Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 155,622
Positions
28,251 20,823 6,657 42,235 44,538 4,052 14,250 35,743 13,971 12,490 2,561 1,029 32,687 26,248
Changes from: January 4, 2022 Total Change is: 1,497
-3,620 6,199 -526 1,607 396 -662 2,490 -1,418 -692 -774 -2,692 573 3,100 319
Percent of Open Interest Represented by Each Category of Trader
18.2 13.4 4.3 27.1 28.6 2.6 9.2 23.0 9.0 8.0 1.6 0.7 21.0 16.9
Number of Traders in Each Category Total Traders: 101
6 7 9 14 22 11 13 24 19 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,094
Positions
23,551 1,896 749 3,734 13,298 829 6,417 10,042 2,632 0 486 0 10,182 18,162
Changes from: January 4, 2022 Total Change is: 924
3,114 -171 -8 -538 456 -374 523 -20 -455 0 0 0 -1,337 1,496
Percent of Open Interest Represented by Each Category of Trader
49.0 3.9 1.6 7.8 27.7 1.7 13.3 20.9 5.5 0.0 1.0 0.0 21.2 37.8
Number of Traders in Each Category Total Traders: 47
6 . . 5 15 5 9 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 218,821
Positions
90,695 35,761 7,472 38,623 78,208 4,716 32,758 35,480 16,816 4,446 7,862 0 23,295 32,505
Changes from: January 4, 2022 Total Change is: -2,759
-6,326 10,213 -2,459 2,787 -8,215 -478 3,237 -804 -1,565 -23 -89 0 2,068 638
Percent of Open Interest Represented by Each Category of Trader
41.4 16.3 3.4 17.7 35.7 2.2 15.0 16.2 7.7 2.0 3.6 0.0 10.6 14.9
Number of Traders in Each Category Total Traders: 129
6 9 6 15 34 16 25 28 21 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 250,380
Positions
132,986 3,205 1,988 40,975 107,129 6,934 32,244 75,903 15,160 1,192 488 285 18,617 39,288
Changes from: January 4, 2022 Total Change is: -16,513
7,979 129 -1,817 -1,882 1,894 -1,754 -8,447 -2,500 -10,052 184 -9 272 -996 -2,676
Percent of Open Interest Represented by Each Category of Trader
53.1 1.3 0.8 16.4 42.8 2.8 12.9 30.3 6.1 0.5 0.2 0.1 7.4 15.7
Number of Traders in Each Category Total Traders: 138
12 . 9 19 32 17 21 43 20 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 723,727
Positions
41,324 296,700 14,114 405,805 167,219 34,886 53,695 105,097 36,072 50,130 8,777 5,845 81,856 55,017
Changes from: January 4, 2022 Total Change is: -2,382
-26 5,784 -1,472 522 -5,150 857 4,997 2,835 -5,329 -1,663 -237 904 -1,170 -573
Percent of Open Interest Represented by Each Category of Trader
5.7 41.0 2.0 56.1 23.1 4.8 7.4 14.5 5.0 6.9 1.2 0.8 11.3 7.6
Number of Traders in Each Category Total Traders: 333
17 16 14 107 49 52 43 49 33 38 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,633
Positions
1,341 12,370 0 15,268 8,001 2,857 433 4,243 0 0 0 0 13,734 6,162
Changes from: January 4, 2022 Total Change is: 171
0 6 0 45 -13 0 0 -14 0 0 0 0 126 192
Percent of Open Interest Represented by Each Category of Trader
4.0 36.8 0.0 45.4 23.8 8.5 1.3 12.6 0.0 0.0 0.0 0.0 40.8 18.3
Number of Traders in Each Category Total Traders: 27
. . 0 17 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,444
Positions
9,790 494 0 5,679 13,807 867 0 3,984 0 0 0 0 8,108 5,292
Changes from: January 4, 2022 Total Change is: -2,017
-38 494 0 617 -2,927 -545 -2,156 1,077 0 0 0 0 105 -116
Percent of Open Interest Represented by Each Category of Trader
40.1 2.0 0.0 23.2 56.5 3.5 0.0 16.3 0.0 0.0 0.0 0.0 33.2 21.6
Number of Traders in Each Category Total Traders: 21
. . 0 5 10 5 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 194,200
Positions
122,062 4,472 2,053 28,888 102,481 5,035 10,013 38,333 5,832 942 4,852 0 19,374 31,143
Changes from: January 4, 2022 Total Change is: 967
3,783 -798 -806 -770 3,940 -128 3,455 122 -2,945 -1,405 559 0 -216 1,023
Percent of Open Interest Represented by Each Category of Trader
62.9 2.3 1.1 14.9 52.8 2.6 5.2 19.7 3.0 0.5 2.5 0.0 10.0 16.0
Number of Traders in Each Category Total Traders: 96
10 4 6 11 22 10 11 28 13 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,981
Positions
121 32,905 0 32,305 289 116 6,980 3,495 140 2,955 7,129 7 2,357 900
Changes from: January 4, 2022 Total Change is: -2,693
121 -594 0 -4,015 24 54 1,242 -2,342 140 -25 148 -10 -200 -113
Percent of Open Interest Represented by Each Category of Trader
0.3 73.2 0.0 71.8 0.6 0.3 15.5 7.8 0.3 6.6 15.8 0.0 5.2 2.0
Number of Traders in Each Category Total Traders: 50
. 5 0 12 . . 13 9 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 127,199
Positions
638 33,654 509 67,101 3,856 1,367 46,046 62,052 121 5,084 22,516 0 6,334 3,125
Changes from: January 4, 2022 Total Change is: 7,268
8 5,368 -68 1,802 -42 330 5,065 1,617 -82 -198 598 0 411 -454
Percent of Open Interest Represented by Each Category of Trader
0.5 26.5 0.4 52.8 3.0 1.1 36.2 48.8 0.1 4.0 17.7 0.0 5.0 2.5
Number of Traders in Each Category Total Traders: 149
. 12 . 18 11 6 50 26 5 10 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,180
Positions
7,079 0 1,917 5,452 1,938 323 5,406 17,949 3,593 4,596 2,611 92 2,722 2,757
Changes from: January 4, 2022 Total Change is: 2,886
226 0 -7 -1,176 -119 323 1,192 -569 3,593 -1,421 -319 92 64 -108
Percent of Open Interest Represented by Each Category of Trader
22.7 0.0 6.1 17.5 6.2 1.0 17.3 57.6 11.5 14.7 8.4 0.3 8.7 8.8
Number of Traders in Each Category Total Traders: 59
4 0 . 7 4 . 12 18 . 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,075
Positions
21,448 1,873 0 4,195 19,061 793 11,940 13,186 427 250 2,013 34 2,988 4,688
Changes from: January 4, 2022 Total Change is: 1,767
-81 -108 0 135 -587 173 1,952 1,971 -194 -200 320 0 -18 192
Percent of Open Interest Represented by Each Category of Trader
51.0 4.5 0.0 10.0 45.3 1.9 28.4 31.3 1.0 0.6 4.8 0.1 7.1 11.1
Number of Traders in Each Category Total Traders: 102
9 . 0 7 22 7 26 26 5 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,284
Positions
3,960 0 0 4,041 2,581 0 1,827 5,986 352 126 665 0 978 1,700
Changes from: January 4, 2022 Total Change is: 1,326
0 0 0 526 -32 0 745 1,705 -17 0 -168 0 72 -162
Percent of Open Interest Represented by Each Category of Trader
35.1 0.0 0.0 35.8 22.9 0.0 16.2 53.0 3.1 1.1 5.9 0.0 8.7 15.1
Number of Traders in Each Category Total Traders: 33
. 0 0 4 5 0 8 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 46,700
Positions
15,477 17,355 196 10,057 1,416 463 11,657 6,861 437 788 13,889 0 7,626 6,084
Changes from: January 4, 2022 Total Change is: -4,298
904 -2,459 -303 -4,473 477 124 -1,302 -1,252 80 788 -214 0 -115 -750
Percent of Open Interest Represented by Each Category of Trader
33.1 37.2 0.4 21.5 3.0 1.0 25.0 14.7 0.9 1.7 29.7 0.0 16.3 13.0
Number of Traders in Each Category Total Traders: 103
18 10 . 23 4 6 28 14 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 93,399
Positions
30,953 34,709 391 20,114 2,831 926 23,313 13,723 874 1,576 27,778 0 15,252 12,167
Changes from: January 4, 2022 Total Change is: -8,595
1,807 -4,918 -605 -8,945 953 247 -2,605 -2,504 160 1,576 -427 0 -230 -1,500
Percent of Open Interest Represented by Each Category of Trader
33.1 37.2 0.4 21.5 3.0 1.0 25.0 14.7 0.9 1.7 29.7 0.0 16.3 13.0
Number of Traders in Each Category Total Traders: 103
18 10 . 23 4 6 28 14 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,468
Positions
13,234 29,299 0 26,133 9,230 1,266 1,978 5,218 0 0 0 0 2,857 455
Changes from: January 4, 2022 Total Change is: 524
-828 92 0 847 -425 -247 350 1,216 0 0 0 0 402 -112
Percent of Open Interest Represented by Each Category of Trader
29.1 64.4 0.0 57.5 20.3 2.8 4.4 11.5 0.0 0.0 0.0 0.0 6.3 1.0
Number of Traders in Each Category Total Traders: 37
5 5 0 20 . 4 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 593,396
Positions
31,626 128,954 25,199 224,513 77,462 56,994 50,425 63,338 109,740 27,424 75,408 3,943 63,533 52,359
Changes from: January 4, 2022 Total Change is: 11,107
679 6,795 2,125 790 1,228 -243 -1,722 -9,633 7,718 -2,340 1,583 1,292 2,808 243
Percent of Open Interest Represented by Each Category of Trader
5.3 21.7 4.2 37.8 13.1 9.6 8.5 10.7 18.5 4.6 12.7 0.7 10.7 8.8
Number of Traders in Each Category Total Traders: 530
34 27 33 156 75 108 73 79 91 48 36 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,857
Positions
9,334 25,640 5 11,981 0 0 3,148 1,548 0 0 0 0 3,389 664
Changes from: January 4, 2022 Total Change is: 867
-1,084 4,679 5 1,968 -3,761 0 -202 11 0 0 0 0 180 -67
Percent of Open Interest Represented by Each Category of Trader
33.5 92.0 0.0 43.0 0.0 0.0 11.3 5.6 0.0 0.0 0.0 0.0 12.2 2.4
Number of Traders in Each Category Total Traders: 33
5 10 . 12 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,966,979
Positions
158,130 644,772 125,994 1,122,565 387,308 284,970 252,124 316,690 548,698 137,122 377,041 19,714 317,663 261,793
Changes from: January 4, 2022 Total Change is: 55,536
3,396 33,974 10,624 3,950 6,139 -1,214 -8,608 -48,167 38,588 -11,700 7,914 6,461 14,039 1,217
Percent of Open Interest Represented by Each Category of Trader
5.3 21.7 4.2 37.8 13.1 9.6 8.5 10.7 18.5 4.6 12.7 0.7 10.7 8.8
Number of Traders in Each Category Total Traders: 530
34 27 33 156 75 108 73 79 91 48 36 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,722
Positions
12,615 26,709 0 10,970 347 0 1,286 974 19 0 0 0 3,832 673
Changes from: January 4, 2022 Total Change is: 2,565
-463 3,755 0 2,857 -591 0 70 -543 -48 0 0 0 149 -8
Percent of Open Interest Represented by Each Category of Trader
43.9 93.0 0.0 38.2 1.2 0.0 4.5 3.4 0.1 0.0 0.0 0.0 13.3 2.3
Number of Traders in Each Category Total Traders: 31
4 7 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 151,769
Positions
23,503 7,193 0 22,624 3,824 88 35,115 49,906 14,634 2,477 0 0 53,328 76,124
Changes from: January 4, 2022 Total Change is: 39,966
10,038 917 0 1,410 0 -65 13,090 20,613 7,178 2,477 0 0 5,838 11,323
Percent of Open Interest Represented by Each Category of Trader
15.5 4.7 0.0 14.9 2.5 0.1 23.1 32.9 9.6 1.6 0.0 0.0 35.1 50.2
Number of Traders in Each Category Total Traders: 22
. . 0 7 . . 5 5 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,494
Positions
6,170 5,481 207 20,950 29,616 2,174 3,557 949 14 257 0 0 9,165 4,053
Changes from: January 4, 2022 Total Change is: 4,300
2,162 -1,533 -49 2,228 6,030 -174 631 55 0 257 0 0 -755 -29
Percent of Open Interest Represented by Each Category of Trader
14.5 12.9 0.5 49.3 69.7 5.1 8.4 2.2 0.0 0.6 0.0 0.0 21.6 9.5
Number of Traders in Each Category Total Traders: 66
4 6 . 29 16 9 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 471,031
Positions
88,840 99,730 1,389 199,927 145,441 51,582 70,751 97,693 16,321 11,173 38,661 430 30,619 19,785
Changes from: January 4, 2022 Total Change is: 4,809
-4,560 -7,948 -718 -9,539 10,597 704 11,608 -144 1,998 5,730 -993 18 -432 1,295
Percent of Open Interest Represented by Each Category of Trader
18.9 21.2 0.3 42.4 30.9 11.0 15.0 20.7 3.5 2.4 8.2 0.1 6.5 4.2
Number of Traders in Each Category Total Traders: 349
28 20 4 97 55 45 46 71 28 17 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,521
Positions
6,959 24,581 0 16,354 482 0 1,907 1,152 0 0 0 0 1,301 306
Changes from: January 4, 2022 Total Change is: 741
0 727 0 412 0 0 506 51 0 0 0 0 -177 -37
Percent of Open Interest Represented by Each Category of Trader
26.2 92.7 0.0 61.7 1.8 0.0 7.2 4.3 0.0 0.0 0.0 0.0 4.9 1.2
Number of Traders in Each Category Total Traders: 31
. 7 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,879
Positions
0 5,038 0 10,436 0 18 755 5,810 0 674 1,735 0 3,996 3,278
Changes from: January 4, 2022 Total Change is: 115
0 1,904 0 18 0 17 525 -1,365 0 0 79 0 -445 -520
Percent of Open Interest Represented by Each Category of Trader
0.0 31.7 0.0 65.7 0.0 0.1 4.8 36.6 0.0 4.2 10.9 0.0 25.2 20.6
Number of Traders in Each Category Total Traders: 25
0 4 0 11 0 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,643
Positions
7,056 2,763 812 13,450 5,490 1,060 9,652 15,839 88 6,312 1,168 4 6,209 17,419
Changes from: January 4, 2022 Total Change is: 446
3,196 -944 124 -133 1,581 217 -2,615 2,009 88 136 684 2 -569 -3,315
Percent of Open Interest Represented by Each Category of Trader
15.8 6.2 1.8 30.1 12.3 2.4 21.6 35.5 0.2 14.1 2.6 0.0 13.9 39.0
Number of Traders in Each Category Total Traders: 61
10 4 . 12 6 4 12 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 386,195
Positions
31,204 207,230 3,438 262,326 97,700 44,061 23,570 8,328 545 10,195 19,331 740 10,116 4,822
Changes from: January 4, 2022 Total Change is: 496
-850 -13,150 -932 1,895 11,698 2,793 -2,720 2,527 14 676 -360 -197 -183 -1,897
Percent of Open Interest Represented by Each Category of Trader
8.1 53.7 0.9 67.9 25.3 11.4 6.1 2.2 0.1 2.6 5.0 0.2 2.6 1.2
Number of Traders in Each Category Total Traders: 190
12 12 8 75 46 39 21 10 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,086,106
Positions
113,308 485,791 3,013 679,949 351,786 119,072 85,192 66,679 6,419 48,939 33,336 876 29,338 19,134
Changes from: January 4, 2022 Total Change is: 14,839
1,079 3,213 -712 6,103 10,818 -2,645 4,145 -154 1,794 2,916 -607 -181 2,340 3,313
Percent of Open Interest Represented by Each Category of Trader
10.4 44.7 0.3 62.6 32.4 11.0 7.8 6.1 0.6 4.5 3.1 0.1 2.7 1.8
Number of Traders in Each Category Total Traders: 391
27 19 7 144 76 80 53 33 22 23 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 197,409
Positions
18,964 156,079 17,040 17,450 5,885 742 124,761 755 16,800 1,329 52 0 323 56
Changes from: January 4, 2022 Total Change is: 9,413
-5,813 5,266 1,865 0 0 0 11,104 0 2,242 15 52 0 0 -12
Percent of Open Interest Represented by Each Category of Trader
9.6 79.1 8.6 8.8 3.0 0.4 63.2 0.4 8.5 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 74
7 20 14 9 . . 26 . 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,609
Positions
8,080 11,241 1,308 14,550 9,529 865 8,991 9,441 7,208 2,030 3,705 632 8,945 8,681
Changes from: January 4, 2022 Total Change is: 3,472
-781 -4,101 444 -399 2,664 37 1,905 539 1,514 124 1,005 276 354 1,094
Percent of Open Interest Represented by Each Category of Trader
15.4 21.4 2.5 27.7 18.1 1.6 17.1 17.9 13.7 3.9 7.0 1.2 17.0 16.5
Number of Traders in Each Category Total Traders: 303
27 16 12 59 45 29 47 51 42 30 26 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 263,047
Positions
40,402 56,203 6,540 72,750 47,644 4,324 44,957 47,204 36,040 10,151 18,527 3,160 44,724 43,405
Changes from: January 4, 2022 Total Change is: 17,362
-3,907 -20,503 2,220 -1,997 13,318 186 9,524 2,694 7,570 618 5,027 1,380 1,768 5,470
Percent of Open Interest Represented by Each Category of Trader
15.4 21.4 2.5 27.7 18.1 1.6 17.1 17.9 13.7 3.9 7.0 1.2 17.0 16.5
Number of Traders in Each Category Total Traders: 303
27 16 12 59 45 29 47 51 42 30 26 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 99,752
Positions
2,465 322 0 1,098 0 0 37,563 74,806 4,151 4,969 1,531 210 49,296 18,732
Changes from: January 4, 2022 Total Change is: 27,001
744 -1,024 0 198 0 0 10,152 30,075 636 1,600 1,029 173 13,498 -3,888
Percent of Open Interest Represented by Each Category of Trader
2.5 0.3 0.0 1.1 0.0 0.0 37.7 75.0 4.2 5.0 1.5 0.2 49.4 18.8
Number of Traders in Each Category Total Traders: 37
. . 0 . 0 0 8 11 8 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,372,523
Positions
7,083 85,720 31,461 555,093 249,265 291,798 105,452 370,655 103,160 82,700 37,489 11,196 184,581 191,779
Changes from: January 4, 2022 Total Change is: 27,542
-3,113 -6,840 4,038 7,980 -10,810 11,574 -3,700 -8,737 20,098 396 2,206 622 -10,353 15,391
Percent of Open Interest Represented by Each Category of Trader
0.5 6.2 2.3 40.4 18.2 21.3 7.7 27.0 7.5 6.0 2.7 0.8 13.4 14.0
Number of Traders in Each Category Total Traders: 193
9 14 15 58 40 68 21 39 39 6 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,246,460
Positions
34,426 58,836 1,725 674,137 262,488 205,453 86,372 554,909 18,553 76,674 10,018 122 148,998 134,356
Changes from: January 4, 2022 Total Change is: 11,110
-1,245 2,231 127 6,162 -20,098 6,035 333 20,043 2,265 1,956 -1,040 0 -4,522 1,547
Percent of Open Interest Represented by Each Category of Trader
2.8 4.7 0.1 54.1 21.1 16.5 6.9 44.5 1.5 6.2 0.8 0.0 12.0 10.8
Number of Traders in Each Category Total Traders: 147
5 9 4 70 25 60 8 20 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,029,069
Positions
49,652 170,905 12,728 732,297 661,056 392,397 529,095 197,478 126,637 45,621 258,233 15,093 125,550 194,542
Changes from: January 4, 2022 Total Change is: 67,922
-7,034 10,703 -6,007 56,040 -9,543 -557 -11,794 31,198 25,842 349 5,338 6,218 4,865 4,731
Percent of Open Interest Represented by Each Category of Trader
2.4 8.4 0.6 36.1 32.6 19.3 26.1 9.7 6.2 2.2 12.7 0.7 6.2 9.6
Number of Traders in Each Category Total Traders: 348
15 34 8 80 74 81 46 56 36 11 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,634,628
Positions
133,661 144,051 221,318 1,621,278 1,373,943 904,771 714,548 570,361 459,163 164,618 278,310 69,229 346,042 613,482
Changes from: January 4, 2022 Total Change is: 50,719
-15,150 2,265 35,829 -2,755 -43,103 50,540 31,402 13,575 -37,489 -3,579 15,920 -17,613 9,535 30,795
Percent of Open Interest Represented by Each Category of Trader
2.9 3.1 4.8 35.0 29.6 19.5 15.4 12.3 9.9 3.6 6.0 1.5 7.5 13.2
Number of Traders in Each Category Total Traders: 426
23 27 36 84 110 105 50 83 82 24 25 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,387,558
Positions
97,559 15,927 5,705 389,761 559,471 191,754 462,238 220,535 40,242 98,379 65,699 0 101,920 288,225
Changes from: January 4, 2022 Total Change is: 5,741
11,219 300 617 6,881 33,167 3,324 -23,738 -69,798 26,494 -1,132 1,376 0 -17,924 10,261
Percent of Open Interest Represented by Each Category of Trader
7.0 1.1 0.4 28.1 40.3 13.8 33.3 15.9 2.9 7.1 4.7 0.0 7.3 20.8
Number of Traders in Each Category Total Traders: 158
9 4 4 26 62 58 24 17 15 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,212,855
Positions
54,008 193,000 79,180 2,107,722 1,019,580 744,965 255,346 953,011 374,106 311,416 295,741 25,242 260,871 528,030
Changes from: January 4, 2022 Total Change is: 232,517
18,982 -18,214 28,444 -30,356 97,857 48,925 94,320 -42,278 72,081 -18,519 26,980 7,102 11,538 11,620
Percent of Open Interest Represented by Each Category of Trader
1.3 4.6 1.9 50.0 24.2 17.7 6.1 22.6 8.9 7.4 7.0 0.6 6.2 12.5
Number of Traders in Each Category Total Traders: 377
13 37 19 72 94 96 39 75 58 16 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,534,232
Positions
287,505 206,397 698,766 17,543 4,833 25,390 137,621 252,202 304,646 28,195 4,966 600 33,966 36,432
Changes from: January 4, 2022 Total Change is: 228,072
-62,482 52,973 107,968 -4,340 69 2,183 95,898 -9,063 72,396 6,473 3,254 0 9,976 -1,708
Percent of Open Interest Represented by Each Category of Trader
18.7 13.5 45.5 1.1 0.3 1.7 9.0 16.4 19.9 1.8 0.3 0.0 2.2 2.4
Number of Traders in Each Category Total Traders: 119
25 31 50 . . . 19 27 39 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,465,411
Positions
2,938,683 1,471,523 3,625,766 1,074,619 1,453,064 1,335,348 1,080,833 1,387,185 10,614,869 33,087 414,319 273,915 488,291 889,423
Changes from: January 4, 2022 Total Change is: 1,468,253
-80,066 179,975 71,957 146,830 -62,004 30,286 10,112 -60,764 1,273,813 1,260 23,926 15,490 -1,429 -4,426
Percent of Open Interest Represented by Each Category of Trader
13.7 6.9 16.9 5.0 6.8 6.2 5.0 6.5 49.5 0.2 1.9 1.3 2.3 4.1
Number of Traders in Each Category Total Traders: 277
27 43 68 17 27 37 34 95 100 9 22 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,825,732
Positions
670,617 285,849 589,174 21,123 166,274 58,241 102,214 391,703 300,658 60,841 9,442 18,782 4,081 5,607
Changes from: January 4, 2022 Total Change is: 126,941
-7,999 -93,130 73,836 4,014 28,523 -10,428 11,277 74,555 40,814 4,503 507 9,074 1,852 3,191
Percent of Open Interest Represented by Each Category of Trader
36.7 15.7 32.3 1.2 9.1 3.2 5.6 21.5 16.5 3.3 0.5 1.0 0.2 0.3
Number of Traders in Each Category Total Traders: 193
41 39 62 5 14 7 25 35 48 15 15 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 296,422
Positions
107,803 55,085 74,390 29,880 0 6,440 34,473 118,968 37,661 1,934 1,651 2,086 1,755 141
Changes from: January 4, 2022 Total Change is: 113,526
21,418 -49 39,351 23,957 -70 4,736 11,843 59,194 10,165 300 150 65 1,691 -16
Percent of Open Interest Represented by Each Category of Trader
36.4 18.6 25.1 10.1 0.0 2.2 11.6 40.1 12.7 0.7 0.6 0.7 0.6 0.0
Number of Traders in Each Category Total Traders: 105
20 27 29 4 0 . 19 27 31 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 73,970
Positions
428 2,271 0 0 1,799 0 8,994 25,337 39,261 25,286 5,250 0 1 52
Changes from: January 4, 2022 Total Change is: -15,633
-598 -6,421 0 0 -10 0 -480 -18,163 4,210 -18,766 4,750 0 1 1
Percent of Open Interest Represented by Each Category of Trader
0.6 3.1 0.0 0.0 2.4 0.0 12.2 34.3 53.1 34.2 7.1 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. 5 0 0 5 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,334
Positions
404 264 37 5,568 968 20 1,255 7,068 1,388 1,065 556 118 1,479 915
Changes from: January 4, 2022 Total Change is: 425
-59 -137 -1 -128 68 6 -77 261 453 336 -257 -60 -44 92
Percent of Open Interest Represented by Each Category of Trader
3.6 2.3 0.3 49.1 8.5 0.2 11.1 62.4 12.2 9.4 4.9 1.0 13.0 8.1
Number of Traders in Each Category Total Traders: 84
. 4 . 7 4 . 18 33 16 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,142
Positions
1,180 87 0 184 0 0 18,542 18,179 540 3,728 9,614 511 5,457 1,211
Changes from: January 4, 2022 Total Change is: 13,321
714 -258 0 1 0 0 14,225 12,826 -2,212 -136 2,658 145 584 162
Percent of Open Interest Represented by Each Category of Trader
3.9 0.3 0.0 0.6 0.0 0.0 61.5 60.3 1.8 12.4 31.9 1.7 18.1 4.0
Number of Traders in Each Category Total Traders: 130
. . 0 4 0 0 10 16 . 78 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,880
Positions
117 62 38 17 109 44 1,031 2,408 556 927 92 81 1,069 490
Changes from: January 4, 2022 Total Change is: 350
-35 62 -21 -26 -2 14 -61 -196 377 158 89 -14 -42 41
Percent of Open Interest Represented by Each Category of Trader
3.0 1.6 1.0 0.4 2.8 1.1 26.6 62.1 14.3 23.9 2.4 2.1 27.6 12.6
Number of Traders in Each Category Total Traders: 44
. . . . . . 16 13 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,375
Positions
0 6,002 0 0 0 0 23,497 27,029 0 9,061 841 1,369 1,448 134
Changes from: January 4, 2022 Total Change is: 25,235
0 5,645 0 0 0 0 21,405 19,182 -223 2,586 -361 998 469 -6
Percent of Open Interest Represented by Each Category of Trader
0.0 17.0 0.0 0.0 0.0 0.0 66.4 76.4 0.0 25.6 2.4 3.9 4.1 0.4
Number of Traders in Each Category Total Traders: 98
0 . 0 0 0 0 6 5 0 78 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,289
Positions
4,921 42,406 0 23,862 600 577 14,533 9,953 617 4,266 881 99 8,414 2,156
Changes from: January 4, 2022 Total Change is: -879
1,895 17 0 -624 -120 22 -2,882 -1,162 124 -226 44 -23 836 219
Percent of Open Interest Represented by Each Category of Trader
8.6 74.0 0.0 41.7 1.0 1.0 25.4 17.4 1.1 7.4 1.5 0.2 14.7 3.8
Number of Traders in Each Category Total Traders: 119
. . 0 20 . 4 34 20 6 33 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 308,888
Positions
46,441 15,613 15,451 87,027 75,644 37,802 39,824 80,859 46,371 8,592 1,047 5,644 21,736 30,457
Changes from: January 4, 2022 Total Change is: 7,134
1,489 1,914 889 -6,592 193 234 6,289 -762 5,764 -1,841 -1,756 -1,322 2,224 1,980
Percent of Open Interest Represented by Each Category of Trader
15.0 5.1 5.0 28.2 24.5 12.2 12.9 26.2 15.0 2.8 0.3 1.8 7.0 9.9
Number of Traders in Each Category Total Traders: 163
12 15 19 14 33 26 30 41 40 9 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,734
Positions
3,615 15,015 30 40,410 0 1,086 446 37,388 0 7,567 193 0 580 22
Changes from: January 4, 2022 Total Change is: 5,562
0 60 -60 7,792 -509 214 33 5,826 0 -701 36 0 -1,716 -5
Percent of Open Interest Represented by Each Category of Trader
6.7 27.9 0.1 75.2 0.0 2.0 0.8 69.6 0.0 14.1 0.4 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 43
. 4 . 15 0 . 5 7 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 14, 2022