29 16 16 25 21 15 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 717,791
Positions
29,892 475,097 22,959 390,804 53,449 29,316 67,489 52,387 28,980 44,485 4,813 4,637 99,228 46,152
Changes from: February 2, 2021 Total Change is: -11,916
-4,916 -1,032 1,222 2,459 -1,528 -904 -2,519 -3,301 -5,585 -29 -224 -246 -1,399 -318
Percent of Open Interest Represented by Each Category of Trader
4.2 66.2 3.2 54.4 7.4 4.1 9.4 7.3 4.0 6.2 0.7 0.6 13.8 6.4
Number of Traders in Each Category Total Traders: 308
15 12 16 118 28 52 51 32 33 38 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,876
Positions
0 9,312 0 9,815 5,573 3,270 2,055 2,796 0 800 0 0 10,936 5,925
Changes from: February 2, 2021 Total Change is: 1,481
0 65 0 -17 2,121 172 890 -570 -40 0 0 0 476 -267
Percent of Open Interest Represented by Each Category of Trader
0.0 34.6 0.0 36.5 20.7 12.2 7.6 10.4 0.0 3.0 0.0 0.0 40.7 22.0
Number of Traders in Each Category Total Traders: 25
0 . 0 12 7 8 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 151,518
Positions
5,979 46,173 2,596 49,635 51,575 3,578 45,834 19,909 7,111 0 117 9 36,777 20,451
Changes from: February 2, 2021 Total Change is: -7,024
441 -2,734 -1,829 -2,577 -1,014 -654 129 -1,518 -1,068 -1,312 59 -23 -131 1,756
Percent of Open Interest Represented by Each Category of Trader
3.9 30.5 1.7 32.8 34.0 2.4 30.3 13.1 4.7 0.0 0.1 0.0 24.3 13.5
Number of Traders in Each Category Total Traders: 86
. 10 5 20 9 9 24 17 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 27,327
Positions
199 9,697 35 16,848 2,776 0 6,494 11,906 10 2,007 1,372 0 1,734 1,531
Changes from: February 2, 2021 Total Change is: 1,715
199 52 0 -1,245 6 0 2,010 1,972 -21 490 192 0 282 -486
Percent of Open Interest Represented by Each Category of Trader
0.7 35.5 0.1 61.7 10.2 0.0 23.8 43.6 0.0 7.3 5.0 0.0 6.3 5.6
Number of Traders in Each Category Total Traders: 55
. 5 . 11 . 0 11 10 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 158,653
Positions
1,410 99,592 606 72,884 4,175 294 67,586 27,504 4,812 3,550 17,987 5 7,506 3,678
Changes from: February 2, 2021 Total Change is: 7,158
1,220 3,438 99 -1,191 538 -77 5,912 894 1,834 -843 -237 0 204 669
Percent of Open Interest Represented by Each Category of Trader
0.9 62.8 0.4 45.9 2.6 0.2 42.6 17.3 3.0 2.2 11.3 0.0 4.7 2.3
Number of Traders in Each Category Total Traders: 149
4 11 . 21 5 4 55 29 12 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 34,453
Positions
9,142 1,888 0 9,250 21,163 0 9,646 5,368 231 3,063 3,802 0 3,121 2,001
Changes from: February 2, 2021 Total Change is: 437
0 -14 0 -122 -16 0 381 405 191 -448 -73 0 435 -56
Percent of Open Interest Represented by Each Category of Trader
26.5 5.5 0.0 26.8 61.4 0.0 28.0 15.6 0.7 8.9 11.0 0.0 9.1 5.8
Number of Traders in Each Category Total Traders: 64
. . 0 13 5 0 15 9 . 11 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 48,670
Positions
4,607 17,533 17 12,453 7,501 797 22,016 18,071 380 1,601 1,693 6 6,793 2,672
Changes from: February 2, 2021 Total Change is: -2,032
-633 1,665 0 609 -1,106 17 -2,543 -1,297 -308 181 182 0 645 -1,185
Percent of Open Interest Represented by Each Category of Trader
9.5 36.0 0.0 25.6 15.4 1.6 45.2 37.1 0.8 3.3 3.5 0.0 14.0 5.5
Number of Traders in Each Category Total Traders: 98
7 5 . 18 6 . 33 20 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 13,877
Positions
720 128 0 2,879 3,214 0 8,297 8,481 0 350 360 0 1,631 1,694
Changes from: February 2, 2021 Total Change is: 788
0 0 0 -96 375 0 839 335 0 200 0 0 -155 78
Percent of Open Interest Represented by Each Category of Trader
5.2 0.9 0.0 20.7 23.2 0.0 59.8 61.1 0.0 2.5 2.6 0.0 11.8 12.2
Number of Traders in Each Category Total Traders: 31
. . 0 5 . 0 10 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 49,991
Positions
15,801 15,646 696 14,900 1,236 411 7,886 9,944 1,004 0 14,423 0 9,294 6,631
Changes from: February 2, 2021 Total Change is: -74
-1,263 -1,589 288 1,155 -639 71 352 2,185 -395 -100 -330 0 -181 334
Percent of Open Interest Represented by Each Category of Trader
31.6 31.3 1.4 29.8 2.5 0.8 15.8 19.9 2.0 0.0 28.9 0.0 18.6 13.3
Number of Traders in Each Category Total Traders: 100
17 19 . 22 . 6 18 15 9 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 99,981
Positions
31,601 31,292 1,392 29,800 2,472 821 15,771 19,889 2,008 0 28,845 0 18,587 13,262
Changes from: February 2, 2021 Total Change is: -147
-2,526 -3,177 576 2,310 -1,277 142 704 4,371 -790 -200 -659 0 -362 668
Percent of Open Interest Represented by Each Category of Trader
31.6 31.3 1.4 29.8 2.5 0.8 15.8 19.9 2.0 0.0 28.9 0.0 18.6 13.3
Number of Traders in Each Category Total Traders: 100
17 19 . 22 . 6 18 15 9 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 23,595
Positions
2,026 16,032 780 14,105 796 2,142 1,658 3,220 0 400 444 0 2,484 181
Changes from: February 2, 2021 Total Change is: -469
-3 -806 255 -363 2 -34 -372 97 0 0 0 0 48 17
Percent of Open Interest Represented by Each Category of Trader
8.6 67.9 3.3 59.8 3.4 9.1 7.0 13.6 0.0 1.7 1.9 0.0 10.5 0.8
Number of Traders in Each Category Total Traders: 28
5 6 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 687,554
Positions
79,730 158,214 31,176 252,226 87,699 60,339 57,981 98,493 112,183 20,280 69,730 2,912 70,727 66,807
Changes from: February 2, 2021 Total Change is: 807
8 1,026 1,134 -726 -11,291 3,529 -1,748 2,066 4,914 -3,265 -1,481 -256 -2,784 1,166
Percent of Open Interest Represented by Each Category of Trader
11.6 23.0 4.5 36.7 12.8 8.8 8.4 14.3 16.3 2.9 10.1 0.4 10.3 9.7
Number of Traders in Each Category Total Traders: 590
37 32 37 166 81 122 81 106 108 46 40 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 38,637
Positions
13,476 11,983 335 0 0 0 6,119 2,251 11,636 1 201 0 7,070 12,230
Changes from: February 2, 2021 Total Change is: 1,134
500 1,310 3 0 0 0 2,902 -1,746 -188 -700 201 -2 -1,381 1,557
Percent of Open Interest Represented by Each Category of Trader
34.9 31.0 0.9 0.0 0.0 0.0 15.8 5.8 30.1 0.0 0.5 0.0 18.3 31.7
Number of Traders in Each Category Total Traders: 25
. . . 0 0 0 6 11 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 12,738
Positions
6,290 4,562 0 4,352 5,788 505 292 856 135 0 0 0 1,164 892
Changes from: February 2, 2021 Total Change is: -946
367 1,176 0 -907 99 0 13 403 3 0 0 0 -422 -2,627
Percent of Open Interest Represented by Each Category of Trader
49.4 35.8 0.0 34.2 45.4 4.0 2.3 6.7 1.1 0.0 0.0 0.0 9.1 7.0
Number of Traders in Each Category Total Traders: 22
5 7 0 . 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 22,432
Positions
7,766 19,413 0 9,262 559 173 2,544 1,054 21 0 0 0 2,666 1,212
Changes from: February 2, 2021 Total Change is: 2,996
-102 3,024 0 2,475 5 0 686 -118 0 0 0 0 -63 85
Percent of Open Interest Represented by Each Category of Trader
34.6 86.5 0.0 41.3 2.5 0.8 11.3 4.7 0.1 0.0 0.0 0.0 11.9 5.4
Number of Traders in Each Category Total Traders: 33
. 8 0 12 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 3,244,583
Positions
352,149 752,033 133,324 1,261,129 438,495 301,696 293,747 515,647 468,297 101,394 347,647 14,562 318,285 272,884
Changes from: February 2, 2021 Total Change is: -1,635
458 1,498 2,739 -3,628 -56,456 17,647 -13,450 28,862 15,710 -16,322 -11,908 2,229 -7,017 -1,954
Percent of Open Interest Represented by Each Category of Trader
10.9 23.2 4.1 38.9 13.5 9.3 9.1 15.9 14.4 3.1 10.7 0.4 9.8 8.4
Number of Traders in Each Category Total Traders: 587
37 32 37 166 81 122 82 103 104 46 40 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 46,082
Positions
3,644 43,081 0 35,764 173 203 3,016 1,805 0 0 0 0 3,455 820
Changes from: February 2, 2021 Total Change is: 1,388
20 2,864 0 3,851 -1,664 0 -92 487 0 0 0 0 -2,391 -299
Percent of Open Interest Represented by Each Category of Trader
7.9 93.5 0.0 77.6 0.4 0.4 6.5 3.9 0.0 0.0 0.0 0.0 7.5 1.8
Number of Traders in Each Category Total Traders: 38
. 10 0 14 . . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 18,641
Positions
4,276 17,879 0 10,413 0 351 935 0 0 0 0 0 2,666 411
Changes from: February 2, 2021 Total Change is: -471
-283 0 0 -280 -529 0 0 0 0 0 0 0 92 58
Percent of Open Interest Represented by Each Category of Trader
22.9 95.9 0.0 55.9 0.0 1.9 5.0 0.0 0.0 0.0 0.0 0.0 14.3 2.2
Number of Traders in Each Category Total Traders: 21
4 7 0 8 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 51,574
Positions
6,864 16,799 161 29,740 25,679 2,081 2,470 3,875 111 661 0 0 9,486 2,868
Changes from: February 2, 2021 Total Change is: -693
-349 -130 0 -752 -2,371 506 34 1,096 -168 291 0 0 -255 374
Percent of Open Interest Represented by Each Category of Trader
13.3 32.6 0.3 57.7 49.8 4.0 4.8 7.5 0.2 1.3 0.0 0.0 18.4 5.6
Number of Traders in Each Category Total Traders: 79
6 9 . 32 15 11 8 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 55,885
Positions
9,377 9,001 363 14,655 5,515 2,932 9,703 18,345 8,566 1,806 2,649 353 8,130 8,162
Changes from: February 2, 2021 Total Change is: 222
432 455 4 -632 -156 321 -125 -386 516 -71 -316 120 -342 -336
Percent of Open Interest Represented by Each Category of Trader
16.8 16.1 0.6 26.2 9.9 5.2 17.4 32.8 15.3 3.2 4.7 0.6 14.5 14.6
Number of Traders in Each Category Total Traders: 278
21 27 8 64 38 34 35 60 33 12 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 279,423
Positions
46,887 45,004 1,814 73,276 27,573 14,659 48,515 91,726 42,829 9,029 13,243 1,765 40,649 40,810
Changes from: February 2, 2021 Total Change is: 1,111
2,158 2,277 19 -3,159 -778 1,603 -626 -1,929 2,580 -356 -1,582 602 -1,709 -1,680
Percent of Open Interest Represented by Each Category of Trader
16.8 16.1 0.6 26.2 9.9 5.2 17.4 32.8 15.3 3.2 4.7 0.6 14.5 14.6
Number of Traders in Each Category Total Traders: 278
21 27 8 64 38 34 35 60 33 12 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 68,707
Positions
420 697 0 331 0 0 46,342 2,883 2,446 937 2,680 60 18,171 59,941
Changes from: February 2, 2021 Total Change is: -4,190
0 697 0 -17 0 0 -5,553 -1,819 26 252 311 60 1,042 -3,465
Percent of Open Interest Represented by Each Category of Trader
0.6 1.0 0.0 0.5 0.0 0.0 67.4 4.2 3.6 1.4 3.9 0.1 26.4 87.2
Number of Traders in Each Category Total Traders: 23
. . 0 . 0 0 7 4 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 584,219
Positions
139,720 106,449 5,988 248,178 137,385 51,959 80,141 168,371 17,875 9,211 71,664 367 30,778 24,161
Changes from: February 2, 2021 Total Change is: 16,775
7,689 3,271 -497 12,386 -10,315 -2,751 433 19,251 3,288 -5,760 -853 214 1,775 5,168
Percent of Open Interest Represented by Each Category of Trader
23.9 18.2 1.0 42.5 23.5 8.9 13.7 28.8 3.1 1.6 12.3 0.1 5.3 4.1
Number of Traders in Each Category Total Traders: 362
28 16 . 110 46 53 64 61 31 16 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 16,488
Positions
5,338 14,706 19 7,403 588 0 2,496 400 72 0 223 0 1,160 480
Changes from: February 2, 2021 Total Change is: 320
11 584 19 772 -13 0 -280 -56 0 0 13 0 -202 -227
Percent of Open Interest Represented by Each Category of Trader
32.4 89.2 0.1 44.9 3.6 0.0 15.1 2.4 0.4 0.0 1.4 0.0 7.0 2.9
Number of Traders in Each Category Total Traders: 24
. 8 . 8 . 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,536
Positions
0 10,175 43 9,348 290 5 1,164 3,000 0 0 806 0 5,976 2,217
Changes from: February 2, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 61.5 0.3 56.5 1.8 0.0 7.0 18.1 0.0 0.0 4.9 0.0 36.1 13.4
Number of Traders in Each Category Total Traders: 20
0 4 . 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 51,984
Positions
13,079 9,429 1,364 14,972 1,300 701 13,467 6,359 73 1,381 1,315 0 6,947 31,443
Changes from: February 2, 2021 Total Change is: 335
-146 2,036 489 1,710 -123 -46 -1,529 -1,753 -191 -73 1,315 0 121 -1,392
Percent of Open Interest Represented by Each Category of Trader
25.2 18.1 2.6 28.8 2.5 1.3 25.9 12.2 0.1 2.7 2.5 0.0 13.4 60.5
Number of Traders in Each Category Total Traders: 59
6 10 . 13 5 . 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 429,582
Positions
32,374 269,324 11,892 291,001 73,106 45,269 21,983 19,937 1,821 15,266 3,233 0 9,976 5,000
Changes from: February 2, 2021 Total Change is: 7,006
-601 14,931 -238 4,262 -2,654 2,377 -679 -7,067 1,150 -71 -1,774 0 806 281
Percent of Open Interest Represented by Each Category of Trader
7.5 62.7 2.8 67.7 17.0 10.5 5.1 4.6 0.4 3.6 0.8 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 182
13 13 6 70 42 42 20 14 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 1,237,599
Positions
104,619 644,440 3,341 825,803 328,936 106,558 98,265 78,500 2,776 47,847 56,073 6,510 41,880 10,465
Changes from: February 2, 2021 Total Change is: -23,775
6,766 -21,628 -1,784 -4,534 7,494 -551 -23,629 2,293 -419 -5,680 -11,886 1,856 4,200 850
Percent of Open Interest Represented by Each Category of Trader
8.5 52.1 0.3 66.7 26.6 8.6 7.9 6.3 0.2 3.9 4.5 0.5 3.4 0.8
Number of Traders in Each Category Total Traders: 434
33 15 7 182 65 78 61 31 16 33 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 172,909
Positions
18,388 124,465 28,767 23,597 5,632 3,196 87,308 420 10,315 1,088 75 0 250 39
Changes from: February 2, 2021 Total Change is: 3,764
1,761 3,376 -1,122 12 410 -200 2,028 0 1,300 -20 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
10.6 72.0 16.6 13.6 3.3 1.8 50.5 0.2 6.0 0.6 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 80
11 17 16 14 . . 27 . 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 1,354,640
Positions
12,590 111,411 37,473 677,291 212,970 215,298 48,811 424,327 119,703 73,542 31,292 8,131 161,802 194,035
Changes from: February 2, 2021 Total Change is: 22,275
701 -7,742 10,494 -4,010 12,227 3,714 -4,107 -13,550 28,574 126 -772 -10,999 -2,218 329
Percent of Open Interest Represented by Each Category of Trader
0.9 8.2 2.8 50.0 15.7 15.9 3.6 31.3 8.8 5.4 2.3 0.6 11.9 14.3
Number of Traders in Each Category Total Traders: 201
10 19 22 58 37 49 15 44 42 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 1,098,159
Positions
29,221 110,778 0 572,944 239,582 199,467 75,238 371,606 9,109 68,194 12,337 0 143,986 155,280
Changes from: February 2, 2021 Total Change is: 4,968
683 2,678 -137 6,569 265 172 -13,075 -4,314 2,785 -106 -1,679 0 8,077 5,198
Percent of Open Interest Represented by Each Category of Trader
2.7 10.1 0.0 52.2 21.8 18.2 6.9 33.8 0.8 6.2 1.1 0.0 13.1 14.1
Number of Traders in Each Category Total Traders: 141
. 10 0 59 32 59 5 23 10 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 2,255,849
Positions
70,191 164,260 14,431 970,339 522,662 295,995 486,779 1,043,990 61,730 182,192 50,920 2,053 172,139 99,807
Changes from: February 2, 2021 Total Change is: 81,021
3,955 -15,373 -2,000 -12,683 60,730 16,522 46,052 -2,204 22,293 899 4,156 303 5,681 -3,406
Percent of Open Interest Represented by Each Category of Trader
3.1 7.3 0.6 43.0 23.2 13.1 21.6 46.3 2.7 8.1 2.3 0.1 7.6 4.4
Number of Traders in Each Category Total Traders: 292
13 29 9 92 31 71 57 34 31 25 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 4,467,282
Positions
171,996 296,029 231,003 1,316,049 1,314,683 816,139 589,471 370,121 634,641 278,555 202,906 58,446 370,983 543,315
Changes from: February 2, 2021 Total Change is: 104,847
7,493 -32,253 18,955 -11,829 34,602 34,283 -23,923 -78,406 127,034 10,245 27,352 -64,989 7,577 38,268
Percent of Open Interest Represented by Each Category of Trader
3.9 6.6 5.2 29.5 29.4 18.3 13.2 8.3 14.2 6.2 4.5 1.3 8.3 12.2
Number of Traders in Each Category Total Traders: 429
24 43 48 91 92 108 51 79 91 18 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 1,221,917
Positions
77,048 27,129 6,940 458,082 468,809 164,158 335,300 264,510 17,420 45,081 50,262 0 117,888 222,689
Changes from: February 2, 2021 Total Change is: 55,606
8,674 7,249 -1,079 7,814 36,279 10,583 27,480 912 2,950 -5,525 3,011 -248 4,957 -4,051
Percent of Open Interest Represented by Each Category of Trader
6.3 2.2 0.6 37.5 38.4 13.4 27.4 21.6 1.4 3.7 4.1 0.0 9.6 18.2
Number of Traders in Each Category Total Traders: 143
6 7 4 27 60 45 21 12 12 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 3,659,486
Positions
65,225 228,177 42,281 1,400,361 931,600 614,107 629,081 1,120,530 258,959 344,497 140,610 10,485 294,491 312,736
Changes from: February 2, 2021 Total Change is: -68,495
16,006 5,176 6,688 -142,025 55,729 26,342 39,398 -166,768 8,395 -19,335 232 -10,648 6,683 6,357
Percent of Open Interest Represented by Each Category of Trader
1.8 6.2 1.2 38.3 25.5 16.8 17.2 30.6 7.1 9.4 3.8 0.3 8.0 8.5
Number of Traders in Each Category Total Traders: 317
13 25 16 89 61 83 50 51 48 11 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 1,144,920
Positions
371,710 286,682 229,444 34,181 4,444 7,973 137,905 252,670 335,194 6,296 0 1,098 21,119 27,415
Changes from: February 2, 2021 Total Change is: 91,193
37,474 60,911 -1,028 1,352 624 -1,106 16,406 -4,007 41,530 472 -1,008 -6,623 2,716 1,900
Percent of Open Interest Represented by Each Category of Trader
32.5 25.0 20.0 3.0 0.4 0.7 12.0 22.1 29.3 0.5 0.0 0.1 1.8 2.4
Number of Traders in Each Category Total Traders: 95
26 14 36 . . 4 22 20 39 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 is20,374,980
Positions
3,035,782 2,307,526 3,010,277 323,540 744,991 1,174,475 1,069,052 983,376 10,829,520 15,982 197,756 266,911 649,441 860,149
Changes from: February 2, 2021 Total Change is: 720,205
-112,507 -88,475 121,675 -24,634 143,427 14,965 195,671 -57,565 698,444 1,307 10,011 -192,719 18,002 70,442
Percent of Open Interest Represented by Each Category of Trader
14.9 11.3 14.8 1.6 3.7 5.8 5.2 4.8 53.2 0.1 1.0 1.3 3.2 4.2
Number of Traders in Each Category Total Traders: 279
28 47 69 17 18 26 49 68 104 14 27 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 470,806
Positions
40,805 161,443 110,156 1,990 14,565 10,536 171,765 38,813 127,365 563 141 7,409 218 379
Changes from: February 2, 2021 Total Change is: -2,034
3,272 -34,516 17,765 -101 1,001 2,027 -26,569 10,063 -917 -130 -90 2,561 58 72
Percent of Open Interest Represented by Each Category of Trader
8.7 34.3 23.4 0.4 3.1 2.2 36.5 8.2 27.1 0.1 0.0 1.6 0.0 0.1
Number of Traders in Each Category Total Traders: 99
11 25 21 . 4 . 22 25 35 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 223,893
Positions
45,358 78,658 37,215 3,686 6,860 675 59,822 27,634 70,316 5,278 925 1,467 76 143
Changes from: February 2, 2021 Total Change is: 19,879
11,201 1,578 3,556 -761 46 5 -9,463 332 14,558 794 -197 -8 -3 9
Percent of Open Interest Represented by Each Category of Trader
20.3 35.1 16.6 1.6 3.1 0.3 26.7 12.3 31.4 2.4 0.4 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 83
10 18 12 . . . 21 23 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 138,526
Positions
0 27,805 0 3,386 2,565 0 5,020 49,201 58,318 71,801 543 0 1 94
Changes from: February 2, 2021 Total Change is: 3,639
0 664 0 0 146 0 375 -1,292 4,114 -850 0 0 0 7
Percent of Open Interest Represented by Each Category of Trader
0.0 20.1 0.0 2.4 1.9 0.0 3.6 35.5 42.1 51.8 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 7 0 . 6 0 . 5 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 11,853
Positions
387 564 89 348 265 26 2,997 8,383 1,461 2,822 63 147 3,576 855
Changes from: February 2, 2021 Total Change is: 1,719
-35 118 -8 40 -92 6 96 1,233 345 814 -98 90 372 125
Percent of Open Interest Represented by Each Category of Trader
3.3 4.8 0.8 2.9 2.2 0.2 25.3 70.7 12.3 23.8 0.5 1.2 30.2 7.2
Number of Traders in Each Category Total Traders: 91
. . . . . . 36 17 14 24 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 36,255
Positions
9,921 953 0 7,122 9,199 1,144 9,566 17,603 1,225 1,715 2,419 185 5,377 3,527
Changes from: February 2, 2021 Total Change is: -722
1,143 -500 -3 -471 -674 1 -634 740 13 -292 -810 94 -573 417
Percent of Open Interest Represented by Each Category of Trader
27.4 2.6 0.0 19.6 25.4 3.2 26.4 48.6 3.4 4.7 6.7 0.5 14.8 9.7
Number of Traders in Each Category Total Traders: 107
5 . 0 7 9 . 24 31 6 18 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 371,861
Positions
48,269 28,057 10,138 161,474 79,323 20,844 43,201 142,515 48,824 9,881 3,786 9,785 19,445 28,589
Changes from: February 2, 2021 Total Change is: 53,642
3,140 4,691 431 26,291 31,931 2,654 12,673 6,646 6,116 1,202 19 1,563 -428 -409
Percent of Open Interest Represented by Each Category of Trader
13.0 7.5 2.7 43.4 21.3 5.6 11.6 38.3 13.1 2.7 1.0 2.6 5.2 7.7
Number of Traders in Each Category Total Traders: 178
9 15 19 16 31 20 28 51 47 12 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 45,104
Positions
3,147 4,272 52 31,054 1,268 30 915 39,393 0 9,600 26 0 306 63
Changes from: February 2, 2021 Total Change is: 2,497
-730 715 0 3,087 -715 30 78 2,466 -1 47 26 0 -14 -24
Percent of Open Interest Represented by Each Category of Trader
7.0 9.5 0.1 68.8 2.8 0.1 2.0 87.3 0.0 21.3 0.1 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 47
. . . 10 . . 5 7 0 16 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 12, 2021