Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 179,176
Positions
2,541 81,250 2,903 51,850 22,256 7,094 32,418 33,093 12,795 16,929 200 1,359 51,288 18,226
Changes from: February 16, 2021 Total Change is: 9,469
-1,727 6,798 402 162 -2,280 625 1,369 2,908 2,109 1,297 -75 139 5,093 -1,158
Percent of Open Interest Represented by Each Category of Trader
1.4 45.3 1.6 28.9 12.4 4.0 18.1 18.5 7.1 9.4 0.1 0.8 28.6 10.2
Number of Traders in Each Category Total Traders: 116
. 12 4 23 13 10 24 24 15 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 54,783
Positions
9,374 20,819 966 4,152 7,196 470 22,429 8,113 1,468 0 642 0 15,924 15,110
Changes from: February 16, 2021 Total Change is: 4,998
2,207 -834 143 -1,077 473 31 5,778 2,310 431 0 0 0 -2,515 2,444
Percent of Open Interest Represented by Each Category of Trader
17.1 38.0 1.8 7.6 13.1 0.9 40.9 14.8 2.7 0.0 1.2 0.0 29.1 27.6
Number of Traders in Each Category Total Traders: 52
6 7 . 6 8 . 12 12 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 204,051
Positions
10,137 52,048 6,165 60,652 47,927 5,685 49,697 31,435 18,216 4,021 6,605 42 49,436 35,929
Changes from: February 16, 2021 Total Change is: 10,852
-1,235 5,199 22 2,083 -3,739 1,023 3,281 2,055 -1,316 1,078 -258 -331 6,245 8,196
Percent of Open Interest Represented by Each Category of Trader
5.0 25.5 3.0 29.7 23.5 2.8 24.4 15.4 8.9 2.0 3.2 0.0 24.2 17.6
Number of Traders in Each Category Total Traders: 121
5 12 9 21 18 15 30 26 17 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 194,943
Positions
13,700 92,665 2,807 81,602 16,093 7,558 39,090 39,879 8,565 15,382 571 0 26,238 26,805
Changes from: February 16, 2021 Total Change is: -6,379
3,656 -13,022 -52 -7,729 2,804 111 -718 5,658 -1 7 -2 0 -1,652 -1,874
Percent of Open Interest Represented by Each Category of Trader
7.0 47.5 1.4 41.9 8.3 3.9 20.1 20.5 4.4 7.9 0.3 0.0 13.5 13.7
Number of Traders in Each Category Total Traders: 115
8 9 9 25 16 14 28 22 19 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 743,343
Positions
27,524 483,228 33,662 404,739 58,174 30,365 71,137 55,981 29,850 41,330 5,178 4,849 99,887 42,056
Changes from: February 16, 2021 Total Change is: 25,197
-752 4,335 11,049 5,117 1,013 1,067 5,556 4,881 2,158 -1,924 334 252 2,673 109
Percent of Open Interest Represented by Each Category of Trader
3.7 65.0 4.5 54.4 7.8 4.1 9.6 7.5 4.0 5.6 0.7 0.7 13.4 5.7
Number of Traders in Each Category Total Traders: 318
15 14 15 118 30 52 52 36 33 37 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 28,684
Positions
0 9,318 0 9,793 6,696 3,153 3,351 2,812 0 800 0 0 11,587 6,705
Changes from: February 16, 2021 Total Change is: 914
0 8 0 145 778 13 471 16 0 0 0 0 285 99
Percent of Open Interest Represented by Each Category of Trader
0.0 32.5 0.0 34.1 23.3 11.0 11.7 9.8 0.0 2.8 0.0 0.0 40.4 23.4
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 23, 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 18,742
Positions
437 2,078 24 6,537 6,721 1,298 1,000 3,285 0 0 573 77 9,369 4,686
Changes from: February 16, 2021 Total Change is: 1,123
0 -83 0 23 -472 -79 1,000 1,299 0 0 0 0 179 458
Percent of Open Interest Represented by Each Category of Trader
2.3 11.1 0.1 34.9 35.9 6.9 5.3 17.5 0.0 0.0 3.1 0.4 50.0 25.0
Number of Traders in Each Category Total Traders: 21
. . . 7 6 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 159,964
Positions
5,799 49,942 3,776 50,813 44,452 5,585 43,643 25,821 10,235 465 826 0 39,648 19,326
Changes from: February 16, 2021 Total Change is: 7,364
-127 4,360 768 426 -6,637 1,442 -735 4,206 3,115 465 733 -5 2,015 -618
Percent of Open Interest Represented by Each Category of Trader
3.6 31.2 2.4 31.8 27.8 3.5 27.3 16.1 6.4 0.3 0.5 0.0 24.8 12.1
Number of Traders in Each Category Total Traders: 91
4 10 5 20 9 10 25 19 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 31,034
Positions
571 9,797 35 19,002 2,703 0 7,958 15,465 2 1,493 1,531 0 1,973 1,501
Changes from: February 16, 2021 Total Change is: 572
23 30 0 -69 -2 0 862 673 -7 -124 -197 0 -113 75
Percent of Open Interest Represented by Each Category of Trader
1.8 31.6 0.1 61.2 8.7 0.0 25.6 49.8 0.0 4.8 4.9 0.0 6.4 4.8
Number of Traders in Each Category Total Traders: 50
. 5 . 9 . 0 13 8 . 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 166,319
Positions
732 101,003 692 70,384 3,868 1,900 74,002 28,904 8,380 3,295 17,848 161 6,773 3,563
Changes from: February 16, 2021 Total Change is: 2,358
-31 1,938 -34 -1,680 -1,291 841 888 -2,768 3,886 -345 -452 -9 -1,157 247
Percent of Open Interest Represented by Each Category of Trader
0.4 60.7 0.4 42.3 2.3 1.1 44.5 17.4 5.0 2.0 10.7 0.1 4.1 2.1
Number of Traders in Each Category Total Traders: 145
4 9 . 21 5 8 52 29 15 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 36,249
Positions
9,088 1,933 158 8,066 21,969 435 10,961 5,939 829 3,433 3,463 0 3,279 1,523
Changes from: February 16, 2021 Total Change is: 963
-54 -345 158 -1,137 1,553 435 1,120 -340 207 428 -53 0 -194 -652
Percent of Open Interest Represented by Each Category of Trader
25.1 5.3 0.4 22.3 60.6 1.2 30.2 16.4 2.3 9.5 9.6 0.0 9.0 4.2
Number of Traders in Each Category Total Traders: 66
. . . 10 6 . 16 10 6 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 48,238
Positions
3,011 19,544 11 13,622 4,156 362 23,091 18,947 763 852 1,641 6 6,520 2,808
Changes from: February 16, 2021 Total Change is: 117
-590 1,583 -4 565 -2,488 -198 -313 540 339 102 108 0 216 237
Percent of Open Interest Represented by Each Category of Trader
6.2 40.5 0.0 28.2 8.6 0.8 47.9 39.3 1.6 1.8 3.4 0.0 13.5 5.8
Number of Traders in Each Category Total Traders: 95
4 8 . 19 4 . 36 16 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 13,505
Positions
720 275 0 4,020 3,139 0 7,249 8,174 1 252 425 0 1,263 1,491
Changes from: February 16, 2021 Total Change is: -497
0 -129 0 579 6 0 -859 -438 1 0 0 0 -218 63
Percent of Open Interest Represented by Each Category of Trader
5.3 2.0 0.0 29.8 23.2 0.0 53.7 60.5 0.0 1.9 3.1 0.0 9.4 11.0
Number of Traders in Each Category Total Traders: 37
. . 0 6 4 0 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 46,192
Positions
16,839 12,333 724 11,445 1,772 334 6,870 9,541 982 0 14,315 0 8,998 6,191
Changes from: February 16, 2021 Total Change is: -913
858 -1,416 127 -866 575 -144 -653 313 87 -123 -17 0 -199 -438
Percent of Open Interest Represented by Each Category of Trader
36.5 26.7 1.6 24.8 3.8 0.7 14.9 20.7 2.1 0.0 31.0 0.0 19.5 13.4
Number of Traders in Each Category Total Traders: 100
18 15 4 19 5 6 20 17 12 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 92,383
Positions
33,677 24,665 1,448 22,890 3,544 668 13,739 19,082 1,964 0 28,630 0 17,997 12,382
Changes from: February 16, 2021 Total Change is: -1,826
1,716 -2,832 253 -1,732 1,150 -288 -1,306 625 174 -245 -33 0 -397 -875
Percent of Open Interest Represented by Each Category of Trader
36.5 26.7 1.6 24.8 3.8 0.7 14.9 20.7 2.1 0.0 31.0 0.0 19.5 13.4
Number of Traders in Each Category Total Traders: 100
18 15 4 19 5 6 20 17 12 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 24,734
Positions
2,490 15,539 1,345 14,678 713 2,628 1,066 4,040 0 400 0 0 2,127 469
Changes from: February 16, 2021 Total Change is: 707
182 121 50 737 -59 114 -220 823 0 0 -444 0 -156 102
Percent of Open Interest Represented by Each Category of Trader
10.1 62.8 5.4 59.3 2.9 10.6 4.3 16.3 0.0 1.6 0.0 0.0 8.6 1.9
Number of Traders in Each Category Total Traders: 30
6 6 . 12 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 685,623
Positions
76,728 170,422 28,998 252,321 90,210 61,149 62,609 96,661 108,938 20,096 59,815 2,877 71,906 66,552
Changes from: February 16, 2021 Total Change is: -5,379
-2,411 10,871 -3,973 -265 2,912 1,950 4,750 -8,001 -3,765 -192 -4,095 145 -1,619 -1,424
Percent of Open Interest Represented by Each Category of Trader
11.2 24.9 4.2 36.8 13.2 8.9 9.1 14.1 15.9 2.9 8.7 0.4 10.5 9.7
Number of Traders in Each Category Total Traders: 577
36 37 40 159 86 118 81 97 102 45 36 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 41,625
Positions
10,384 15,798 269 1,000 0 0 8,481 6,164 10,488 0 900 0 11,003 8,006
Changes from: February 16, 2021 Total Change is: 1,432
-1,492 472 -69 0 0 0 879 2,834 141 -1 399 0 1,974 -2,346
Percent of Open Interest Represented by Each Category of Trader
24.9 38.0 0.6 2.4 0.0 0.0 20.4 14.8 25.2 0.0 2.2 0.0 26.4 19.2
Number of Traders in Each Category Total Traders: 23
. . . . 0 0 7 7 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,164
Positions
6,200 4,361 0 4,751 5,453 840 281 1,348 0 0 0 0 1,092 1,162
Changes from: February 16, 2021 Total Change is: 334
0 -138 0 399 -335 335 2 492 -135 0 0 0 -267 115
Percent of Open Interest Represented by Each Category of Trader
47.1 33.1 0.0 36.1 41.4 6.4 2.1 10.2 0.0 0.0 0.0 0.0 8.3 8.8
Number of Traders in Each Category Total Traders: 23
5 7 0 . 4 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 26,503
Positions
7,510 23,086 0 13,240 309 173 2,983 1,273 22 0 0 0 2,575 1,640
Changes from: February 16, 2021 Total Change is: 1,005
-1,250 1,292 0 1,959 0 0 319 -628 1 0 0 0 -24 340
Percent of Open Interest Represented by Each Category of Trader
28.3 87.1 0.0 50.0 1.2 0.7 11.3 4.8 0.1 0.0 0.0 0.0 9.7 6.2
Number of Traders in Each Category Total Traders: 35
. 9 0 14 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 3,219,988
Positions
336,611 778,015 138,754 1,256,605 451,051 305,747 317,107 498,948 445,784 100,477 294,572 14,387 304,516 292,730
Changes from: February 16, 2021 Total Change is: -34,055
-23,586 33,002 -528 -1,323 14,561 9,749 25,738 -47,797 -25,907 -958 -22,470 726 -17,966 4,610
Percent of Open Interest Represented by Each Category of Trader
10.5 24.2 4.3 39.0 14.0 9.5 9.8 15.5 13.8 3.1 9.1 0.4 9.5 9.1
Number of Traders in Each Category Total Traders: 575
36 37 39 159 86 118 80 96 101 45 36 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 50,418
Positions
2,906 46,837 0 41,001 173 142 2,644 2,614 0 0 0 0 3,725 652
Changes from: February 16, 2021 Total Change is: 3,838
-691 3,497 0 4,413 0 0 17 593 0 0 0 0 99 -252
Percent of Open Interest Represented by Each Category of Trader
5.8 92.9 0.0 81.3 0.3 0.3 5.2 5.2 0.0 0.0 0.0 0.0 7.4 1.3
Number of Traders in Each Category Total Traders: 38
. 9 0 16 . . 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 19,363
Positions
4,558 18,698 0 10,861 107 244 935 0 0 0 0 0 2,765 314
Changes from: February 16, 2021 Total Change is: 628
100 1,123 0 654 -459 -107 0 0 0 0 0 0 -19 71
Percent of Open Interest Represented by Each Category of Trader
23.5 96.6 0.0 56.1 0.6 1.3 4.8 0.0 0.0 0.0 0.0 0.0 14.3 1.6
Number of Traders in Each Category Total Traders: 21
. 8 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,918
Positions
9,083 11,482 0 6,851 4,647 0 0 807 0 0 0 0 1,984 982
Changes from: February 16, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.7 64.1 0.0 38.2 25.9 0.0 0.0 4.5 0.0 0.0 0.0 0.0 11.1 5.5
Number of Traders in Each Category Total Traders: 20
6 4 0 5 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 125,938
Positions
91,857 99,464 25,974 0 0 0 7,607 0 0 0 0 0 500 500
Changes from: February 16, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
72.9 79.0 20.6 0.0 0.0 0.0 6.0 0.0 0.0 0.0 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 20
8 11 6 0 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 50,452
Positions
5,515 17,228 265 30,788 24,520 2,123 2,252 3,140 3 370 0 0 9,136 3,173
Changes from: February 16, 2021 Total Change is: -600
-608 -31 104 -240 558 120 247 -1,139 -46 0 0 0 -177 -166
Percent of Open Interest Represented by Each Category of Trader
10.9 34.1 0.5 61.0 48.6 4.2 4.5 6.2 0.0 0.7 0.0 0.0 18.1 6.3
Number of Traders in Each Category Total Traders: 73
5 8 . 32 15 9 7 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 55,235
Positions
13,911 6,852 377 11,575 7,155 1,608 10,435 20,591 7,089 1,817 3,517 143 8,280 7,903
Changes from: February 16, 2021 Total Change is: -24
3,633 -1,477 -33 -2,697 1,585 -89 423 1,034 -1,456 -33 740 -14 241 -314
Percent of Open Interest Represented by Each Category of Trader
25.2 12.4 0.7 21.0 13.0 2.9 18.9 37.3 12.8 3.3 6.4 0.3 15.0 14.3
Number of Traders in Each Category Total Traders: 311
28 25 11 60 47 39 39 72 36 15 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 276,177
Positions
69,553 34,262 1,886 57,877 35,774 8,040 52,176 102,955 35,447 9,083 17,585 714 41,402 39,516
Changes from: February 16, 2021 Total Change is: -122
18,167 -7,386 -167 -13,483 7,923 -445 2,116 5,168 -7,280 -167 3,702 -69 1,206 -1,568
Percent of Open Interest Represented by Each Category of Trader
25.2 12.4 0.7 21.0 13.0 2.9 18.9 37.3 12.8 3.3 6.4 0.3 15.0 14.3
Number of Traders in Each Category Total Traders: 311
28 25 11 60 47 39 39 72 36 15 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 57,205
Positions
400 7,286 0 328 0 0 15,956 33,606 1,887 2,514 1,196 365 35,755 12,865
Changes from: February 16, 2021 Total Change is: -4,226
-20 6,089 0 -8 0 0 -19,461 30,061 -671 1,245 -555 0 14,688 -39,150
Percent of Open Interest Represented by Each Category of Trader
0.7 12.7 0.0 0.6 0.0 0.0 27.9 58.7 3.3 4.4 2.1 0.6 62.5 22.5
Number of Traders in Each Category Total Traders: 26
. . 0 . 0 0 6 6 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 585,467
Positions
144,673 105,425 5,980 249,837 136,467 52,189 78,590 179,665 15,529 7,218 67,924 290 31,162 21,999
Changes from: February 16, 2021 Total Change is: 893
-502 6,150 151 3,124 -5,881 -504 4,546 4,774 -4,813 -1,443 2,007 -155 490 -835
Percent of Open Interest Represented by Each Category of Trader
24.7 18.0 1.0 42.7 23.3 8.9 13.4 30.7 2.7 1.2 11.6 0.0 5.3 3.8
Number of Traders in Each Category Total Traders: 365
30 19 4 108 47 54 56 67 30 18 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 17,673
Positions
5,338 15,916 21 7,976 567 0 2,382 492 32 0 0 0 1,924 645
Changes from: February 16, 2021 Total Change is: 1,229
0 1,477 0 519 -8 0 151 135 -225 0 -203 0 784 53
Percent of Open Interest Represented by Each Category of Trader
30.2 90.1 0.1 45.1 3.2 0.0 13.5 2.8 0.2 0.0 0.0 0.0 10.9 3.6
Number of Traders in Each Category Total Traders: 24
. 9 . 8 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 53,292
Positions
13,809 9,723 1,250 13,321 1,535 133 16,310 6,320 206 1,389 1,564 0 6,874 32,561
Changes from: February 16, 2021 Total Change is: -1,005
164 -724 -80 -1,616 356 -585 1,673 -1,081 171 -4 721 0 -728 217
Percent of Open Interest Represented by Each Category of Trader
25.9 18.2 2.3 25.0 2.9 0.2 30.6 11.9 0.4 2.6 2.9 0.0 12.9 61.1
Number of Traders in Each Category Total Traders: 60
6 10 . 11 4 . 13 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 432,836
Positions
32,853 272,094 12,118 294,014 70,476 51,702 22,488 14,234 2,512 6,965 2,642 0 10,184 7,058
Changes from: February 16, 2021 Total Change is: 1,114
87 -797 120 -3,991 -1,337 3,357 543 -3,748 503 53 942 0 442 2,074
Percent of Open Interest Represented by Each Category of Trader
7.6 62.9 2.8 67.9 16.3 11.9 5.2 3.3 0.6 1.6 0.6 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 179
12 13 6 73 39 42 23 9 7 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 1,233,983
Positions
111,290 642,658 3,124 833,755 335,636 111,276 91,230 65,380 3,252 38,993 51,841 5,104 35,959 15,712
Changes from: February 16, 2021 Total Change is: -5,741
5,248 -1,470 -310 9,444 -7,852 1,759 -9,173 -5,085 97 -7,606 898 22 -5,222 6,200
Percent of Open Interest Represented by Each Category of Trader
9.0 52.1 0.3 67.6 27.2 9.0 7.4 5.3 0.3 3.2 4.2 0.4 2.9 1.3
Number of Traders in Each Category Total Traders: 430
33 15 7 185 68 80 61 28 20 28 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 173,743
Positions
19,297 125,328 28,922 23,597 5,952 3,196 87,615 410 9,801 1,061 75 0 254 59
Changes from: February 16, 2021 Total Change is: 409
755 695 515 0 200 0 173 -10 -510 -27 0 0 -497 -481
Percent of Open Interest Represented by Each Category of Trader
11.1 72.1 16.6 13.6 3.4 1.8 50.4 0.2 5.6 0.6 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 80
11 17 16 14 . . 27 . 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 1,425,498
Positions
8,722 105,580 35,267 669,064 275,772 221,005 60,308 375,694 148,062 87,372 34,255 10,344 185,354 219,518
Changes from: February 16, 2021 Total Change is: -6,928
-3,354 -6,606 -6,965 -2,779 55,035 -13,832 6,169 -32,839 -17,879 16,748 743 -1,121 16,085 16,536
Percent of Open Interest Represented by Each Category of Trader
0.6 7.4 2.5 46.9 19.3 15.5 4.2 26.4 10.4 6.1 2.4 0.7 13.0 15.4
Number of Traders in Each Category Total Traders: 194
7 12 15 54 38 55 22 39 44 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 1,188,957
Positions
33,070 111,239 1,634 597,852 249,438 223,458 68,209 377,549 48,340 65,388 12,812 901 150,105 163,586
Changes from: February 16, 2021 Total Change is: 62,530
2,944 -4,820 317 -1,319 12,083 24,590 -6,253 -11,104 29,272 6,925 476 901 5,153 10,815
Percent of Open Interest Represented by Each Category of Trader
2.8 9.4 0.1 50.3 21.0 18.8 5.7 31.8 4.1 5.5 1.1 0.1 12.6 13.8
Number of Traders in Each Category Total Traders: 149
. 11 . 59 31 55 8 26 18 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 2,379,056
Positions
44,521 297,474 22,778 961,830 476,462 293,202 610,128 1,034,621 94,892 174,949 52,397 30,967 145,789 76,263
Changes from: February 16, 2021 Total Change is: 32,557
-1,312 62,457 -6,340 -19,248 -51,896 -7,086 60,397 37,468 128 -3,288 1,095 29,759 -20,453 -33,028
Percent of Open Interest Represented by Each Category of Trader
1.9 12.5 1.0 40.4 20.0 12.3 25.6 43.5 4.0 7.4 2.2 1.3 6.1 3.2
Number of Traders in Each Category Total Traders: 300
9 37 15 95 30 70 56 38 32 21 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 4,885,734
Positions
144,291 278,806 286,478 1,224,890 1,188,067 943,602 564,155 425,863 848,485 356,417 209,730 78,260 439,157 626,445
Changes from: February 16, 2021 Total Change is: 142,783
-56,110 -38,937 21,842 -36,286 -118,014 59,483 -51,225 50,405 84,208 58,303 9,226 3,346 59,222 71,223
Percent of Open Interest Represented by Each Category of Trader
3.0 5.7 5.9 25.1 24.3 19.3 11.5 8.7 17.4 7.3 4.3 1.6 9.0 12.8
Number of Traders in Each Category Total Traders: 422
20 40 46 85 95 106 54 80 90 23 25 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 1,362,907
Positions
90,145 27,484 14,533 388,610 427,983 179,652 389,060 273,979 105,752 56,901 68,239 3,000 135,254 262,285
Changes from: February 16, 2021 Total Change is: 106,656
378 16,856 6,120 -33,245 -47,922 12,564 14,296 1,555 71,646 10,053 8,066 3,000 21,844 34,771
Percent of Open Interest Represented by Each Category of Trader
6.6 2.0 1.1 28.5 31.4 13.2 28.5 20.1 7.8 4.2 5.0 0.2 9.9 19.2
Number of Traders in Each Category Total Traders: 144
7 8 9 19 58 46 25 13 21 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 4,069,175
Positions
57,969 246,302 74,223 1,379,969 896,709 653,576 732,916 1,135,197 500,072 313,581 135,886 32,107 324,761 395,102
Changes from: February 16, 2021 Total Change is: 258,694
-4,630 36,468 5,257 -32,565 -16,329 5,893 65,279 -38,752 211,694 -34,476 -12,817 17,600 24,642 49,681
Percent of Open Interest Represented by Each Category of Trader
1.4 6.1 1.8 33.9 22.0 16.1 18.0 27.9 12.3 7.7 3.3 0.8 8.0 9.7
Number of Traders in Each Category Total Traders: 312
12 26 24 81 63 84 38 62 59 12 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 1,192,400
Positions
418,782 281,616 251,915 26,899 4,444 9,097 107,794 273,565 348,216 7,475 0 0 22,222 23,547
Changes from: February 16, 2021 Total Change is: 43,944
43,177 -2,419 12,756 -7,502 0 1,199 -27,052 14,447 17,324 1,301 0 -931 3,672 1,568
Percent of Open Interest Represented by Each Category of Trader
35.1 23.6 21.1 2.3 0.4 0.8 9.0 22.9 29.2 0.6 0.0 0.0 1.9 2.0
Number of Traders in Each Category Total Traders: 96
24 17 39 . . 4 22 19 36 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 is22,053,873
Positions
2,869,021 1,986,182 3,189,104 363,319 929,281 1,463,059 1,386,243 1,208,286 11,874,061 17,759 232,141 288,360 602,946 883,398
Changes from: February 16, 2021 Total Change is: 767,221
-186,407 -373,074 217,334 45,776 32,485 202,005 39,125 189,145 483,709 1,854 12,720 5,460 -41,636 -2,564
Percent of Open Interest Represented by Each Category of Trader
13.0 9.0 14.5 1.6 4.2 6.6 6.3 5.5 53.8 0.1 1.1 1.3 2.7 4.0
Number of Traders in Each Category Total Traders: 285
30 43 70 19 15 27 51 71 101 13 33 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 480,932
Positions
37,784 175,873 122,679 2,265 13,948 11,375 184,246 35,074 115,392 2,237 285 4,647 306 1,659
Changes from: February 16, 2021 Total Change is: 14,320
-5,321 9,307 11,676 229 1,097 1,898 13,582 -3,042 -7,793 47 -106 -101 103 1,384
Percent of Open Interest Represented by Each Category of Trader
7.9 36.6 25.5 0.5 2.9 2.4 38.3 7.3 24.0 0.5 0.1 1.0 0.1 0.3
Number of Traders in Each Category Total Traders: 105
11 28 22 . 4 . 24 24 35 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 255,102
Positions
46,158 113,953 34,091 2,462 6,887 693 94,080 30,357 67,204 9,238 694 1,017 159 206
Changes from: February 16, 2021 Total Change is: 21,881
-422 23,478 1,547 -1,239 6 13 22,349 -1,399 -1,842 1,460 22 -55 70 111
Percent of Open Interest Represented by Each Category of Trader
18.1 44.7 13.4 1.0 2.7 0.3 36.9 11.9 26.3 3.6 0.3 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 88
9 22 13 . . . 24 22 30 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 147,511
Positions
0 26,384 0 3,386 2,613 0 5,111 45,854 71,972 67,021 543 0 21 145
Changes from: February 16, 2021 Total Change is: 4,986
0 -1,350 0 0 -231 0 -69 2,844 3,659 1,380 0 0 16 64
Percent of Open Interest Represented by Each Category of Trader
0.0 17.9 0.0 2.3 1.8 0.0 3.5 31.1 48.8 45.4 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 6 0 . 7 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 11,394
Positions
332 464 62 314 551 0 2,446 7,503 1,481 3,656 250 101 3,001 981
Changes from: February 16, 2021 Total Change is: -822
-36 -100 1 -24 212 -9 -695 -1,141 15 626 129 -66 -634 137
Percent of Open Interest Represented by Each Category of Trader
2.9 4.1 0.5 2.8 4.8 0.0 21.5 65.9 13.0 32.1 2.2 0.9 26.3 8.6
Number of Traders in Each Category Total Traders: 87
. . . . . 0 32 17 15 22 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 41,446
Positions
10,656 953 0 6,903 9,082 1,146 11,214 18,919 4,127 2,146 2,704 191 5,064 4,324
Changes from: February 16, 2021 Total Change is: 5,407
525 0 0 197 -789 3 914 1,758 3,235 715 263 51 -233 886
Percent of Open Interest Represented by Each Category of Trader
25.7 2.3 0.0 16.7 21.9 2.8 27.1 45.6 10.0 5.2 6.5 0.5 12.2 10.4
Number of Traders in Each Category Total Traders: 108
5 . 0 6 12 . 20 38 7 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 392,604
Positions
61,341 25,210 7,031 181,148 81,881 20,371 29,643 160,579 52,534 8,306 3,573 10,503 21,727 30,922
Changes from: February 16, 2021 Total Change is: -31,336
4,045 -6,589 -4,988 -3,453 -8,477 -175 -14,664 501 -8,251 -585 -823 -2,906 -359 372
Percent of Open Interest Represented by Each Category of Trader
15.6 6.4 1.8 46.1 20.9 5.2 7.6 40.9 13.4 2.1 0.9 2.7 5.5 7.9
Number of Traders in Each Category Total Traders: 175
9 16 17 14 28 16 29 54 57 7 10 11
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Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,571
Positions
3,147 4,276 48 41,616 1,115 30 830 42,955 0 2,492 94 1 407 52
Changes from: February 16, 2021 Total Change is: -6,377
0 0 0 -6,606 -153 0 7 -6,075 0 167 -139 1 54 -11
Percent of Open Interest Represented by Each Category of Trader
6.5 8.8 0.1 85.7 2.3 0.1 1.7 88.4 0.0 5.1 0.2 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 48
. . . 12 . . 4 7 0 16 . .
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Updated February 26, 2021