Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 156,575
Positions
32,890 15,435 7,064 40,268 41,950 5,120 12,818 41,562 12,677 13,410 4,922 460 31,867 27,384
Changes from: December 21, 2021 Total Change is: -8,782
-1,197 521 -968 -1,267 -3,678 -15 -3,532 -2,649 -1,969 -54 146 -23 243 -146
Percent of Open Interest Represented by Each Category of Trader
21.0 9.9 4.5 25.7 26.8 3.3 8.2 26.5 8.1 8.6 3.1 0.3 20.4 17.5
Number of Traders in Each Category Total Traders: 111
6 8 8 16 21 12 14 28 16 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 42,652
Positions
19,760 1,441 389 4,859 13,857 1,387 2,260 6,549 1,328 0 486 0 12,669 17,214
Changes from: December 21, 2021 Total Change is: -2,030
-699 -19 8 -774 -1,254 100 -1,654 345 -579 0 7 0 1,567 -639
Percent of Open Interest Represented by Each Category of Trader
46.3 3.4 0.9 11.4 32.5 3.3 5.3 15.4 3.1 0.0 1.1 0.0 29.7 40.4
Number of Traders in Each Category Total Traders: 38
4 . . 5 14 5 . 9 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 225,878
Positions
110,554 19,775 8,561 33,044 94,600 4,459 23,915 39,548 17,870 4,499 8,645 0 22,976 32,421
Changes from: December 21, 2021 Total Change is: -3,582
-12,868 7,417 2,669 2,506 -16,738 245 2,024 4,915 1,073 -38 -219 0 807 -2,945
Percent of Open Interest Represented by Each Category of Trader
48.9 8.8 3.8 14.6 41.9 2.0 10.6 17.5 7.9 2.0 3.8 0.0 10.2 14.4
Number of Traders in Each Category Total Traders: 128
7 7 6 13 37 16 18 33 20 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 223,918
Positions
104,332 3,210 2,500 42,085 97,258 7,162 33,159 59,428 17,299 13 475 20 17,348 36,567
Changes from: December 21, 2021 Total Change is: 24,745
9,039 -329 439 2,677 8,364 959 7,434 10,031 5,105 -513 -9 -12 -382 198
Percent of Open Interest Represented by Each Category of Trader
46.6 1.4 1.1 18.8 43.4 3.2 14.8 26.5 7.7 0.0 0.2 0.0 7.7 16.3
Number of Traders in Each Category Total Traders: 125
11 . 7 21 28 14 21 37 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 719,368
Positions
34,451 284,657 13,890 410,290 167,389 33,593 51,509 106,900 44,580 47,686 9,488 4,643 78,725 54,227
Changes from: December 21, 2021 Total Change is: 50
1,158 7,122 -1,731 1,240 -1,797 1,306 2,103 -91 -2,457 1,295 -201 -347 -2,515 -1,754
Percent of Open Interest Represented by Each Category of Trader
4.8 39.6 1.9 57.0 23.3 4.7 7.2 14.9 6.2 6.6 1.3 0.6 10.9 7.5
Number of Traders in Each Category Total Traders: 347
18 15 15 112 47 53 48 54 38 38 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 32,372
Positions
1,349 12,364 0 14,685 7,421 2,657 432 3,740 0 0 0 0 13,249 6,190
Changes from: December 21, 2021 Total Change is: 420
0 0 0 2 141 0 0 -435 -6 0 0 0 424 720
Percent of Open Interest Represented by Each Category of Trader
4.2 38.2 0.0 45.4 22.9 8.2 1.3 11.6 0.0 0.0 0.0 0.0 40.9 19.1
Number of Traders in Each Category Total Traders: 25
. . 0 16 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 26,698
Positions
9,838 0 0 5,017 17,724 1,412 2,269 1,545 421 0 0 0 7,741 5,596
Changes from: December 21, 2021 Total Change is: -71
0 0 0 -36 94 0 -75 0 0 0 0 0 40 -165
Percent of Open Interest Represented by Each Category of Trader
36.8 0.0 0.0 18.8 66.4 5.3 8.5 5.8 1.6 0.0 0.0 0.0 29.0 21.0
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 28, 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 195,550
Positions
118,312 3,958 2,617 28,910 102,739 5,757 12,388 36,179 7,250 2,219 1,831 0 18,097 35,219
Changes from: December 21, 2021 Total Change is: -7,348
-2,212 -235 -41 95 -6,531 439 -6,225 -1,609 -159 -48 10 -57 861 836
Percent of Open Interest Represented by Each Category of Trader
60.5 2.0 1.3 14.8 52.5 2.9 6.3 18.5 3.7 1.1 0.9 0.0 9.3 18.0
Number of Traders in Each Category Total Traders: 90
7 5 6 11 22 12 12 25 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 47,726
Positions
143 33,318 0 34,415 0 62 8,061 6,561 0 2,817 6,979 0 2,228 806
Changes from: December 21, 2021 Total Change is: 2,354
143 266 0 520 -101 0 1,672 2,380 0 44 0 0 -25 -191
Percent of Open Interest Represented by Each Category of Trader
0.3 69.8 0.0 72.1 0.0 0.1 16.9 13.7 0.0 5.9 14.6 0.0 4.7 1.7
Number of Traders in Each Category Total Traders: 50
. 6 0 13 0 . 17 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 102,610
Positions
1,222 23,874 579 58,075 7,847 1,222 31,642 42,878 293 4,694 21,691 0 4,884 4,227
Changes from: December 21, 2021 Total Change is: 7,830
-871 1,317 64 3,500 -4,315 -436 4,879 12,502 31 -505 -246 -75 1,243 -1,012
Percent of Open Interest Represented by Each Category of Trader
1.2 23.3 0.6 56.6 7.6 1.2 30.8 41.8 0.3 4.6 21.1 0.0 4.8 4.1
Number of Traders in Each Category Total Traders: 135
. 8 . 13 13 7 37 39 8 7 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 37,431
Positions
9,093 3,260 2,419 4,263 2,511 154 9,370 19,291 3,425 6,164 3,622 0 2,543 2,749
Changes from: December 21, 2021 Total Change is: 6,577
-123 0 -7 -265 -1,593 142 4,305 6,065 2,650 -426 -507 0 301 -173
Percent of Open Interest Represented by Each Category of Trader
24.3 8.7 6.5 11.4 6.7 0.4 25.0 51.5 9.2 16.5 9.7 0.0 6.8 7.3
Number of Traders in Each Category Total Traders: 60
. . . 7 5 . 8 19 5 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 41,868
Positions
21,075 1,719 0 4,010 20,108 624 11,833 12,186 469 794 2,020 32 3,031 4,710
Changes from: December 21, 2021 Total Change is: 508
-686 68 0 562 -664 207 425 1,814 -136 -81 50 0 217 -831
Percent of Open Interest Represented by Each Category of Trader
50.3 4.1 0.0 9.6 48.0 1.5 28.3 29.1 1.1 1.9 4.8 0.1 7.2 11.2
Number of Traders in Each Category Total Traders: 100
9 . 0 9 21 9 21 26 4 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 10,553
Positions
3,927 0 0 3,430 2,595 0 1,378 5,169 523 481 465 15 799 1,786
Changes from: December 21, 2021 Total Change is: -50
-44 0 0 1,919 -36 0 -1,575 228 0 -70 0 0 -280 -242
Percent of Open Interest Represented by Each Category of Trader
37.2 0.0 0.0 32.5 24.6 0.0 13.1 49.0 5.0 4.6 4.4 0.1 7.6 16.9
Number of Traders in Each Category Total Traders: 29
. 0 0 . 5 0 5 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 48,476
Positions
15,404 18,636 388 11,772 1,268 281 12,879 6,144 413 0 15,509 0 7,340 5,839
Changes from: December 21, 2021 Total Change is: 2,680
-694 257 -62 1,792 -193 45 2,393 2,304 -38 0 406 0 -756 -39
Percent of Open Interest Represented by Each Category of Trader
31.8 38.4 0.8 24.3 2.6 0.6 26.6 12.7 0.9 0.0 32.0 0.0 15.1 12.0
Number of Traders in Each Category Total Traders: 105
17 13 . 23 5 5 27 14 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 96,952
Positions
30,808 37,272 776 23,543 2,535 561 25,758 12,287 827 0 31,017 0 14,679 11,677
Changes from: December 21, 2021 Total Change is: 5,359
-1,388 514 -124 3,583 -385 90 4,786 4,607 -77 0 811 0 -1,511 -77
Percent of Open Interest Represented by Each Category of Trader
31.8 38.4 0.8 24.3 2.6 0.6 26.6 12.7 0.9 0.0 32.0 0.0 15.1 12.0
Number of Traders in Each Category Total Traders: 105
17 13 . 23 5 5 27 14 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 43,354
Positions
11,747 27,168 0 25,739 9,247 1,821 1,722 4,388 0 0 0 0 2,325 730
Changes from: December 21, 2021 Total Change is: 4,216
-56 3,526 0 4,455 -267 467 -602 68 0 0 0 0 -48 422
Percent of Open Interest Represented by Each Category of Trader
27.1 62.7 0.0 59.4 21.3 4.2 4.0 10.1 0.0 0.0 0.0 0.0 5.4 1.7
Number of Traders in Each Category Total Traders: 36
4 5 0 20 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 591,885
Positions
32,164 124,190 22,441 224,146 75,819 58,638 48,309 67,739 114,738 30,075 73,783 2,743 58,632 51,796
Changes from: December 21, 2021 Total Change is: 10,391
372 -5,787 -1,209 5,407 -8,177 65 -4,720 12,114 10,657 1,532 2,963 -305 -1,408 70
Percent of Open Interest Represented by Each Category of Trader
5.4 21.0 3.8 37.9 12.8 9.9 8.2 11.4 19.4 5.1 12.5 0.5 9.9 8.8
Number of Traders in Each Category Total Traders: 531
32 29 36 159 73 106 72 83 97 44 37 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 26,837
Positions
10,388 20,963 0 9,568 3,761 0 3,248 1,533 0 0 0 0 3,633 580
Changes from: December 21, 2021 Total Change is: -979
0 -259 0 -273 0 0 -385 0 0 0 0 0 -321 -720
Percent of Open Interest Represented by Each Category of Trader
38.7 78.1 0.0 35.7 14.0 0.0 12.1 5.7 0.0 0.0 0.0 0.0 13.5 2.2
Number of Traders in Each Category Total Traders: 31
4 9 0 10 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 2,959,427
Positions
160,818 620,948 112,203 1,120,732 379,097 293,191 241,544 338,693 573,688 150,375 368,913 13,716 293,160 258,979
Changes from: December 21, 2021 Total Change is: 51,954
1,859 -28,937 -6,047 27,037 -40,885 325 -23,600 60,570 53,286 7,661 14,816 -1,526 -7,041 352
Percent of Open Interest Represented by Each Category of Trader
5.4 21.0 3.8 37.9 12.8 9.9 8.2 11.4 19.4 5.1 12.5 0.5 9.9 8.8
Number of Traders in Each Category Total Traders: 531
32 29 36 159 73 106 72 83 97 44 37 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 25,970
Positions
13,334 22,954 0 8,183 938 0 1,406 1,040 73 0 0 0 2,974 965
Changes from: December 21, 2021 Total Change is: -5
0 0 0 40 0 0 0 7 5 0 0 0 -50 -17
Percent of Open Interest Represented by Each Category of Trader
51.3 88.4 0.0 31.5 3.6 0.0 5.4 4.0 0.3 0.0 0.0 0.0 11.5 3.7
Number of Traders in Each Category Total Traders: 34
5 7 0 14 . 0 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 37,408
Positions
3,943 8,585 96 20,276 19,987 2,395 2,060 1,654 13 0 0 0 8,625 4,678
Changes from: December 21, 2021 Total Change is: -259
-501 44 -136 1,124 -988 -100 -51 252 10 0 0 0 -605 659
Percent of Open Interest Represented by Each Category of Trader
10.5 22.9 0.3 54.2 53.4 6.4 5.5 4.4 0.0 0.0 0.0 0.0 23.1 12.5
Number of Traders in Each Category Total Traders: 66
. 9 . 29 17 11 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 474,950
Positions
97,897 98,510 880 202,083 153,781 49,951 63,320 92,205 15,169 12,729 45,045 392 32,529 19,017
Changes from: December 21, 2021 Total Change is: -174
2,543 13,358 -189 3,675 -11,055 -2,330 -1,912 -1,015 -1,178 -1,801 3,158 13 1,004 -936
Percent of Open Interest Represented by Each Category of Trader
20.6 20.7 0.2 42.5 32.4 10.5 13.3 19.4 3.2 2.7 9.5 0.1 6.8 4.0
Number of Traders in Each Category Total Traders: 351
30 19 . 102 55 47 50 67 31 12 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 22,670
Positions
6,959 21,187 0 13,137 497 0 1,440 795 0 0 0 0 1,134 191
Changes from: December 21, 2021 Total Change is: 575
715 560 0 -100 0 0 2 3 0 0 0 0 -42 12
Percent of Open Interest Represented by Each Category of Trader
30.7 93.5 0.0 57.9 2.2 0.0 6.4 3.5 0.0 0.0 0.0 0.0 5.0 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 28, 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 15,319
Positions
0 3,185 0 10,392 0 21 230 6,678 0 674 2,367 33 3,969 3,035
Changes from: December 21, 2021 Total Change is: -14
0 383 0 -2 -206 0 0 364 0 0 -414 4 -16 -145
Percent of Open Interest Represented by Each Category of Trader
0.0 20.8 0.0 67.8 0.0 0.1 1.5 43.6 0.0 4.4 15.5 0.2 25.9 19.8
Number of Traders in Each Category Total Traders: 24
0 . 0 11 0 . . 4 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 41,696
Positions
4,214 2,875 693 12,587 4,098 875 10,618 9,932 0 6,224 0 0 6,485 23,223
Changes from: December 21, 2021 Total Change is: -704
-845 -350 116 299 247 138 750 1,603 -1,617 -46 0 0 501 -841
Percent of Open Interest Represented by Each Category of Trader
10.1 6.9 1.7 30.2 9.8 2.1 25.5 23.8 0.0 14.9 0.0 0.0 15.6 55.7
Number of Traders in Each Category Total Traders: 51
7 4 . 12 4 4 12 8 0 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 386,104
Positions
32,288 215,612 5,048 271,940 77,459 41,750 18,284 19,212 109 5,069 20,010 286 11,330 6,618
Changes from: December 21, 2021 Total Change is: -43
607 1,894 -747 3,925 -10,236 -2,067 -2,439 9,029 -2 -610 1,649 19 1,271 418
Percent of Open Interest Represented by Each Category of Trader
8.4 55.8 1.3 70.4 20.1 10.8 4.7 5.0 0.0 1.3 5.2 0.1 2.9 1.7
Number of Traders in Each Category Total Traders: 188
12 14 9 72 46 37 21 10 . 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 1,077,807
Positions
109,243 490,445 4,001 683,368 339,271 130,924 73,221 67,138 4,914 46,314 25,551 1,199 24,623 14,364
Changes from: December 21, 2021 Total Change is: -6,345
2,760 -2,279 532 6,937 -22,968 2,194 -11,343 11,579 -327 -7,524 5,267 -110 536 -233
Percent of Open Interest Represented by Each Category of Trader
10.1 45.5 0.4 63.4 31.5 12.1 6.8 6.2 0.5 4.3 2.4 0.1 2.3 1.3
Number of Traders in Each Category Total Traders: 394
27 18 8 144 76 80 48 41 26 24 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 184,654
Positions
23,653 149,702 14,284 17,485 5,885 714 113,688 755 13,243 1,284 0 0 303 71
Changes from: December 21, 2021 Total Change is: 9,389
-1,023 7,442 939 9 0 0 8,472 0 993 0 0 0 -1 15
Percent of Open Interest Represented by Each Category of Trader
12.8 81.1 7.7 9.5 3.2 0.4 61.6 0.4 7.2 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 74
7 20 14 9 . . 27 . 7 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 49,329
Positions
10,500 13,969 716 14,947 7,628 835 6,619 9,570 5,749 1,901 2,905 345 7,718 7,612
Changes from: December 21, 2021 Total Change is: 174
1,432 1,064 -256 693 -1,262 168 -636 844 -300 -438 157 -16 -474 -225
Percent of Open Interest Represented by Each Category of Trader
21.3 28.3 1.5 30.3 15.5 1.7 13.4 19.4 11.7 3.9 5.9 0.7 15.6 15.4
Number of Traders in Each Category Total Traders: 280
26 18 9 59 41 33 35 53 33 20 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 246,646
Positions
52,502 69,846 3,580 74,736 38,140 4,174 33,093 47,850 28,744 9,504 14,526 1,724 38,588 38,062
Changes from: December 21, 2021 Total Change is: 868
7,162 5,318 -1,281 3,466 -6,310 840 -3,182 4,220 -1,499 -2,191 784 -79 -2,368 -1,125
Percent of Open Interest Represented by Each Category of Trader
21.3 28.3 1.5 30.3 15.5 1.7 13.4 19.4 11.7 3.9 5.9 0.7 15.6 15.4
Number of Traders in Each Category Total Traders: 280
26 18 9 59 41 33 35 53 33 20 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 61,360
Positions
994 547 0 904 0 0 21,642 32,455 3,495 2,632 1,455 0 31,693 23,408
Changes from: December 21, 2021 Total Change is: 955
-2,658 105 0 75 0 -84 8,746 -3,659 367 33 -283 -1 -5,523 4,510
Percent of Open Interest Represented by Each Category of Trader
1.6 0.9 0.0 1.5 0.0 0.0 35.3 52.9 5.7 4.3 2.4 0.0 51.7 38.1
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 8 10 7 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 1,299,336
Positions
8,175 97,447 18,698 560,425 263,249 269,242 108,754 384,699 59,409 74,707 34,095 6,278 193,648 166,218
Changes from: December 21, 2021 Total Change is: -93,014
263 -627 -13,950 -14,131 237 -18,916 3,989 -6,251 -36,888 -4,064 -822 -6,828 -2,489 -8,970
Percent of Open Interest Represented by Each Category of Trader
0.6 7.5 1.4 43.1 20.3 20.7 8.4 29.6 4.6 5.7 2.6 0.5 14.9 12.8
Number of Traders in Each Category Total Traders: 178
7 13 11 65 33 62 20 29 29 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 1,248,340
Positions
36,742 56,366 2,032 678,519 276,068 201,421 81,520 561,243 18,340 69,890 9,291 122 159,754 123,457
Changes from: December 21, 2021 Total Change is: -6,194
-3,835 9,401 -757 215 2,052 -730 489 -10,513 -685 437 140 -24 -1,304 -5,078
Percent of Open Interest Represented by Each Category of Trader
2.9 4.5 0.2 54.4 22.1 16.1 6.5 45.0 1.5 5.6 0.7 0.0 12.8 9.9
Number of Traders in Each Category Total Traders: 150
6 9 4 72 26 57 7 21 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 1,979,418
Positions
51,365 184,309 12,848 641,164 659,290 405,020 570,849 160,300 124,462 41,135 238,307 9,458 123,117 185,425
Changes from: December 21, 2021 Total Change is: -5,315
3,339 6,434 2,865 -3,990 7,531 4,816 2,827 -3,061 -16,309 1,131 255 -57 62 -7,789
Percent of Open Interest Represented by Each Category of Trader
2.6 9.3 0.6 32.4 33.3 20.5 28.8 8.1 6.3 2.1 12.0 0.5 6.2 9.4
Number of Traders in Each Category Total Traders: 337
15 36 9 80 79 82 49 43 33 8 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 4,307,303
Positions
182,135 154,068 137,373 1,602,274 1,417,896 802,063 628,027 540,413 352,496 202,633 249,389 92,589 307,712 561,015
Changes from: December 21, 2021 Total Change is: -126,837
4,803 -6,544 -35,497 37,195 32,834 -38,490 -47,305 49,041 -99,564 94,441 3,912 -32,918 -9,502 388
Percent of Open Interest Represented by Each Category of Trader
4.2 3.6 3.2 37.2 32.9 18.6 14.6 12.5 8.2 4.7 5.8 2.1 7.1 13.0
Number of Traders in Each Category Total Traders: 424
19 35 33 93 108 112 46 78 75 25 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 1,367,246
Positions
73,148 16,537 5,379 396,863 521,779 196,383 480,757 297,236 17,490 77,991 42,518 0 119,235 269,924
Changes from: December 21, 2021 Total Change is: 13,749
-1,684 -502 -586 4,255 7,386 -4,523 821 10,228 -429 12,000 190 0 3,895 1,985
Percent of Open Interest Represented by Each Category of Trader
5.4 1.2 0.4 29.0 38.2 14.4 35.2 21.7 1.3 5.7 3.1 0.0 8.7 19.7
Number of Traders in Each Category Total Traders: 154
5 5 4 26 62 59 21 20 11 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 3,966,777
Positions
40,407 232,688 47,228 2,067,324 906,332 702,664 165,709 1,020,036 286,245 374,043 237,013 16,709 266,448 517,861
Changes from: December 21, 2021 Total Change is: 31,118
5,882 12,296 -6,754 56,045 24,398 -30,799 6,343 109,157 -73,531 71,034 -1,825 -6,339 9,238 4,515
Percent of Open Interest Represented by Each Category of Trader
1.0 5.9 1.2 52.1 22.8 17.7 4.2 25.7 7.2 9.4 6.0 0.4 6.7 13.1
Number of Traders in Each Category Total Traders: 351
9 35 17 76 82 93 35 70 53 13 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 1,366,900
Positions
371,072 185,778 593,937 21,031 4,968 28,208 38,472 246,246 268,950 21,701 1,135 0 23,529 37,678
Changes from: December 21, 2021 Total Change is: -1,642
-11,867 -5,645 13,381 -3,154 329 -1,401 -4,297 -9,316 3,575 480 -1,186 -2 1,643 -1,377
Percent of Open Interest Represented by Each Category of Trader
27.1 13.6 43.5 1.5 0.4 2.1 2.8 18.0 19.7 1.6 0.1 0.0 1.7 2.8
Number of Traders in Each Category Total Traders: 102
24 29 47 . . . 11 28 32 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 is19,748,985
Positions
2,960,785 1,245,310 3,512,151 826,577 1,544,634 1,320,642 1,166,514 1,435,251 9,191,723 32,155 370,371 261,412 477,026 867,492
Changes from: December 21, 2021 Total Change is: -60,435
48,607 28,179 18,306 11,180 -860 -19,268 29,744 32,251 -116,704 -492 4,403 1,128 -32,935 -7,868
Percent of Open Interest Represented by Each Category of Trader
15.0 6.3 17.8 4.2 7.8 6.7 5.9 7.3 46.5 0.2 1.9 1.3 2.4 4.4
Number of Traders in Each Category Total Traders: 268
31 39 67 14 27 36 31 93 103 7 22 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 1,582,158
Positions
613,854 361,376 494,202 14,991 103,117 70,498 81,810 292,149 238,948 55,560 9,283 10,078 2,216 2,506
Changes from: December 21, 2021 Total Change is: 22,029
10,350 25,409 9,989 80 10,927 -4,843 5,185 -18,867 1,537 531 -1,302 -339 -462 -482
Percent of Open Interest Represented by Each Category of Trader
38.8 22.8 31.2 0.9 6.5 4.5 5.2 18.5 15.1 3.5 0.6 0.6 0.1 0.2
Number of Traders in Each Category Total Traders: 168
36 35 51 4 13 9 29 22 39 11 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 225,248
Positions
89,871 73,386 43,143 5,588 2,288 1,816 34,504 49,951 46,382 56 4,158 3,793 95 331
Changes from: December 21, 2021 Total Change is: -965
324 588 1,378 -495 0 37 187 -551 -2,405 0 7 4 5 -23
Percent of Open Interest Represented by Each Category of Trader
39.9 32.6 19.2 2.5 1.0 0.8 15.3 22.2 20.6 0.0 1.8 1.7 0.0 0.1
Number of Traders in Each Category Total Traders: 81
15 25 28 . . . 20 14 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 106,881
Positions
0 22,407 0 0 1,657 0 7,354 52,449 29,666 69,861 652 0 0 50
Changes from: December 21, 2021 Total Change is: 1,928
0 415 0 0 0 0 72 468 1,056 800 0 0 0 -11
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 0.0 1.6 0.0 6.9 49.1 27.8 65.4 0.6 0.0 0.0 0.0
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 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 12,904
Positions
459 540 251 5,687 859 12 2,362 8,116 1,433 695 467 349 1,656 876
Changes from: December 21, 2021 Total Change is: -365
28 -33 207 -60 108 -47 545 535 -335 -352 -517 -200 -150 -83
Percent of Open Interest Represented by Each Category of Trader
3.6 4.2 1.9 44.1 6.7 0.1 18.3 62.9 11.1 5.4 3.6 2.7 12.8 6.8
Number of Traders in Each Category Total Traders: 87
. 4 . 6 . . 28 29 19 8 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 41,281
Positions
1,578 107 10 76 0 0 23,128 27,637 5,401 3,934 5,740 1,272 5,882 1,114
Changes from: December 21, 2021 Total Change is: -1,137
-7 -197 -1 -20 0 0 -146 -1,374 763 248 1,967 -2,202 228 -93
Percent of Open Interest Represented by Each Category of Trader
3.8 0.3 0.0 0.2 0.0 0.0 56.0 66.9 13.1 9.5 13.9 3.1 14.2 2.7
Number of Traders in Each Category Total Traders: 119
. . . . 0 0 15 10 5 74 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 4,554
Positions
160 40 62 0 111 30 1,343 3,223 494 1,081 21 120 1,264 453
Changes from: December 21, 2021 Total Change is: -349
56 11 -83 -36 0 0 -119 -65 -138 3 -2 -80 48 8
Percent of Open Interest Represented by Each Category of Trader
3.5 0.9 1.4 0.0 2.4 0.7 29.5 70.8 10.8 23.7 0.5 2.6 27.8 9.9
Number of Traders in Each Category Total Traders: 44
. . . 0 . . 13 15 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 20,861
Positions
0 1,644 0 0 0 0 14,221 16,992 30 5,205 1,682 388 1,017 125
Changes from: December 21, 2021 Total Change is: 5,063
0 546 0 0 0 0 2,954 4,439 0 1,587 -293 383 139 -12
Percent of Open Interest Represented by Each Category of Trader
0.0 7.9 0.0 0.0 0.0 0.0 68.2 81.5 0.1 25.0 8.1 1.9 4.9 0.6
Number of Traders in Each Category Total Traders: 71
0 . 0 0 0 0 5 5 . 51 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 57,982
Positions
1,336 40,621 0 24,524 957 550 16,623 12,586 575 6,772 763 127 7,475 1,804
Changes from: December 21, 2021 Total Change is: 1,700
104 2,157 0 948 111 -61 -257 -701 76 306 -10 0 585 128
Percent of Open Interest Represented by Each Category of Trader
2.3 70.1 0.0 42.3 1.7 0.9 28.7 21.7 1.0 11.7 1.3 0.2 12.9 3.1
Number of Traders in Each Category Total Traders: 124
. . 0 21 . 4 36 16 5 37 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 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 277,502
Positions
37,863 18,161 11,119 92,416 62,155 30,565 28,734 76,503 45,873 9,317 2,481 3,797 17,818 26,848
Changes from: December 21, 2021 Total Change is: -11,668
1,346 865 -3,052 2,672 11,989 1,870 -2,967 -9,447 -7,481 2,211 -537 -5,324 -943 -551
Percent of Open Interest Represented by Each Category of Trader
13.6 6.5 4.0 33.3 22.4 11.0 10.4 27.6 16.5 3.4 0.9 1.4 6.4 9.7
Number of Traders in Each Category Total Traders: 161
11 15 18 16 32 22 27 44 43 5 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 40,335
Positions
3,615 13,210 75 26,706 579 872 413 25,343 0 8,154 214 0 500 42
Changes from: December 21, 2021 Total Change is: 388
0 20 -20 462 0 0 -63 392 0 0 -2 0 9 -2
Percent of Open Interest Represented by Each Category of Trader
9.0 32.8 0.2 66.2 1.4 2.2 1.0 62.8 0.0 20.2 0.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 42
. 4 . 13 . . 4 6 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 03, 2022