Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 154,464
Positions
3,118 87,384 116 61,555 18,527 4,301 25,676 24,487 4,856 14,535 434 230 40,077 14,129
Changes from: December 21, 2020 Total Change is: -2,133
236 3,471 110 -2,289 306 21 528 -6,579 -61 463 434 0 -1,141 165
Percent of Open Interest Represented by Each Category of Trader
2.0 56.6 0.1 39.9 12.0 2.8 16.6 15.9 3.1 9.4 0.3 0.1 25.9 9.1
Number of Traders in Each Category Total Traders: 101
. 10 . 23 9 5 23 18 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,404
Positions
501 25,283 69 9,806 5,187 348 19,646 8,982 184 0 484 0 21,850 11,867
Changes from: December 21, 2020 Total Change is: -901
4 692 0 -280 133 -1 -1,848 -2,394 180 0 0 0 1,044 489
Percent of Open Interest Represented by Each Category of Trader
1.0 48.2 0.1 18.7 9.9 0.7 37.5 17.1 0.4 0.0 0.9 0.0 41.7 22.6
Number of Traders in Each Category Total Traders: 46
. 9 . 12 5 . 10 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 139,870
Positions
19,369 26,078 176 48,644 46,389 7,581 28,594 25,292 1,671 2,011 8,454 0 31,824 24,229
Changes from: December 21, 2020 Total Change is: -4,736
-987 -2,724 -285 -4,660 -455 405 148 -1,840 -1,823 411 1,600 0 2,055 386
Percent of Open Interest Represented by Each Category of Trader
13.8 18.6 0.1 34.8 33.2 5.4 20.4 18.1 1.2 1.4 6.0 0.0 22.8 17.3
Number of Traders in Each Category Total Traders: 99
5 8 . 15 20 12 23 22 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 194,454
Positions
3,897 144,775 7 107,637 7,392 6,252 27,662 19,082 1,992 13,576 559 0 33,431 14,395
Changes from: December 21, 2020 Total Change is: -2,391
-11 4,879 0 1,956 -29 -162 -4,275 -4,322 -335 795 0 0 -359 -2,422
Percent of Open Interest Represented by Each Category of Trader
2.0 74.5 0.0 55.4 3.8 3.2 14.2 9.8 1.0 7.0 0.3 0.0 17.2 7.4
Number of Traders in Each Category Total Traders: 110
. 11 . 36 11 12 23 21 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 671,643
Positions
32,291 472,333 6,690 397,781 69,960 21,293 68,234 51,624 4,783 42,536 5,621 2,456 95,579 36,883
Changes from: December 21, 2020 Total Change is: 12,144
-2,251 16,993 -5,352 17,660 289 370 -538 1,213 -758 27 -400 -7 2,993 -204
Percent of Open Interest Represented by Each Category of Trader
4.8 70.3 1.0 59.2 10.4 3.2 10.2 7.7 0.7 6.3 0.8 0.4 14.2 5.5
Number of Traders in Each Category Total Traders: 292
13 13 9 112 27 40 56 29 21 34 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,795
Positions
0 8,764 0 11,789 2,652 2,373 0 6,209 0 800 449 0 10,833 5,348
Changes from: December 21, 2020 Total Change is: -333
0 104 0 -1 -309 -101 0 -797 0 0 0 0 -231 770
Percent of Open Interest Represented by Each Category of Trader
0.0 34.0 0.0 45.7 10.3 9.2 0.0 24.1 0.0 3.1 1.7 0.0 42.0 20.7
Number of Traders in Each Category Total Traders: 22
0 . 0 12 . 7 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,698
Positions
0 3,552 433 6,643 7,228 1,465 0 518 0 0 360 40 8,117 3,102
Changes from: December 21, 2020 Total Change is: -59
0 -409 409 -62 -183 22 0 2 0 0 0 0 -428 100
Percent of Open Interest Represented by Each Category of Trader
0.0 21.3 2.6 39.8 43.3 8.8 0.0 3.1 0.0 0.0 2.2 0.2 48.6 18.6
Number of Traders in Each Category Total Traders: 20
0 . . 7 8 6 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 138,309
Positions
3,297 46,070 0 54,715 46,928 3,253 39,776 25,387 997 1,798 420 0 34,473 15,254
Changes from: December 21, 2020 Total Change is: 2,296
-58 3,017 0 139 -798 458 732 3,037 -162 -685 0 0 1,872 -3,256
Percent of Open Interest Represented by Each Category of Trader
2.4 33.3 0.0 39.6 33.9 2.4 28.8 18.4 0.7 1.3 0.3 0.0 24.9 11.0
Number of Traders in Each Category Total Traders: 82
. 10 0 21 9 8 20 17 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,226
Positions
0 9,680 35 15,956 2,481 0 4,613 9,584 10 1,839 966 0 1,773 1,470
Changes from: December 21, 2020 Total Change is: -1,131
0 116 0 -513 -23 0 -372 -1,375 0 0 200 0 -246 -49
Percent of Open Interest Represented by Each Category of Trader
0.0 40.0 0.1 65.9 10.2 0.0 19.0 39.6 0.0 7.6 4.0 0.0 7.3 6.1
Number of Traders in Each Category Total Traders: 46
0 5 . 10 . 0 8 11 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 142,582
Positions
218 80,140 624 72,126 1,907 981 58,704 32,841 391 2,531 22,998 0 7,007 2,700
Changes from: December 21, 2020 Total Change is: -232
83 2,658 4 -1,160 38 177 869 -3,051 127 -262 25 0 -70 -210
Percent of Open Interest Represented by Each Category of Trader
0.2 56.2 0.4 50.6 1.3 0.7 41.2 23.0 0.3 1.8 16.1 0.0 4.9 1.9
Number of Traders in Each Category Total Traders: 145
. 11 . 26 5 4 54 27 7 9 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,181
Positions
13,617 0 1,925 8,538 8,949 0 7,361 25,083 37 3,948 1,236 0 3,755 1,951
Changes from: December 21, 2020 Total Change is: 1,425
1 0 1,005 101 342 0 274 63 -227 220 86 0 51 156
Percent of Open Interest Represented by Each Category of Trader
34.8 0.0 4.9 21.8 22.8 0.0 18.8 64.0 0.1 10.1 3.2 0.0 9.6 5.0
Number of Traders in Each Category Total Traders: 60
. 0 . 12 4 0 14 14 . 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,915
Positions
3,445 17,858 0 18,335 6,795 404 17,162 18,206 320 1,956 1,460 6 6,287 2,866
Changes from: December 21, 2020 Total Change is: -394
819 -450 0 -504 664 -329 347 -404 -4 -888 229 0 165 -100
Percent of Open Interest Represented by Each Category of Trader
7.2 37.3 0.0 38.3 14.2 0.8 35.8 38.0 0.7 4.1 3.0 0.0 13.1 6.0
Number of Traders in Each Category Total Traders: 83
4 4 0 19 7 . 28 13 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,695
Positions
0 128 0 4,891 1,719 0 5,294 8,780 0 170 0 0 1,340 1,068
Changes from: December 21, 2020 Total Change is: 274
0 0 0 78 4 0 202 199 0 -25 0 0 19 71
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 41.8 14.7 0.0 45.3 75.1 0.0 1.5 0.0 0.0 11.5 9.1
Number of Traders in Each Category Total Traders: 27
0 . 0 5 . 0 9 9 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,919
Positions
15,790 9,933 613 7,661 1,642 650 7,194 7,892 415 188 14,209 0 8,410 5,568
Changes from: December 21, 2020 Total Change is: 147
-618 1,020 103 1,094 -583 -1 -826 763 -89 -152 16 0 635 -1,082
Percent of Open Interest Represented by Each Category of Trader
38.6 24.3 1.5 18.7 4.0 1.6 17.6 19.3 1.0 0.5 34.7 0.0 20.6 13.6
Number of Traders in Each Category Total Traders: 91
16 15 . 15 7 6 18 14 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 81,838
Positions
31,580 19,866 1,225 15,322 3,283 1,300 14,387 15,783 829 375 28,417 0 16,820 11,135
Changes from: December 21, 2020 Total Change is: 294
-1,236 2,040 205 2,188 -1,166 -1 -1,652 1,525 -177 -303 32 0 1,270 -2,164
Percent of Open Interest Represented by Each Category of Trader
38.6 24.3 1.5 18.7 4.0 1.6 17.6 19.3 1.0 0.5 34.7 0.0 20.6 13.6
Number of Traders in Each Category Total Traders: 91
16 15 . 15 7 6 18 14 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,351
Positions
439 15,378 366 18,467 4,439 2,325 1,926 3,010 0 400 444 0 2,428 389
Changes from: December 21, 2020 Total Change is: 3,061
-522 2,644 0 3,455 -107 153 -131 238 0 0 0 0 106 133
Percent of Open Interest Represented by Each Category of Trader
1.7 58.4 1.4 70.1 16.8 8.8 7.3 11.4 0.0 1.5 1.7 0.0 9.2 1.5
Number of Traders in Each Category Total Traders: 27
. 8 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 506,564
Positions
50,087 129,796 6,386 259,737 105,389 55,532 47,031 82,871 8,601 24,656 70,806 719 53,816 46,464
Changes from: December 21, 2020 Total Change is: 11,382
-1,287 -3,316 2,638 1,987 -1,643 1,333 -461 5,558 4,180 305 971 -48 2,736 1,711
Percent of Open Interest Represented by Each Category of Trader
9.9 25.6 1.3 51.3 20.8 11.0 9.3 16.4 1.7 4.9 14.0 0.1 10.6 9.2
Number of Traders in Each Category Total Traders: 536
32 38 16 159 86 113 64 94 51 33 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,661
Positions
6,355 11,760 0 4,141 250 248 1,170 1,237 207 0 0 0 2,540 959
Changes from: December 21, 2020 Total Change is: -277
689 -279 0 -867 0 75 0 267 0 0 0 0 -174 -340
Percent of Open Interest Represented by Each Category of Trader
43.3 80.2 0.0 28.2 1.7 1.7 8.0 8.4 1.4 0.0 0.0 0.0 17.3 6.5
Number of Traders in Each Category Total Traders: 27
4 5 0 9 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,498,905
Positions
250,433 659,109 21,429 1,298,684 526,947 277,662 241,881 412,303 25,622 123,279 354,031 3,593 256,322 218,209
Changes from: December 21, 2020 Total Change is: 22,996
-6,435 -6,449 2,688 9,935 -8,217 6,663 4,425 25,740 3,515 1,526 4,853 -241 920 -5,556
Percent of Open Interest Represented by Each Category of Trader
10.0 26.4 0.9 52.0 21.1 11.1 9.7 16.5 1.0 4.9 14.2 0.1 10.3 8.7
Number of Traders in Each Category Total Traders: 536
32 38 15 159 86 113 63 95 46 33 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,516
Positions
5,018 23,825 0 14,743 173 106 2,494 760 0 0 0 0 3,155 652
Changes from: December 21, 2020 Total Change is: 543
0 620 0 526 0 63 29 -116 0 0 0 0 -75 -24
Percent of Open Interest Represented by Each Category of Trader
19.7 93.4 0.0 57.8 0.7 0.4 9.8 3.0 0.0 0.0 0.0 0.0 12.4 2.6
Number of Traders in Each Category Total Traders: 24
4 6 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,442
Positions
5,929 15,615 163 32,661 30,300 1,611 2,596 1,838 148 470 0 0 9,864 3,767
Changes from: December 21, 2020 Total Change is: -956
-150 472 0 -799 -230 -163 518 -635 -36 0 -372 0 -326 8
Percent of Open Interest Represented by Each Category of Trader
11.1 29.2 0.3 61.1 56.7 3.0 4.9 3.4 0.3 0.9 0.0 0.0 18.5 7.0
Number of Traders in Each Category Total Traders: 73
4 10 . 30 17 8 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,377
Positions
8,483 8,645 281 15,926 4,247 801 8,393 19,721 465 1,878 2,661 74 7,077 6,482
Changes from: December 21, 2020 Total Change is: 836
405 -1,254 48 640 -651 9 68 2,554 -33 -879 208 0 579 -44
Percent of Open Interest Represented by Each Category of Trader
19.6 19.9 0.6 36.7 9.8 1.8 19.3 45.5 1.1 4.3 6.1 0.2 16.3 14.9
Number of Traders in Each Category Total Traders: 265
22 20 5 73 32 29 37 53 18 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 216,887
Positions
42,414 43,225 1,407 79,630 21,236 4,005 41,964 98,604 2,326 9,388 13,304 370 35,383 32,410
Changes from: December 21, 2020 Total Change is: 4,181
2,023 -6,271 239 3,198 -3,254 44 341 12,768 -165 -4,395 1,042 0 2,896 -222
Percent of Open Interest Represented by Each Category of Trader
19.6 19.9 0.6 36.7 9.8 1.8 19.3 45.5 1.1 4.3 6.1 0.2 16.3 14.9
Number of Traders in Each Category Total Traders: 265
22 20 5 73 32 29 37 53 18 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 531,916
Positions
81,040 113,438 7,091 271,900 172,199 48,470 71,919 109,926 3,433 7,429 60,466 0 40,634 16,893
Changes from: December 21, 2020 Total Change is: 7,231
4,012 -6,610 -57 -7,379 3,252 -951 910 14,030 -759 -2,492 1,137 0 13,947 -2,811
Percent of Open Interest Represented by Each Category of Trader
15.2 21.3 1.3 51.1 32.4 9.1 13.5 20.7 0.6 1.4 11.4 0.0 7.6 3.2
Number of Traders in Each Category Total Traders: 357
29 20 . 115 48 54 54 61 23 12 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,434
Positions
0 5,988 0 9,698 205 32 1,407 4,185 16 280 846 0 4,001 4,162
Changes from: December 21, 2020 Total Change is: -16
0 -42 0 91 0 0 -177 1,146 0 0 -422 0 70 -698
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 0.0 62.8 1.3 0.2 9.1 27.1 0.1 1.8 5.5 0.0 25.9 27.0
Number of Traders in Each Category Total Traders: 24
0 . 0 10 . . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,812
Positions
7,295 5,898 865 14,709 1,735 827 11,494 5,969 17 1,130 1,100 0 7,475 27,401
Changes from: December 21, 2020 Total Change is: 576
411 831 -1 180 -517 -23 -192 1,378 0 -179 -1,066 0 380 -26
Percent of Open Interest Represented by Each Category of Trader
16.7 13.5 2.0 33.6 4.0 1.9 26.2 13.6 0.0 2.6 2.5 0.0 17.1 62.5
Number of Traders in Each Category Total Traders: 56
7 8 . 11 4 . 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 416,723
Positions
35,326 267,877 7,313 288,031 81,330 45,572 23,079 4,466 934 7,188 4,376 0 9,280 4,855
Changes from: December 21, 2020 Total Change is: -735
444 -2,099 390 -4,680 -1,734 2,297 137 -78 -214 410 368 0 481 335
Percent of Open Interest Represented by Each Category of Trader
8.5 64.3 1.8 69.1 19.5 10.9 5.5 1.1 0.2 1.7 1.1 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 175
11 16 8 68 42 40 20 6 6 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,222,288
Positions
111,608 650,779 5,561 812,343 292,281 107,827 91,119 69,073 6,018 48,037 79,773 2,629 37,146 8,347
Changes from: December 21, 2020 Total Change is: 18,924
526 -46,531 80 27,372 24,732 3,255 -8,188 32,035 306 960 10,094 33 -5,420 -5,080
Percent of Open Interest Represented by Each Category of Trader
9.1 53.2 0.5 66.5 23.9 8.8 7.5 5.7 0.5 3.9 6.5 0.2 3.0 0.7
Number of Traders in Each Category Total Traders: 434
33 14 8 177 69 77 59 36 20 32 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 151,087
Positions
15,696 113,009 23,287 22,552 1,900 3,146 75,158 295 9,351 1,371 55 0 526 44
Changes from: December 21, 2020 Total Change is: 2,079
324 3,176 -1,497 161 400 0 2,818 0 600 62 0 -600 211 0
Percent of Open Interest Represented by Each Category of Trader
10.4 74.8 15.4 14.9 1.3 2.1 49.7 0.2 6.2 0.9 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 86
10 19 15 13 . . 31 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,169,405
Positions
8,504 157,788 3,802 673,324 188,256 160,323 63,574 439,784 36,339 69,050 27,249 0 154,489 155,864
Changes from: December 21, 2020 Total Change is: 22,167
-9,170 21,027 1,448 27,053 2,682 -6,047 6,471 -3,945 2,294 -251 1,721 0 369 2,987
Percent of Open Interest Represented by Each Category of Trader
0.7 13.5 0.3 57.6 16.1 13.7 5.4 37.6 3.1 5.9 2.3 0.0 13.2 13.3
Number of Traders in Each Category Total Traders: 176
4 22 4 55 27 43 14 39 16 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,028,306
Positions
25,203 98,982 0 532,234 195,272 201,487 69,421 377,790 6,745 58,741 14,547 0 134,475 133,483
Changes from: December 21, 2020 Total Change is: 7,835
1,576 -1,763 0 5,696 7,823 -893 -308 4,302 -542 -153 -524 0 2,459 -568
Percent of Open Interest Represented by Each Category of Trader
2.5 9.6 0.0 51.8 19.0 19.6 6.8 36.7 0.7 5.7 1.4 0.0 13.1 13.0
Number of Traders in Each Category Total Traders: 137
. 10 0 59 26 52 7 24 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,923,230
Positions
39,273 164,983 9,918 846,802 529,273 263,467 379,119 769,542 37,086 176,387 50,503 961 170,217 97,497
Changes from: December 21, 2020 Total Change is: 30,897
17,250 6,837 -4,858 -13,162 -13,618 6,247 29,191 56,042 -10,689 4,649 -10,182 -10 2,279 1,128
Percent of Open Interest Represented by Each Category of Trader
2.0 8.6 0.5 44.0 27.5 13.7 19.7 40.0 1.9 9.2 2.6 0.0 8.9 5.1
Number of Traders in Each Category Total Traders: 279
9 29 9 94 30 64 49 40 20 21 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,260,742
Positions
206,313 266,088 33,935 1,340,036 1,143,319 617,120 383,797 619,602 46,781 258,834 140,856 2,093 371,833 390,948
Changes from: December 21, 2020 Total Change is: 107,719
28,373 -1,532 -14,289 41,574 28,197 7,292 19,081 97,818 -5,902 17,105 1,065 -675 15,160 -4,255
Percent of Open Interest Represented by Each Category of Trader
6.3 8.2 1.0 41.1 35.1 18.9 11.8 19.0 1.4 7.9 4.3 0.1 11.4 12.0
Number of Traders in Each Category Total Traders: 366
23 33 13 94 72 94 37 73 30 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,002,873
Positions
75,103 24,613 8,036 377,672 368,596 112,608 249,297 235,194 10,721 47,561 32,340 0 121,875 210,765
Changes from: December 21, 2020 Total Change is: 4,823
-3,794 7,344 817 21,698 -4,376 -1,726 -21,440 -707 2,482 831 -329 0 5,955 1,318
Percent of Open Interest Represented by Each Category of Trader
7.5 2.5 0.8 37.7 36.8 11.2 24.9 23.5 1.1 4.7 3.2 0.0 12.2 21.0
Number of Traders in Each Category Total Traders: 121
5 6 6 24 49 42 20 7 9 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,273,076
Positions
69,315 321,439 18,010 1,413,881 546,299 517,869 470,802 1,307,920 131,496 351,440 132,427 571 299,692 297,045
Changes from: December 21, 2020 Total Change is: 94,584
19,854 22,190 -1,551 -4,891 4,517 -7,129 56,185 70,279 6,081 9,665 -7,328 -205 16,575 7,730
Percent of Open Interest Represented by Each Category of Trader
2.1 9.8 0.6 43.2 16.7 15.8 14.4 40.0 4.0 10.7 4.0 0.0 9.2 9.1
Number of Traders in Each Category Total Traders: 298
15 20 5 91 49 76 40 55 26 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,102,475
Positions
307,557 393,462 208,723 21,925 6,005 19,360 308,436 238,459 206,741 6,672 1,993 2,123 20,938 25,609
Changes from: December 21, 2020 Total Change is: 8,774
-636 11,993 -3,661 2,336 0 -2,236 1,878 -11,026 11,361 -830 0 413 149 1,930
Percent of Open Interest Represented by Each Category of Trader
27.9 35.7 18.9 2.0 0.5 1.8 28.0 21.6 18.8 0.6 0.2 0.2 1.9 2.3
Number of Traders in Each Category Total Traders: 96
26 16 36 . . . 25 15 32 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 9,063,032
Positions
1,880,936 2,264,036 1,724,768 373,926 488,188 340,545 1,189,708 590,518 2,721,162 67,482 78,109 155,443 609,062 700,263
Changes from: December 21, 2020 Total Change is: 67,094
111,058 41,708 -9,773 -35,321 7,312 20,679 -23,440 -4,416 6,088 -10,552 -101 12,301 -3,946 -6,704
Percent of Open Interest Represented by Each Category of Trader
20.8 25.0 19.0 4.1 5.4 3.8 13.1 6.5 30.0 0.7 0.9 1.7 6.7 7.7
Number of Traders in Each Category Total Traders: 211
26 46 63 18 10 16 45 42 78 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 463,191
Positions
9,875 204,271 91,384 2,429 21,407 3,054 236,012 23,261 115,437 662 0 4,090 248 287
Changes from: December 21, 2020 Total Change is: 13,290
-437 9,315 -1,073 -20 2,015 -537 12,635 480 1,695 -388 0 1,368 47 27
Percent of Open Interest Represented by Each Category of Trader
2.1 44.1 19.7 0.5 4.6 0.7 51.0 5.0 24.9 0.1 0.0 0.9 0.1 0.1
Number of Traders in Each Category Total Traders: 86
9 21 21 . . . 24 16 28 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 207,232
Positions
34,443 131,049 26,971 5,970 301 1,215 78,546 10,978 34,857 23,951 577 1,212 67 72
Changes from: December 21, 2020 Total Change is: 14,724
4,349 11,308 4,678 2,244 -105 -1,107 1,416 -1,691 1,716 1,554 47 -147 21 25
Percent of Open Interest Represented by Each Category of Trader
16.6 63.2 13.0 2.9 0.1 0.6 37.9 5.3 16.8 11.6 0.3 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 78
11 19 12 . . . 20 18 23 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 105,851
Positions
0 19,175 0 3,404 1,692 0 3,002 61,189 22,597 76,833 1,044 0 15 154
Changes from: December 21, 2020 Total Change is: 4,056
0 770 0 0 89 0 -203 1,658 1,539 2,720 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
0.0 18.1 0.0 3.2 1.6 0.0 2.8 57.8 21.3 72.6 1.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 26
0 5 0 . 5 0 . . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,653
Positions
504 628 0 620 32 8 3,679 8,466 60 2,123 245 494 3,165 720
Changes from: December 21, 2020 Total Change is: -1,950
-21 10 0 47 2 -2 -678 -1,854 -112 -295 125 -176 -713 57
Percent of Open Interest Represented by Each Category of Trader
4.7 5.9 0.0 5.8 0.3 0.1 34.5 79.5 0.6 19.9 2.3 4.6 29.7 6.8
Number of Traders in Each Category Total Traders: 87
. . 0 4 . . 35 12 5 26 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,978
Positions
9,206 848 0 5,344 10,388 1,111 14,397 14,003 1,719 907 4,378 2 3,292 3,529
Changes from: December 21, 2020 Total Change is: 1,227
-200 750 0 -10 -168 -3 945 -124 456 123 580 0 -84 -264
Percent of Open Interest Represented by Each Category of Trader
25.6 2.4 0.0 14.9 28.9 3.1 40.0 38.9 4.8 2.5 12.2 0.0 9.2 9.8
Number of Traders in Each Category Total Traders: 95
. . 0 5 10 . 24 27 8 7 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 283,879
Positions
37,900 15,938 8,277 128,734 67,072 18,900 24,876 112,069 29,953 12,709 1,306 5,818 16,712 24,546
Changes from: December 21, 2020 Total Change is: -5,354
-3,943 143 62 4,753 4,049 -3,521 298 -848 -1,892 -401 -1,108 -299 -411 -1,940
Percent of Open Interest Represented by Each Category of Trader
13.4 5.6 2.9 45.3 23.6 6.7 8.8 39.5 10.6 4.5 0.5 2.0 5.9 8.6
Number of Traders in Each Category Total Traders: 155
10 13 17 12 29 16 25 44 35 10 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,933
Positions
4,122 3,559 50 17,355 3,963 23 832 17,311 0 2,262 0 0 289 27
Changes from: December 21, 2020 Total Change is: 46
0 0 0 -67 0 0 4 46 0 61 0 0 48 0
Percent of Open Interest Represented by Each Category of Trader
16.5 14.3 0.2 69.6 15.9 0.1 3.3 69.4 0.0 9.1 0.0 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 37
. . . 9 . . 5 5 0 12 0 0
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Updated January 04, 2021