Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 165,357
Positions
34,088 14,914 8,032 41,535 45,629 5,135 16,350 44,211 14,646 13,463 4,777 484 31,624 27,530
Changes from: December 14, 2021 Total Change is: -40,356
29,156 -8,048 -38,089 -4,848 6,995 406 -11,425 1,452 -3,288 621 466 -32 -12,856 -216
Percent of Open Interest Represented by Each Category of Trader
20.6 9.0 4.9 25.1 27.6 3.1 9.9 26.7 8.9 8.1 2.9 0.3 19.1 16.6
Number of Traders in Each Category Total Traders: 118
8 6 8 19 21 12 16 31 17 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 44,682
Positions
20,458 1,460 381 5,633 15,111 1,287 3,914 6,204 1,907 0 479 0 11,101 17,853
Changes from: December 14, 2021 Total Change is: 3,523
858 4 -61 934 718 121 1,010 1,832 926 0 0 0 -265 -17
Percent of Open Interest Represented by Each Category of Trader
45.8 3.3 0.9 12.6 33.8 2.9 8.8 13.9 4.3 0.0 1.1 0.0 24.8 40.0
Number of Traders in Each Category Total Traders: 42
4 . . 6 14 5 6 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 229,460
Positions
123,422 12,358 5,891 30,538 111,338 4,213 21,892 34,633 16,797 4,537 8,864 0 22,170 35,365
Changes from: December 14, 2021 Total Change is: -6,549
2 1,930 -810 438 -4,523 -18 -7,425 1,789 -276 -11 -115 0 1,550 -4,526
Percent of Open Interest Represented by Each Category of Trader
53.8 5.4 2.6 13.3 48.5 1.8 9.5 15.1 7.3 2.0 3.9 0.0 9.7 15.4
Number of Traders in Each Category Total Traders: 124
8 6 6 10 38 15 18 31 19 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 199,173
Positions
95,293 3,539 2,061 39,408 88,894 6,203 25,726 49,397 12,194 526 484 32 17,730 36,369
Changes from: December 14, 2021 Total Change is: 8,201
5,160 1,166 130 924 3,103 161 1,689 2,329 797 19 -5 -13 -665 532
Percent of Open Interest Represented by Each Category of Trader
47.8 1.8 1.0 19.8 44.6 3.1 12.9 24.8 6.1 0.3 0.2 0.0 8.9 18.3
Number of Traders in Each Category Total Traders: 114
11 . 7 17 28 13 20 30 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 719,318
Positions
33,294 277,535 15,621 409,050 169,186 32,287 49,406 106,992 47,038 46,392 9,689 4,990 81,241 55,980
Changes from: December 14, 2021 Total Change is: 6,008
276 2,079 692 4,558 2,923 -823 4,539 2,985 -2,091 113 -1,691 417 -1,672 1,518
Percent of Open Interest Represented by Each Category of Trader
4.6 38.6 2.2 56.9 23.5 4.5 6.9 14.9 6.5 6.4 1.3 0.7 11.3 7.8
Number of Traders in Each Category Total Traders: 339
18 16 15 111 46 52 44 52 33 37 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 31,952
Positions
1,349 12,364 0 14,683 7,280 2,657 432 4,175 6 0 0 0 12,825 5,470
Changes from: December 14, 2021 Total Change is: -716
32 -3 0 -140 -1,059 9 0 -802 0 0 0 0 -617 1,139
Percent of Open Interest Represented by Each Category of Trader
4.2 38.7 0.0 46.0 22.8 8.3 1.4 13.1 0.0 0.0 0.0 0.0 40.1 17.1
Number of Traders in Each Category Total Traders: 26
. . 0 16 5 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 26,769
Positions
9,838 0 0 5,053 17,630 1,412 2,344 1,545 421 0 0 0 7,701 5,761
Changes from: December 14, 2021 Total Change is: -7,355
1,912 0 -5,842 -12 33 21 -3,726 -740 0 0 0 0 292 -827
Percent of Open Interest Represented by Each Category of Trader
36.8 0.0 0.0 18.9 65.9 5.3 8.8 5.8 1.6 0.0 0.0 0.0 28.8 21.5
Number of Traders in Each Category Total Traders: 21
. 0 0 4 11 5 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 202,898
Positions
120,524 4,193 2,658 28,815 109,270 5,318 18,613 37,788 7,409 2,267 1,821 57 17,235 34,383
Changes from: December 14, 2021 Total Change is: -6,574
-806 611 48 3,046 -238 250 -7,563 -3,726 -504 147 -83 -313 -878 -2,618
Percent of Open Interest Represented by Each Category of Trader
59.4 2.1 1.3 14.2 53.9 2.6 9.2 18.6 3.7 1.1 0.9 0.0 8.5 16.9
Number of Traders in Each Category Total Traders: 95
7 7 6 11 23 13 13 26 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 45,372
Positions
0 33,052 0 33,895 101 62 6,389 4,181 0 2,773 6,979 0 2,253 997
Changes from: December 14, 2021 Total Change is: -19,128
-352 -783 -11,246 291 101 0 -2,800 -4,034 -2,751 -32 2,000 -2,261 23 -154
Percent of Open Interest Represented by Each Category of Trader
0.0 72.8 0.0 74.7 0.2 0.1 14.1 9.2 0.0 6.1 15.4 0.0 5.0 2.2
Number of Traders in Each Category Total Traders: 47
0 5 0 14 . . 14 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 94,780
Positions
2,093 22,557 515 54,575 12,162 1,658 26,762 30,376 262 5,199 21,937 75 3,641 5,238
Changes from: December 14, 2021 Total Change is: -6,682
-2,023 5,583 10 1,801 -7,799 -374 -7,567 -3,236 -205 1,964 -217 -10 -277 -434
Percent of Open Interest Represented by Each Category of Trader
2.2 23.8 0.5 57.6 12.8 1.7 28.2 32.0 0.3 5.5 23.1 0.1 3.8 5.5
Number of Traders in Each Category Total Traders: 133
5 7 . 12 13 8 32 40 7 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 30,854
Positions
9,216 3,260 2,426 4,528 4,104 12 5,065 13,226 775 6,591 4,129 0 2,241 2,922
Changes from: December 14, 2021 Total Change is: 3,110
2,019 0 1,198 -491 -853 -147 -1,015 248 775 1,049 1,862 0 -278 27
Percent of Open Interest Represented by Each Category of Trader
29.9 10.6 7.9 14.7 13.3 0.0 16.4 42.9 2.5 21.4 13.4 0.0 7.3 9.5
Number of Traders in Each Category Total Traders: 72
4 . . 6 6 . 11 23 . 13 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 41,360
Positions
21,761 1,651 0 3,448 20,772 417 11,408 10,372 605 875 1,970 32 2,814 5,541
Changes from: December 14, 2021 Total Change is: 133
1,541 15 0 824 879 365 -2,486 -1,489 -24 183 240 0 -270 146
Percent of Open Interest Represented by Each Category of Trader
52.6 4.0 0.0 8.3 50.2 1.0 27.6 25.1 1.5 2.1 4.8 0.1 6.8 13.4
Number of Traders in Each Category Total Traders: 98
9 . 0 8 24 8 20 25 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 10,603
Positions
3,971 0 0 1,511 2,631 0 2,953 4,941 523 551 465 15 1,079 2,028
Changes from: December 14, 2021 Total Change is: 424
-245 0 0 47 20 0 -34 200 523 80 -173 0 53 -146
Percent of Open Interest Represented by Each Category of Trader
37.5 0.0 0.0 14.3 24.8 0.0 27.9 46.6 4.9 5.2 4.4 0.1 10.2 19.1
Number of Traders in Each Category Total Traders: 29
. 0 0 4 5 0 5 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 45,797
Positions
16,098 18,379 450 9,980 1,460 236 10,486 3,840 452 0 15,103 0 8,095 5,877
Changes from: December 14, 2021 Total Change is: -14,876
1,298 292 -9,540 -2,220 -577 -123 -326 -200 -2,398 0 0 0 -1,567 -2,330
Percent of Open Interest Represented by Each Category of Trader
35.2 40.1 1.0 21.8 3.2 0.5 22.9 8.4 1.0 0.0 33.0 0.0 17.7 12.8
Number of Traders in Each Category Total Traders: 95
17 9 . 22 6 5 23 14 9 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 91,593
Positions
32,196 36,758 900 19,960 2,920 471 20,972 7,680 904 0 30,206 0 16,190 11,754
Changes from: December 14, 2021 Total Change is: -29,751
2,596 583 -19,081 -4,440 -1,153 -245 -651 -399 -4,795 0 0 0 -3,134 -4,661
Percent of Open Interest Represented by Each Category of Trader
35.2 40.1 1.0 21.8 3.2 0.5 22.9 8.4 1.0 0.0 33.0 0.0 17.7 12.8
Number of Traders in Each Category Total Traders: 95
17 9 . 22 6 5 23 14 9 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 39,138
Positions
11,803 23,642 0 21,284 9,514 1,354 2,324 4,320 0 0 0 0 2,373 308
Changes from: December 14, 2021 Total Change is: -32,963
3,847 -797 -30,967 -4,684 111 -567 991 212 -1,011 0 0 0 -572 56
Percent of Open Interest Represented by Each Category of Trader
30.2 60.4 0.0 54.4 24.3 3.5 5.9 11.0 0.0 0.0 0.0 0.0 6.1 0.8
Number of Traders in Each Category Total Traders: 38
4 5 0 20 . 4 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 581,495
Positions
31,792 129,977 23,650 218,739 83,996 58,573 53,029 55,625 104,080 28,543 70,819 3,048 60,040 51,725
Changes from: December 14, 2021 Total Change is: -128,443
-8,354 -2,235 -34,685 7,278 -8,135 -16,711 -5,993 4,601 -53,051 -105 -930 -3,275 -13,548 -14,021
Percent of Open Interest Represented by Each Category of Trader
5.5 22.4 4.1 37.6 14.4 10.1 9.1 9.6 17.9 4.9 12.2 0.5 10.3 8.9
Number of Traders in Each Category Total Traders: 527
31 29 34 152 77 109 81 72 95 54 29 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 27,816
Positions
10,388 21,222 0 9,841 3,761 0 3,633 1,533 0 0 0 0 3,954 1,300
Changes from: December 14, 2021 Total Change is: -12,302
-2,027 -5,901 -7,946 -1,202 3,761 0 -208 1,042 -1,015 0 0 0 96 -2,243
Percent of Open Interest Represented by Each Category of Trader
37.3 76.3 0.0 35.4 13.5 0.0 13.1 5.5 0.0 0.0 0.0 0.0 14.2 4.7
Number of Traders in Each Category Total Traders: 31
4 9 0 11 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 2,907,473
Positions
158,960 649,885 118,250 1,093,695 419,982 292,866 265,144 278,123 520,401 142,714 354,097 15,242 300,202 258,626
Changes from: December 14, 2021 Total Change is: -642,215
-41,770 -11,177 -173,426 36,392 -40,674 -83,557 -29,963 23,005 -265,256 -523 -4,651 -16,374 -67,738 -70,105
Percent of Open Interest Represented by Each Category of Trader
5.5 22.4 4.1 37.6 14.4 10.1 9.1 9.6 17.9 4.9 12.2 0.5 10.3 8.9
Number of Traders in Each Category Total Traders: 527
31 29 34 152 77 109 81 72 95 54 29 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 25,975
Positions
13,334 22,954 0 8,143 938 0 1,406 1,033 68 0 0 0 3,024 982
Changes from: December 14, 2021 Total Change is: -13,976
-3,154 -4,481 -9,667 -231 465 0 -80 73 -198 0 0 0 -646 -168
Percent of Open Interest Represented by Each Category of Trader
51.3 88.4 0.0 31.3 3.6 0.0 5.4 4.0 0.3 0.0 0.0 0.0 11.6 3.8
Number of Traders in Each Category Total Traders: 34
5 7 0 14 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 37,667
Positions
4,444 8,541 232 19,152 20,975 2,495 2,111 1,402 3 0 0 0 9,230 4,019
Changes from: December 14, 2021 Total Change is: -3,610
-1,143 -2,513 -495 -778 211 69 -1,240 -629 -10 -295 0 -2 284 -241
Percent of Open Interest Represented by Each Category of Trader
11.8 22.7 0.6 50.8 55.7 6.6 5.6 3.7 0.0 0.0 0.0 0.0 24.5 10.7
Number of Traders in Each Category Total Traders: 63
4 7 . 27 17 10 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 475,124
Positions
95,354 85,152 1,069 198,408 164,836 52,281 65,232 93,220 16,346 14,530 41,887 379 31,525 19,954
Changes from: December 14, 2021 Total Change is: -74,609
-4,071 9,744 -43,303 2,180 9,202 -7,274 9,223 -9,691 -25,073 -573 -1,999 -2,358 -3,361 -3,857
Percent of Open Interest Represented by Each Category of Trader
20.1 17.9 0.2 41.8 34.7 11.0 13.7 19.6 3.4 3.1 8.8 0.1 6.6 4.2
Number of Traders in Each Category Total Traders: 351
32 19 . 100 57 51 45 68 33 16 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 22,095
Positions
6,244 20,627 0 13,237 497 0 1,438 792 0 0 0 0 1,176 179
Changes from: December 14, 2021 Total Change is: -8,130
-3,415 -3,824 -4,097 -44 0 0 0 180 -115 0 0 0 -459 -274
Percent of Open Interest Represented by Each Category of Trader
28.3 93.4 0.0 59.9 2.2 0.0 6.5 3.6 0.0 0.0 0.0 0.0 5.3 0.8
Number of Traders in Each Category Total Traders: 28
. 7 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,333
Positions
0 2,802 0 10,394 206 21 230 6,314 0 674 2,781 29 3,985 3,180
Changes from: December 14, 2021 Total Change is: -310
0 10 0 -109 206 5 -447 103 0 0 -455 15 226 -194
Percent of Open Interest Represented by Each Category of Trader
0.0 18.3 0.0 67.8 1.3 0.1 1.5 41.2 0.0 4.4 18.1 0.2 26.0 20.7
Number of Traders in Each Category Total Traders: 24
0 . 0 11 . . . 4 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 42,400
Positions
5,059 3,225 577 12,288 3,851 737 9,868 8,329 1,617 6,270 0 0 5,984 24,064
Changes from: December 14, 2021 Total Change is: 1,330
-314 -339 -81 -417 -1,327 23 669 2,247 1,208 421 0 0 -179 -401
Percent of Open Interest Represented by Each Category of Trader
11.9 7.6 1.4 29.0 9.1 1.7 23.3 19.6 3.8 14.8 0.0 0.0 14.1 56.8
Number of Traders in Each Category Total Traders: 53
7 5 . 11 4 4 12 10 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 386,147
Positions
31,681 213,718 5,795 268,015 87,695 43,817 20,723 10,183 111 5,679 18,361 267 10,059 6,200
Changes from: December 14, 2021 Total Change is: -45,109
-3,249 -13,733 -33,462 -3,778 -656 -1,798 3,438 3,677 -3,615 -892 10,003 -986 -767 -4,539
Percent of Open Interest Represented by Each Category of Trader
8.2 55.3 1.5 69.4 22.7 11.3 5.4 2.6 0.0 1.5 4.8 0.1 2.6 1.6
Number of Traders in Each Category Total Traders: 184
11 12 9 72 45 37 22 9 4 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,084,152
Positions
106,483 492,724 3,469 676,431 362,239 128,730 84,564 55,559 5,241 53,838 20,284 1,309 24,087 14,597
Changes from: December 14, 2021 Total Change is: -247,202
13,484 18,772 -201,235 -12,954 -8,583 -19,584 -1,286 2,564 -13,279 -1,661 -4,366 -2,340 -8,347 -19,151
Percent of Open Interest Represented by Each Category of Trader
9.8 45.4 0.3 62.4 33.4 11.9 7.8 5.1 0.5 5.0 1.9 0.1 2.2 1.3
Number of Traders in Each Category Total Traders: 396
26 20 7 139 82 81 52 37 25 25 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 175,265
Positions
24,676 142,260 13,345 17,476 5,885 714 105,216 755 12,250 1,284 0 0 304 56
Changes from: December 14, 2021 Total Change is: -69,430
-11,033 -39,409 -26,110 -1,803 -1,512 -1,818 -28,082 0 -401 -164 -177 0 -19 -3
Percent of Open Interest Represented by Each Category of Trader
14.1 81.2 7.6 10.0 3.4 0.4 60.0 0.4 7.0 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 73
7 20 14 9 . . 26 . 6 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 49,156
Positions
9,068 12,906 972 14,254 8,890 667 7,255 8,726 6,049 2,339 2,748 361 8,191 7,837
Changes from: December 14, 2021 Total Change is: -16,215
-1,877 -3,774 -2,531 706 684 -1,452 -3,207 -1,672 -5,723 -223 289 -318 -1,590 -1,719
Percent of Open Interest Represented by Each Category of Trader
18.4 26.3 2.0 29.0 18.1 1.4 14.8 17.8 12.3 4.8 5.6 0.7 16.7 15.9
Number of Traders in Each Category Total Traders: 282
28 15 8 62 39 30 42 48 35 26 21 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 245,778
Positions
45,340 64,528 4,861 71,271 44,450 3,334 36,275 43,631 30,243 11,696 13,742 1,803 40,955 39,187
Changes from: December 14, 2021 Total Change is: -81,077
-9,386 -18,868 -12,657 3,531 3,421 -7,258 -16,036 -8,360 -28,615 -1,115 1,444 -1,589 -7,952 -8,596
Percent of Open Interest Represented by Each Category of Trader
18.4 26.3 2.0 29.0 18.1 1.4 14.8 17.8 12.3 4.8 5.6 0.7 16.7 15.9
Number of Traders in Each Category Total Traders: 282
28 15 8 62 39 30 42 48 35 26 21 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 60,405
Positions
3,652 442 0 829 0 84 12,896 36,114 3,128 2,599 1,738 1 37,216 18,898
Changes from: December 14, 2021 Total Change is: -105,109
2,351 -1,891 -2,788 180 0 84 -92,608 -92,533 -4,284 -2,499 -1,974 -112 -5,433 -1,611
Percent of Open Interest Represented by Each Category of Trader
6.0 0.7 0.0 1.4 0.0 0.1 21.3 59.8 5.2 4.3 2.9 0.0 61.6 31.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 0 . 5 9 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,392,350
Positions
7,912 98,074 32,648 574,556 263,012 288,159 104,764 390,950 96,297 78,772 34,916 13,106 196,137 175,188
Changes from: December 14, 2021 Total Change is: -8,486
518 -6,657 -1,673 25,949 -1,345 -7,791 257 13,926 -15,901 -5,501 98 2,483 -6,827 8,374
Percent of Open Interest Represented by Each Category of Trader
0.6 7.0 2.3 41.3 18.9 20.7 7.5 28.1 6.9 5.7 2.5 0.9 14.1 12.6
Number of Traders in Each Category Total Traders: 192
9 16 16 68 32 62 21 35 35 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,254,534
Positions
40,577 46,965 2,789 678,304 274,016 202,151 81,031 571,756 19,025 69,453 9,151 146 161,058 128,535
Changes from: December 14, 2021 Total Change is: 312
791 -1,845 620 1,890 1,293 93 1,135 -2,437 -6,671 -2,966 3,635 122 5,299 5,502
Percent of Open Interest Represented by Each Category of Trader
3.2 3.7 0.2 54.1 21.8 16.1 6.5 45.6 1.5 5.5 0.7 0.0 12.8 10.2
Number of Traders in Each Category Total Traders: 147
6 8 . 70 26 56 8 20 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,984,733
Positions
48,026 177,875 9,983 645,154 651,759 400,204 568,022 163,361 140,771 40,004 238,052 9,515 123,054 193,214
Changes from: December 14, 2021 Total Change is: 5,923
-5,376 24,417 -1,203 32,275 -15,298 -9,456 -35,487 -14,708 26,078 -6,602 -7,856 3,746 1,948 203
Percent of Open Interest Represented by Each Category of Trader
2.4 9.0 0.5 32.5 32.8 20.2 28.6 8.2 7.1 2.0 12.0 0.5 6.2 9.7
Number of Traders in Each Category Total Traders: 334
13 37 9 81 78 81 45 44 35 7 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 4,434,140
Positions
177,333 160,612 172,871 1,565,079 1,385,061 840,553 675,332 491,371 452,060 108,192 245,477 125,507 317,213 560,627
Changes from: December 14, 2021 Total Change is: 37,385
5,311 6,963 -978 40,394 8,056 2,912 -19,508 48,058 13,671 -101 -11,457 -8,945 4,629 -20,896
Percent of Open Interest Represented by Each Category of Trader
4.0 3.6 3.9 35.3 31.2 19.0 15.2 11.1 10.2 2.4 5.5 2.8 7.2 12.6
Number of Traders in Each Category Total Traders: 439
24 35 35 92 108 113 47 86 82 24 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,353,497
Positions
74,832 17,039 5,965 392,608 514,393 200,906 479,936 287,008 17,919 65,991 42,328 0 115,340 267,939
Changes from: December 14, 2021 Total Change is: -14,613
-6,648 -2,016 -275 -422 23,361 -15,270 1,729 -2,935 -2,938 -2,302 600 0 11,513 -15,140
Percent of Open Interest Represented by Each Category of Trader
5.5 1.3 0.4 29.0 38.0 14.8 35.5 21.2 1.3 4.9 3.1 0.0 8.5 19.8
Number of Traders in Each Category Total Traders: 153
5 5 . 26 62 56 21 20 13 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 3,935,659
Positions
34,525 220,392 53,982 2,011,278 881,934 733,464 159,366 910,879 359,776 303,009 238,838 23,048 257,210 513,345
Changes from: December 14, 2021 Total Change is: 11,143
-11,049 15,167 -8,803 71,173 -75,180 3,558 -45,654 57,012 2,865 1,186 -2,982 7,713 -9,847 11,793
Percent of Open Interest Represented by Each Category of Trader
0.9 5.6 1.4 51.1 22.4 18.6 4.0 23.1 9.1 7.7 6.1 0.6 6.5 13.0
Number of Traders in Each Category Total Traders: 350
10 34 20 76 79 91 30 77 60 12 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,368,542
Positions
382,939 191,423 580,556 24,185 4,639 29,609 42,769 255,562 265,375 21,221 2,321 2 21,886 39,055
Changes from: December 14, 2021 Total Change is: 37,446
7,807 -10,086 45,835 182 -3,628 1,980 701 21,085 -20,394 1,550 -1,491 2 -217 4,143
Percent of Open Interest Represented by Each Category of Trader
28.0 14.0 42.4 1.8 0.3 2.2 3.1 18.7 19.4 1.6 0.2 0.0 1.6 2.9
Number of Traders in Each Category Total Traders: 103
23 30 46 . . . 11 28 33 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,809,420
Positions
2,912,178 1,217,131 3,493,845 815,397 1,545,494 1,339,910 1,136,771 1,403,000 9,308,427 32,647 365,969 260,284 509,961 875,360
Changes from: December 14, 2021 Total Change is: 453,244
39,356 35,513 133,179 -38,025 -2,432 111,772 28,930 7,833 208,062 -60,957 33,598 18,503 12,425 -92,784
Percent of Open Interest Represented by Each Category of Trader
14.7 6.1 17.6 4.1 7.8 6.8 5.7 7.1 47.0 0.2 1.8 1.3 2.6 4.4
Number of Traders in Each Category Total Traders: 263
29 39 66 14 26 35 34 88 102 7 22 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,560,129
Positions
603,504 335,967 484,213 14,911 92,191 75,341 76,625 311,016 237,411 55,029 10,585 10,417 2,678 2,988
Changes from: December 14, 2021 Total Change is: -53,079
-31,184 -90,341 1,868 -15,830 16,922 14,508 -38,298 -11,560 18,364 -810 -1,223 -1,826 130 210
Percent of Open Interest Represented by Each Category of Trader
38.7 21.5 31.0 1.0 5.9 4.8 4.9 19.9 15.2 3.5 0.7 0.7 0.2 0.2
Number of Traders in Each Category Total Traders: 160
35 31 49 4 14 9 26 25 37 9 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 226,213
Positions
89,547 72,798 41,765 6,083 2,288 1,779 34,317 50,502 48,787 56 4,151 3,789 90 354
Changes from: December 14, 2021 Total Change is: 13,946
-262 6,044 8,460 351 -68 0 605 -5,496 4,738 -1 21 64 -9 183
Percent of Open Interest Represented by Each Category of Trader
39.6 32.2 18.5 2.7 1.0 0.8 15.2 22.3 21.6 0.0 1.8 1.7 0.0 0.2
Number of Traders in Each Category Total Traders: 82
14 25 27 . . . 18 18 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 104,953
Positions
0 21,992 0 0 1,657 0 7,282 51,981 28,610 69,061 652 0 0 61
Changes from: December 14, 2021 Total Change is: 1,496
0 230 0 0 65 0 -566 -2,264 3,462 -1,400 0 0 0 3
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 0.0 1.6 0.0 6.9 49.5 27.3 65.8 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 6 0 0 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 13,269
Positions
431 573 44 5,747 751 59 1,817 7,581 1,768 1,047 984 549 1,807 959
Changes from: December 14, 2021 Total Change is: -676
-12 -297 -31 -143 -27 -10 -278 -245 119 -771 -309 255 194 -132
Percent of Open Interest Represented by Each Category of Trader
3.2 4.3 0.3 43.3 5.7 0.4 13.7 57.1 13.3 7.9 7.4 4.1 13.6 7.2
Number of Traders in Each Category Total Traders: 83
. 4 . 6 . . 25 26 18 10 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 42,418
Positions
1,585 304 11 96 0 0 23,274 29,011 4,638 3,686 3,773 3,474 5,654 1,207
Changes from: December 14, 2021 Total Change is: 1,153
129 215 10 62 0 0 4,873 2,250 -828 -287 2,483 -2,880 74 -97
Percent of Open Interest Represented by Each Category of Trader
3.7 0.7 0.0 0.2 0.0 0.0 54.9 68.4 10.9 8.7 8.9 8.2 13.3 2.8
Number of Traders in Each Category Total Traders: 123
. . . . 0 0 12 11 4 76 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,903
Positions
104 29 145 36 111 30 1,462 3,288 632 1,078 23 200 1,216 445
Changes from: December 14, 2021 Total Change is: -7
-2 29 56 36 -2 0 -341 -80 82 91 -67 52 19 -77
Percent of Open Interest Represented by Each Category of Trader
2.1 0.6 3.0 0.7 2.3 0.6 29.8 67.1 12.9 22.0 0.5 4.1 24.8 9.1
Number of Traders in Each Category Total Traders: 48
. . . . . . 16 14 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 15,798
Positions
0 1,098 0 0 0 0 11,267 12,553 30 3,618 1,975 5 878 137
Changes from: December 14, 2021 Total Change is: 9,456
0 530 0 0 0 0 8,472 8,325 30 708 579 5 241 -13
Percent of Open Interest Represented by Each Category of Trader
0.0 7.0 0.0 0.0 0.0 0.0 71.3 79.5 0.2 22.9 12.5 0.0 5.6 0.9
Number of Traders in Each Category Total Traders: 44
0 . 0 0 0 0 . 4 . 27 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 56,282
Positions
1,232 38,464 0 23,576 846 611 16,880 13,287 500 6,466 773 126 6,891 1,675
Changes from: December 14, 2021 Total Change is: 4,015
425 4,154 0 406 246 -1 1,567 -132 16 1,848 -179 -61 -185 -28
Percent of Open Interest Represented by Each Category of Trader
2.2 68.3 0.0 41.9 1.5 1.1 30.0 23.6 0.9 11.5 1.4 0.2 12.2 3.0
Number of Traders in Each Category Total Traders: 124
. . 0 20 . 4 40 14 5 36 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 289,170
Positions
36,517 17,296 14,171 89,744 50,166 28,695 31,701 85,950 53,354 7,106 3,018 9,121 18,761 27,399
Changes from: December 14, 2021 Total Change is: -7,389
-8,140 -2,411 3,731 -5,750 1,461 -3,243 5,623 2,100 -6,220 307 -4,840 4,984 1,319 -2,951
Percent of Open Interest Represented by Each Category of Trader
12.6 6.0 4.9 31.0 17.3 9.9 11.0 29.7 18.5 2.5 1.0 3.2 6.5 9.5
Number of Traders in Each Category Total Traders: 168
13 13 18 18 31 26 28 44 47 6 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 39,947
Positions
3,615 13,190 95 26,244 579 872 476 24,951 0 8,154 216 0 491 44
Changes from: December 14, 2021 Total Change is: -13,555
20 8,879 -11,271 394 -2,448 -444 -1,268 -7,746 -592 -249 147 -97 -48 17
Percent of Open Interest Represented by Each Category of Trader
9.0 33.0 0.2 65.7 1.4 2.2 1.2 62.5 0.0 20.4 0.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 42
. 4 . 13 . . 5 5 0 8 . 0
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Updated December 27, 2021