Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 169,707
Positions
4,268 74,452 2,501 51,689 24,536 6,469 31,048 30,184 10,685 15,632 275 1,220 46,195 19,384
Changes from: February 9, 2021 Total Change is: 2,101
-1,095 365 14 840 -2,970 13 2,064 3,217 -79 -699 2 111 933 1,428
Percent of Open Interest Represented by Each Category of Trader
2.5 43.9 1.5 30.5 14.5 3.8 18.3 17.8 6.3 9.2 0.2 0.7 27.2 11.4
Number of Traders in Each Category Total Traders: 108
5 8 4 22 12 9 25 21 15 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 49,785
Positions
7,167 21,653 823 5,229 6,723 439 16,651 5,803 1,037 0 642 0 18,439 12,666
Changes from: February 9, 2021 Total Change is: -578
175 -112 24 520 17 53 -3,050 123 398 0 0 0 1,302 -1,081
Percent of Open Interest Represented by Each Category of Trader
14.4 43.5 1.7 10.5 13.5 0.9 33.4 11.7 2.1 0.0 1.3 0.0 37.0 25.4
Number of Traders in Each Category Total Traders: 47
6 7 . 8 7 4 10 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 193,199
Positions
11,371 46,849 6,143 58,569 51,667 4,662 46,416 29,379 19,531 2,943 6,863 372 43,192 27,733
Changes from: February 9, 2021 Total Change is: 3,957
95 5,016 401 2,008 -1,002 -153 -1,320 -3,128 2,645 -19 -106 109 192 176
Percent of Open Interest Represented by Each Category of Trader
5.9 24.2 3.2 30.3 26.7 2.4 24.0 15.2 10.1 1.5 3.6 0.2 22.4 14.4
Number of Traders in Each Category Total Traders: 112
6 11 10 20 18 15 28 21 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 201,322
Positions
10,045 105,687 2,859 89,331 13,289 7,447 39,809 34,222 8,567 15,375 573 0 27,889 28,679
Changes from: February 9, 2021 Total Change is: 6,753
36 -3,386 728 1,061 803 1,013 5,899 7,419 -691 482 5 0 -1,775 862
Percent of Open Interest Represented by Each Category of Trader
5.0 52.5 1.4 44.4 6.6 3.7 19.8 17.0 4.3 7.6 0.3 0.0 13.9 14.2
Number of Traders in Each Category Total Traders: 119
6 10 8 29 15 15 26 26 19 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 718,146
Positions
28,275 478,894 22,613 399,621 57,160 29,298 65,581 51,100 27,692 43,254 4,843 4,597 97,213 41,947
Changes from: February 9, 2021 Total Change is: 355
-1,617 3,797 -346 8,817 3,712 -18 -1,908 -1,287 -1,288 -1,231 30 -39 -2,014 -4,205
Percent of Open Interest Represented by Each Category of Trader
3.9 66.7 3.1 55.6 8.0 4.1 9.1 7.1 3.9 6.0 0.7 0.6 13.5 5.8
Number of Traders in Each Category Total Traders: 315
14 15 15 117 31 54 51 33 32 40 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 27,770
Positions
0 9,310 0 9,648 5,918 3,140 2,880 2,796 0 800 0 0 11,302 6,606
Changes from: February 9, 2021 Total Change is: 894
0 -2 0 -167 345 -130 825 0 0 0 0 0 366 681
Percent of Open Interest Represented by Each Category of Trader
0.0 33.5 0.0 34.7 21.3 11.3 10.4 10.1 0.0 2.9 0.0 0.0 40.7 23.8
Number of Traders in Each Category Total Traders: 25
0 . 0 11 7 8 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 17,619
Positions
437 2,161 24 6,514 7,193 1,377 0 1,986 0 0 573 77 9,190 4,228
Changes from: February 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.5 12.3 0.1 37.0 40.8 7.8 0.0 11.3 0.0 0.0 3.3 0.4 52.2 24.0
Number of Traders in Each Category Total Traders: 20
. . . 7 7 6 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 152,600
Positions
5,926 45,582 3,007 50,387 51,089 4,143 44,378 21,615 7,121 0 93 5 37,633 19,945
Changes from: February 9, 2021 Total Change is: 1,082
-53 -591 412 752 -486 566 -1,456 1,705 10 0 -24 -4 856 -506
Percent of Open Interest Represented by Each Category of Trader
3.9 29.9 2.0 33.0 33.5 2.7 29.1 14.2 4.7 0.0 0.1 0.0 24.7 13.1
Number of Traders in Each Category Total Traders: 88
. 9 5 20 9 9 24 20 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 30,462
Positions
548 9,767 35 19,071 2,705 0 7,096 14,792 9 1,617 1,728 0 2,086 1,426
Changes from: February 9, 2021 Total Change is: 3,135
349 70 0 2,223 -71 0 602 2,886 -1 -390 356 0 352 -105
Percent of Open Interest Represented by Each Category of Trader
1.8 32.1 0.1 62.6 8.9 0.0 23.3 48.6 0.0 5.3 5.7 0.0 6.8 4.7
Number of Traders in Each Category Total Traders: 55
. 5 . 11 . 0 12 10 . 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 163,961
Positions
763 99,065 726 72,064 5,159 1,059 73,114 31,672 4,494 3,640 18,300 170 7,930 3,316
Changes from: February 9, 2021 Total Change is: 5,308
-647 -528 120 -820 984 765 5,529 4,168 -318 90 313 165 424 -362
Percent of Open Interest Represented by Each Category of Trader
0.5 60.4 0.4 44.0 3.1 0.6 44.6 19.3 2.7 2.2 11.2 0.1 4.8 2.0
Number of Traders in Each Category Total Traders: 153
. 11 . 21 6 5 51 36 14 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 35,286
Positions
9,142 2,278 0 9,203 20,416 0 9,841 6,279 622 3,005 3,516 0 3,473 2,175
Changes from: February 9, 2021 Total Change is: 833
0 390 0 -47 -747 0 195 911 391 -58 -286 0 352 174
Percent of Open Interest Represented by Each Category of Trader
25.9 6.5 0.0 26.1 57.9 0.0 27.9 17.8 1.8 8.5 10.0 0.0 9.8 6.2
Number of Traders in Each Category Total Traders: 68
. . 0 13 5 0 16 13 . 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 48,121
Positions
3,601 17,961 15 13,057 6,644 560 23,404 18,407 424 750 1,533 6 6,304 2,571
Changes from: February 9, 2021 Total Change is: -549
-1,006 428 -2 604 -857 -237 1,388 336 44 -851 -160 0 -489 -101
Percent of Open Interest Represented by Each Category of Trader
7.5 37.3 0.0 27.1 13.8 1.2 48.6 38.3 0.9 1.6 3.2 0.0 13.1 5.3
Number of Traders in Each Category Total Traders: 96
6 5 . 18 6 . 35 18 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 14,002
Positions
720 404 0 3,441 3,133 0 8,108 8,612 0 252 425 0 1,481 1,428
Changes from: February 9, 2021 Total Change is: 125
0 276 0 562 -81 0 -189 131 0 -98 65 0 -150 -266
Percent of Open Interest Represented by Each Category of Trader
5.1 2.9 0.0 24.6 22.4 0.0 57.9 61.5 0.0 1.8 3.0 0.0 10.6 10.2
Number of Traders in Each Category Total Traders: 38
. . 0 6 . 0 12 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 47,105
Positions
15,981 13,748 598 12,311 1,197 478 7,523 9,228 895 123 14,332 0 9,197 6,629
Changes from: February 9, 2021 Total Change is: -2,886
180 -1,898 -99 -2,589 -39 68 -363 -716 -109 123 -91 0 -96 -2
Percent of Open Interest Represented by Each Category of Trader
33.9 29.2 1.3 26.1 2.5 1.0 16.0 19.6 1.9 0.3 30.4 0.0 19.5 14.1
Number of Traders in Each Category Total Traders: 97
17 16 4 22 . 7 18 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 94,209
Positions
31,961 27,497 1,195 24,622 2,394 956 15,045 18,456 1,790 245 28,663 0 18,394 13,258
Changes from: February 9, 2021 Total Change is: -5,772
360 -3,795 -197 -5,178 -78 135 -726 -1,432 -218 245 -182 0 -193 -4
Percent of Open Interest Represented by Each Category of Trader
33.9 29.2 1.3 26.1 2.5 1.0 16.0 19.6 1.9 0.3 30.4 0.0 19.5 14.1
Number of Traders in Each Category Total Traders: 97
17 16 4 22 . 7 18 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 24,027
Positions
2,308 15,418 1,295 13,941 772 2,514 1,286 3,217 0 400 444 0 2,283 367
Changes from: February 9, 2021 Total Change is: 432
282 -614 515 -164 -24 372 -372 -3 0 0 0 0 -201 186
Percent of Open Interest Represented by Each Category of Trader
9.6 64.2 5.4 58.0 3.2 10.5 5.4 13.4 0.0 1.7 1.8 0.0 9.5 1.5
Number of Traders in Each Category Total Traders: 28
5 6 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 691,002
Positions
79,139 159,551 32,971 252,586 87,298 59,200 57,859 104,662 112,702 20,288 63,909 2,732 73,525 67,976
Changes from: February 9, 2021 Total Change is: 3,448
-591 1,338 1,795 360 -401 -1,140 -122 6,169 519 8 -5,821 -180 2,799 1,169
Percent of Open Interest Represented by Each Category of Trader
11.5 23.1 4.8 36.6 12.6 8.6 8.4 15.1 16.3 2.9 9.2 0.4 10.6 9.8
Number of Traders in Each Category Total Traders: 580
36 36 43 161 84 119 78 106 101 42 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 40,193
Positions
11,876 15,326 338 1,000 0 0 7,602 3,330 10,347 1 501 0 9,029 10,352
Changes from: February 9, 2021 Total Change is: 1,556
-1,600 3,343 2 1,000 0 0 1,483 1,079 -1,289 0 300 0 1,959 -1,878
Percent of Open Interest Represented by Each Category of Trader
29.5 38.1 0.8 2.5 0.0 0.0 18.9 8.3 25.7 0.0 1.2 0.0 22.5 25.8
Number of Traders in Each Category Total Traders: 28
. 4 . . 0 0 9 9 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 12,830
Positions
6,200 4,499 0 4,352 5,788 505 279 856 135 0 0 0 1,359 1,047
Changes from: February 9, 2021 Total Change is: 92
-90 -63 0 0 0 0 -13 0 0 0 0 0 195 155
Percent of Open Interest Represented by Each Category of Trader
48.3 35.1 0.0 33.9 45.1 3.9 2.2 6.7 1.1 0.0 0.0 0.0 10.6 8.2
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 16, 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 25,498
Positions
8,760 21,794 0 11,281 309 173 2,664 1,901 21 0 0 0 2,599 1,300
Changes from: February 9, 2021 Total Change is: 3,066
994 2,381 0 2,019 -250 0 120 847 0 0 0 0 -67 88
Percent of Open Interest Represented by Each Category of Trader
34.4 85.5 0.0 44.2 1.2 0.7 10.4 7.5 0.1 0.0 0.0 0.0 10.2 5.1
Number of Traders in Each Category Total Traders: 35
. 8 0 14 . . 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 3,254,043
Positions
360,197 745,013 139,282 1,257,929 436,490 295,998 291,369 546,745 471,691 101,435 317,042 13,661 322,482 288,120
Changes from: February 9, 2021 Total Change is: 9,460
8,048 -7,019 5,958 -3,200 -2,004 -5,698 -2,378 31,098 3,393 41 -30,604 -901 4,197 15,237
Percent of Open Interest Represented by Each Category of Trader
11.1 22.9 4.3 38.7 13.4 9.1 9.0 16.8 14.5 3.1 9.7 0.4 9.9 8.9
Number of Traders in Each Category Total Traders: 577
37 35 42 161 84 119 78 103 97 42 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 46,580
Positions
3,597 43,340 0 36,588 173 142 2,627 2,021 0 0 0 0 3,626 904
Changes from: February 9, 2021 Total Change is: 498
-47 259 0 824 0 -61 -389 216 0 0 0 0 171 84
Percent of Open Interest Represented by Each Category of Trader
7.7 93.0 0.0 78.5 0.4 0.3 5.6 4.3 0.0 0.0 0.0 0.0 7.8 1.9
Number of Traders in Each Category Total Traders: 37
. 9 0 15 . . 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 18,735
Positions
4,458 17,575 0 10,207 566 351 935 0 0 0 0 0 2,784 243
Changes from: February 9, 2021 Total Change is: 94
182 -304 0 -206 566 0 0 0 0 0 0 0 118 -168
Percent of Open Interest Represented by Each Category of Trader
23.8 93.8 0.0 54.5 3.0 1.9 5.0 0.0 0.0 0.0 0.0 0.0 14.9 1.3
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 16, 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 51,052
Positions
6,123 17,259 161 31,028 23,962 2,003 2,005 4,279 49 370 0 0 9,313 3,339
Changes from: February 9, 2021 Total Change is: -522
-741 460 0 1,288 -1,717 -78 -465 404 -62 -291 0 0 -173 471
Percent of Open Interest Represented by Each Category of Trader
12.0 33.8 0.3 60.8 46.9 3.9 3.9 8.4 0.1 0.7 0.0 0.0 18.2 6.5
Number of Traders in Each Category Total Traders: 73
5 8 . 33 13 10 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 55,260
Positions
10,277 8,329 411 14,272 5,570 1,697 10,012 19,557 8,545 1,850 2,777 157 8,039 8,217
Changes from: February 9, 2021 Total Change is: -625
900 -671 48 -383 56 -1,235 309 1,212 -20 44 128 -197 -91 55
Percent of Open Interest Represented by Each Category of Trader
18.6 15.1 0.7 25.8 10.1 3.1 18.1 35.4 15.5 3.3 5.0 0.3 14.5 14.9
Number of Traders in Each Category Total Traders: 288
23 27 8 64 37 35 36 66 38 13 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 276,299
Positions
51,386 41,647 2,053 71,360 27,851 8,485 50,060 97,787 42,727 9,250 13,883 783 40,196 41,083
Changes from: February 9, 2021 Total Change is: -3,124
4,499 -3,357 238 -1,916 278 -6,174 1,544 6,062 -102 221 640 -983 -453 273
Percent of Open Interest Represented by Each Category of Trader
18.6 15.1 0.7 25.8 10.1 3.1 18.1 35.4 15.5 3.3 5.0 0.3 14.5 14.9
Number of Traders in Each Category Total Traders: 288
23 27 8 64 37 35 36 66 38 13 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 61,431
Positions
420 1,197 0 336 0 0 35,416 3,545 2,558 1,269 1,751 365 21,067 52,015
Changes from: February 9, 2021 Total Change is: -7,276
0 500 0 5 0 0 -10,926 662 112 332 -929 305 2,896 -7,926
Percent of Open Interest Represented by Each Category of Trader
0.7 1.9 0.0 0.5 0.0 0.0 57.7 5.8 4.2 2.1 2.9 0.6 34.3 84.7
Number of Traders in Each Category Total Traders: 25
. . 0 . 0 0 7 5 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 584,574
Positions
145,175 99,275 5,829 246,713 142,348 52,693 74,044 174,890 20,342 8,661 65,917 445 30,671 22,834
Changes from: February 9, 2021 Total Change is: 355
5,455 -7,173 -160 -1,465 4,963 734 -6,098 6,519 2,467 -550 -5,747 79 -107 -1,327
Percent of Open Interest Represented by Each Category of Trader
24.8 17.0 1.0 42.2 24.4 9.0 12.7 29.9 3.5 1.5 11.3 0.1 5.2 3.9
Number of Traders in Each Category Total Traders: 371
28 17 . 109 47 53 65 68 40 17 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 16,444
Positions
5,338 14,439 21 7,457 575 0 2,231 357 257 0 203 0 1,140 592
Changes from: February 9, 2021 Total Change is: -44
0 -267 2 54 -13 0 -265 -43 185 0 -20 0 -20 112
Percent of Open Interest Represented by Each Category of Trader
32.5 87.8 0.1 45.3 3.5 0.0 13.6 2.2 1.6 0.0 1.2 0.0 6.9 3.6
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 16, 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 54,297
Positions
13,645 10,447 1,330 14,937 1,179 718 14,637 7,401 35 1,393 843 0 7,602 32,344
Changes from: February 9, 2021 Total Change is: 2,313
566 1,018 -34 -35 -121 17 1,170 1,042 -38 12 -472 0 655 901
Percent of Open Interest Represented by Each Category of Trader
25.1 19.2 2.4 27.5 2.2 1.3 27.0 13.6 0.1 2.6 1.6 0.0 14.0 59.6
Number of Traders in Each Category Total Traders: 59
5 10 . 13 5 . 11 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 431,722
Positions
32,766 272,891 11,998 298,005 71,813 48,345 21,945 17,982 2,009 6,912 1,700 0 9,742 4,984
Changes from: February 9, 2021 Total Change is: 2,140
392 3,567 106 7,004 -1,293 3,076 -38 -1,955 188 -8,354 -1,533 0 -234 -16
Percent of Open Interest Represented by Each Category of Trader
7.6 63.2 2.8 69.0 16.6 11.2 5.1 4.2 0.5 1.6 0.4 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 186
14 15 6 74 40 40 20 14 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 1,239,724
Positions
106,042 644,128 3,434 824,311 343,488 109,517 100,403 70,465 3,155 46,599 50,943 5,082 41,181 9,512
Changes from: February 9, 2021 Total Change is: 2,125
1,423 -312 93 -1,492 14,552 2,959 2,138 -8,035 379 -1,248 -5,130 -1,428 -699 -953
Percent of Open Interest Represented by Each Category of Trader
8.6 52.0 0.3 66.5 27.7 8.8 8.1 5.7 0.3 3.8 4.1 0.4 3.3 0.8
Number of Traders in Each Category Total Traders: 433
33 16 7 179 69 75 60 31 19 32 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 173,334
Positions
18,542 124,633 28,407 23,597 5,752 3,196 87,442 420 10,311 1,088 75 0 751 540
Changes from: February 9, 2021 Total Change is: 425
154 168 -360 0 120 0 134 0 -4 0 0 0 501 501
Percent of Open Interest Represented by Each Category of Trader
10.7 71.9 16.4 13.6 3.3 1.8 50.4 0.2 5.9 0.6 0.0 0.0 0.4 0.3
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 16, 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 1,432,426
Positions
12,076 112,187 42,233 671,843 220,738 234,837 54,139 408,533 165,941 70,624 33,512 11,465 169,269 202,982
Changes from: February 9, 2021 Total Change is: 77,786
-514 776 4,759 -5,447 7,767 19,539 5,328 -15,795 46,238 -2,918 2,220 3,334 7,467 8,947
Percent of Open Interest Represented by Each Category of Trader
0.8 7.8 2.9 46.9 15.4 16.4 3.8 28.5 11.6 4.9 2.3 0.8 11.8 14.2
Number of Traders in Each Category Total Traders: 205
10 18 20 57 37 52 23 41 46 11 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 1,126,427
Positions
30,126 116,059 1,317 599,171 237,355 198,868 74,462 388,653 19,068 58,463 12,336 0 144,952 152,771
Changes from: February 9, 2021 Total Change is: 28,268
905 5,281 1,317 26,227 -2,227 -599 -776 17,047 9,959 -9,731 -1 0 966 -2,509
Percent of Open Interest Represented by Each Category of Trader
2.7 10.3 0.1 53.2 21.1 17.7 6.6 34.5 1.7 5.2 1.1 0.0 12.9 13.6
Number of Traders in Each Category Total Traders: 145
. 10 . 62 31 57 7 25 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 2,346,499
Positions
45,833 235,017 29,118 981,078 528,358 300,288 549,731 997,153 94,763 178,237 51,302 1,208 166,242 109,291
Changes from: February 9, 2021 Total Change is: 90,650
-24,358 70,757 14,687 10,739 5,696 4,293 62,952 -46,837 33,033 -3,955 382 -845 -5,897 9,484
Percent of Open Interest Represented by Each Category of Trader
2.0 10.0 1.2 41.8 22.5 12.8 23.4 42.5 4.0 7.6 2.2 0.1 7.1 4.7
Number of Traders in Each Category Total Traders: 302
9 37 11 93 31 70 57 40 37 24 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 4,742,951
Positions
200,401 317,743 264,636 1,261,176 1,306,081 884,118 615,381 375,457 764,277 298,114 200,504 74,914 379,935 555,221
Changes from: February 9, 2021 Total Change is: 275,669
28,405 21,714 33,632 -54,872 -8,602 67,980 25,910 5,336 129,636 19,559 -2,402 16,468 8,952 11,907
Percent of Open Interest Represented by Each Category of Trader
4.2 6.7 5.6 26.6 27.5 18.6 13.0 7.9 16.1 6.3 4.2 1.6 8.0 11.7
Number of Traders in Each Category Total Traders: 429
25 42 49 90 92 108 50 83 95 20 27 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 1,256,251
Positions
89,767 10,628 8,413 421,855 475,905 167,088 374,764 272,424 34,106 46,848 60,173 0 113,410 227,514
Changes from: February 9, 2021 Total Change is: 34,334
12,719 -16,501 1,473 -36,227 7,096 2,930 39,464 7,914 16,686 1,767 9,911 0 -4,478 4,825
Percent of Open Interest Represented by Each Category of Trader
7.1 0.8 0.7 33.6 37.9 13.3 29.8 21.7 2.7 3.7 4.8 0.0 9.0 18.1
Number of Traders in Each Category Total Traders: 149
9 . 6 28 60 45 24 13 19 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 3,810,481
Positions
62,599 209,835 68,966 1,412,535 913,038 647,683 667,636 1,173,949 288,378 348,057 148,704 14,507 300,119 345,421
Changes from: February 9, 2021 Total Change is: 150,995
-2,626 -18,343 26,685 12,174 -18,563 33,576 38,556 53,419 29,419 3,560 8,094 4,023 5,629 32,685
Percent of Open Interest Represented by Each Category of Trader
1.6 5.5 1.8 37.1 24.0 17.0 17.5 30.8 7.6 9.1 3.9 0.4 7.9 9.1
Number of Traders in Each Category Total Traders: 322
14 25 24 89 65 81 42 57 51 10 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 1,148,456
Positions
375,605 284,035 239,159 34,401 4,444 7,898 134,846 259,118 330,892 6,174 0 931 18,550 21,979
Changes from: February 9, 2021 Total Change is: 3,536
3,895 -2,647 9,715 220 0 -75 -3,059 6,448 -4,302 -122 0 -167 -2,569 -5,436
Percent of Open Interest Represented by Each Category of Trader
32.7 24.7 20.8 3.0 0.4 0.7 11.7 22.6 28.8 0.5 0.0 0.1 1.6 1.9
Number of Traders in Each Category Total Traders: 93
24 14 36 . . 4 20 21 38 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 is21,286,652
Positions
3,055,428 2,359,256 2,971,771 317,543 896,795 1,261,054 1,347,118 1,019,141 11,390,352 15,906 219,422 282,900 644,582 885,962
Changes from: February 9, 2021 Total Change is: 911,672
19,646 51,730 -38,506 -5,997 151,804 86,579 278,065 35,765 560,832 -77 21,666 15,989 -4,860 25,813
Percent of Open Interest Represented by Each Category of Trader
14.4 11.1 14.0 1.5 4.2 5.9 6.3 4.8 53.5 0.1 1.0 1.3 3.0 4.2
Number of Traders in Each Category Total Traders: 281
33 42 68 16 20 28 48 71 102 14 29 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 466,612
Positions
43,105 166,566 111,003 2,036 12,851 9,477 170,664 38,115 123,185 2,190 391 4,748 204 276
Changes from: February 9, 2021 Total Change is: -4,194
2,300 5,123 847 46 -1,714 -1,058 -1,101 -698 -4,180 1,627 250 -2,661 -14 -103
Percent of Open Interest Represented by Each Category of Trader
9.2 35.7 23.8 0.4 2.8 2.0 36.6 8.2 26.4 0.5 0.1 1.0 0.0 0.1
Number of Traders in Each Category Total Traders: 105
12 26 21 . 4 . 21 27 36 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 233,221
Positions
46,580 90,475 32,544 3,701 6,881 680 71,731 31,756 69,046 7,778 672 1,072 89 95
Changes from: February 9, 2021 Total Change is: 9,328
1,222 11,817 -4,671 15 21 5 11,909 4,122 -1,270 2,500 -253 -395 13 -48
Percent of Open Interest Represented by Each Category of Trader
20.0 38.8 14.0 1.6 3.0 0.3 30.8 13.6 29.6 3.3 0.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 90
10 21 13 . . . 25 23 30 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 142,525
Positions
0 27,734 0 3,386 2,844 0 5,180 43,010 68,313 65,641 543 0 5 81
Changes from: February 9, 2021 Total Change is: 3,999
0 -71 0 0 279 0 160 -6,191 9,995 -6,160 0 0 4 -13
Percent of Open Interest Represented by Each Category of Trader
0.0 19.5 0.0 2.4 2.0 0.0 3.6 30.2 47.9 46.1 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
0 7 0 . 7 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 12,216
Positions
368 564 61 338 339 9 3,142 8,644 1,466 3,030 121 167 3,635 844
Changes from: February 9, 2021 Total Change is: 363
-19 0 -28 -10 74 -17 145 261 5 208 58 20 59 -10
Percent of Open Interest Represented by Each Category of Trader
3.0 4.6 0.5 2.8 2.8 0.1 25.7 70.8 12.0 24.8 1.0 1.4 29.8 6.9
Number of Traders in Each Category Total Traders: 90
. . . . . . 34 18 15 23 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 36,039
Positions
10,131 953 0 6,706 9,871 1,143 10,300 17,161 892 1,430 2,441 139 5,297 3,438
Changes from: February 9, 2021 Total Change is: -216
210 0 0 -416 672 -1 734 -442 -333 -285 22 -46 -80 -88
Percent of Open Interest Represented by Each Category of Trader
28.1 2.6 0.0 18.6 27.4 3.2 28.6 47.6 2.5 4.0 6.8 0.4 14.7 9.5
Number of Traders in Each Category Total Traders: 106
4 . 0 7 11 . 20 33 7 17 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 423,940
Positions
57,296 31,799 12,019 184,601 90,358 20,546 44,307 160,078 60,785 8,891 4,396 13,409 22,086 30,550
Changes from: February 9, 2021 Total Change is: 52,079
9,027 3,742 1,881 23,127 11,035 -298 1,106 17,563 11,961 -990 610 3,624 2,641 1,961
Percent of Open Interest Represented by Each Category of Trader
13.5 7.5 2.8 43.5 21.3 4.8 10.5 37.8 14.3 2.1 1.0 3.2 5.2 7.2
Number of Traders in Each Category Total Traders: 180
12 12 19 13 31 20 34 51 54 8 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 54,948
Positions
3,147 4,276 48 48,222 1,268 30 823 49,030 0 2,325 233 0 353 63
Changes from: February 9, 2021 Total Change is: 9,844
0 4 -4 17,168 0 0 -92 9,637 0 -7,275 207 0 47 0
Percent of Open Interest Represented by Each Category of Trader
5.7 7.8 0.1 87.8 2.3 0.1 1.5 89.2 0.0 4.2 0.4 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 48
. . . 12 . . 4 8 0 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 19, 2021