Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 156,124
Positions
3,123 84,636 105 60,449 18,220 4,994 25,583 25,534 4,905 15,939 439 256 40,770 17,035
Changes from: December 29, 2020 Total Change is: 1,660
5 -2,748 -11 -1,106 -307 693 -93 1,047 49 1,404 5 26 693 2,906
Percent of Open Interest Represented by Each Category of Trader
2.0 54.2 0.1 38.7 11.7 3.2 16.4 16.4 3.1 10.2 0.3 0.2 26.1 10.9
Number of Traders in Each Category Total Traders: 101
4 10 . 24 9 7 22 17 13 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 49,028
Positions
901 23,600 68 9,822 5,376 522 15,319 7,350 4 0 484 0 22,392 11,624
Changes from: December 29, 2020 Total Change is: -3,376
400 -1,683 -1 16 189 174 -4,327 -1,632 -180 0 0 0 542 -243
Percent of Open Interest Represented by Each Category of Trader
1.8 48.1 0.1 20.0 11.0 1.1 31.2 15.0 0.0 0.0 1.0 0.0 45.7 23.7
Number of Traders in Each Category Total Traders: 44
. 8 . 12 5 . 9 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 143,209
Positions
18,852 26,203 176 51,895 49,273 6,880 27,946 26,937 2,119 1,700 6,854 0 33,641 24,767
Changes from: December 29, 2020 Total Change is: 3,339
-517 125 0 3,251 2,884 -701 -648 1,645 448 -311 -1,600 0 1,817 538
Percent of Open Interest Represented by Each Category of Trader
13.2 18.3 0.1 36.2 34.4 4.8 19.5 18.8 1.5 1.2 4.8 0.0 23.5 17.3
Number of Traders in Each Category Total Traders: 100
5 7 . 17 20 13 21 24 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 206,963
Positions
4,650 153,840 7 111,617 7,523 6,559 35,351 21,955 2,673 9,332 559 0 36,774 13,847
Changes from: December 29, 2020 Total Change is: 12,509
753 9,065 0 3,980 131 307 7,689 2,873 681 -4,244 0 0 3,343 -548
Percent of Open Interest Represented by Each Category of Trader
2.2 74.3 0.0 53.9 3.6 3.2 17.1 10.6 1.3 4.5 0.3 0.0 17.8 6.7
Number of Traders in Each Category Total Traders: 115
4 10 . 37 11 13 27 19 15 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 673,532
Positions
34,129 473,829 6,244 398,567 67,572 22,037 67,843 54,977 3,881 42,126 4,561 3,858 94,847 36,573
Changes from: December 29, 2020 Total Change is: 1,889
1,838 1,496 -446 786 -2,388 744 -391 3,353 -902 -410 -1,060 1,402 -732 -310
Percent of Open Interest Represented by Each Category of Trader
5.1 70.3 0.9 59.2 10.0 3.3 10.1 8.2 0.6 6.3 0.7 0.6 14.1 5.4
Number of Traders in Each Category Total Traders: 296
14 11 8 112 27 41 57 34 19 33 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,113
Positions
0 9,871 0 13,584 2,633 2,338 0 6,825 0 800 410 17 10,374 5,019
Changes from: December 29, 2020 Total Change is: 1,318
0 1,107 0 1,795 -19 -35 0 616 0 0 -39 17 -459 -329
Percent of Open Interest Represented by Each Category of Trader
0.0 36.4 0.0 50.1 9.7 8.6 0.0 25.2 0.0 3.0 1.5 0.1 38.3 18.5
Number of Traders in Each Category Total Traders: 25
0 . 0 13 . 8 0 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 16,914
Positions
0 3,554 433 6,794 7,226 1,465 0 419 0 408 360 40 7,774 3,417
Changes from: December 29, 2020 Total Change is: 216
0 2 0 151 -2 0 0 -99 0 408 0 0 -343 315
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 2.6 40.2 42.7 8.7 0.0 2.5 0.0 2.4 2.1 0.2 46.0 20.2
Number of Traders in Each Category Total Traders: 21
0 . . 7 8 6 0 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 146,093
Positions
3,238 46,724 8 57,725 48,313 3,259 42,895 27,815 2,157 1,798 420 0 35,013 17,397
Changes from: December 29, 2020 Total Change is: 7,784
-59 654 8 3,010 1,385 6 3,119 2,428 1,160 0 0 0 540 2,143
Percent of Open Interest Represented by Each Category of Trader
2.2 32.0 0.0 39.5 33.1 2.2 29.4 19.0 1.5 1.2 0.3 0.0 24.0 11.9
Number of Traders in Each Category Total Traders: 86
. 11 . 20 9 8 23 19 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 25,159
Positions
0 9,644 35 16,628 2,619 0 4,575 10,333 10 1,833 966 0 2,078 1,552
Changes from: December 29, 2020 Total Change is: 933
0 -36 0 672 138 0 -38 749 0 -6 0 0 305 82
Percent of Open Interest Represented by Each Category of Trader
0.0 38.3 0.1 66.1 10.4 0.0 18.2 41.1 0.0 7.3 3.8 0.0 8.3 6.2
Number of Traders in Each Category Total Traders: 44
0 5 . 9 . 0 8 10 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 141,291
Positions
296 80,437 649 68,691 2,792 1,246 59,634 30,222 375 2,679 22,960 0 7,721 2,610
Changes from: December 29, 2020 Total Change is: -1,291
78 297 25 -3,435 885 265 930 -2,619 -16 148 -38 0 714 -90
Percent of Open Interest Represented by Each Category of Trader
0.2 56.9 0.5 48.6 2.0 0.9 42.2 21.4 0.3 1.9 16.3 0.0 5.5 1.8
Number of Traders in Each Category Total Traders: 150
. 12 . 25 6 4 58 26 7 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,774
Positions
0 1,925 0 8,554 9,172 0 6,338 8,348 143 3,784 1,238 0 3,955 1,948
Changes from: December 29, 2020 Total Change is: -16,407
-13,617 1,925 -1,925 16 223 0 -1,023 -16,735 106 -164 2 0 200 -3
Percent of Open Interest Represented by Each Category of Trader
0.0 8.5 0.0 37.6 40.3 0.0 27.8 36.7 0.6 16.6 5.4 0.0 17.4 8.6
Number of Traders in Each Category Total Traders: 56
0 . 0 12 4 0 15 12 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 47,194
Positions
3,026 17,961 1 17,934 6,028 309 16,118 18,160 359 2,343 1,478 6 7,098 2,892
Changes from: December 29, 2020 Total Change is: -721
-419 103 1 -401 -767 -95 -1,044 -46 39 387 18 0 811 26
Percent of Open Interest Represented by Each Category of Trader
6.4 38.1 0.0 38.0 12.8 0.7 34.2 38.5 0.8 5.0 3.1 0.0 15.0 6.1
Number of Traders in Each Category Total Traders: 81
. 4 . 18 6 4 27 14 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,269
Positions
0 128 0 5,397 1,659 0 5,235 9,235 0 170 0 0 1,467 1,247
Changes from: December 29, 2020 Total Change is: 574
0 0 0 506 -60 0 -59 455 0 0 0 0 127 179
Percent of Open Interest Represented by Each Category of Trader
0.0 1.0 0.0 44.0 13.5 0.0 42.7 75.3 0.0 1.4 0.0 0.0 12.0 10.2
Number of Traders in Each Category Total Traders: 26
0 . 0 6 . 0 6 10 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,600
Positions
15,660 9,989 565 7,918 1,209 401 6,849 8,522 469 188 14,060 0 8,552 5,387
Changes from: December 29, 2020 Total Change is: -319
-130 56 -48 257 -433 -250 -345 631 54 0 -149 0 142 -181
Percent of Open Interest Represented by Each Category of Trader
38.6 24.6 1.4 19.5 3.0 1.0 16.9 21.0 1.2 0.5 34.6 0.0 21.1 13.3
Number of Traders in Each Category Total Traders: 89
17 14 . 19 . 6 17 13 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 81,200
Positions
31,320 19,977 1,130 15,836 2,417 801 13,697 17,044 937 375 28,120 0 17,104 10,774
Changes from: December 29, 2020 Total Change is: -638
-260 111 -95 514 -866 -499 -690 1,261 108 0 -297 0 284 -361
Percent of Open Interest Represented by Each Category of Trader
38.6 24.6 1.4 19.5 3.0 1.0 16.9 21.0 1.2 0.5 34.6 0.0 21.1 13.3
Number of Traders in Each Category Total Traders: 89
17 14 . 19 . 6 17 13 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,104
Positions
896 17,585 412 20,525 4,044 2,450 2,328 3,791 0 400 444 0 2,093 378
Changes from: December 29, 2020 Total Change is: 2,753
457 2,207 46 2,058 -395 125 402 781 0 0 0 0 -335 -11
Percent of Open Interest Represented by Each Category of Trader
3.1 60.4 1.4 70.5 13.9 8.4 8.0 13.0 0.0 1.4 1.5 0.0 7.2 1.3
Number of Traders in Each Category Total Traders: 30
. 9 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 523,123
Positions
56,793 135,417 6,981 264,466 107,142 54,682 47,873 86,240 9,290 21,362 74,020 975 60,701 48,376
Changes from: December 29, 2020 Total Change is: 16,559
6,707 5,621 595 4,730 1,753 -850 842 3,369 689 -3,294 3,214 256 6,885 1,913
Percent of Open Interest Represented by Each Category of Trader
10.9 25.9 1.3 50.6 20.5 10.5 9.2 16.5 1.8 4.1 14.1 0.2 11.6 9.2
Number of Traders in Each Category Total Traders: 536
33 36 17 163 84 114 70 90 55 30 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,262
Positions
6,001 11,751 0 4,143 250 173 1,223 1,643 133 0 0 0 3,589 1,312
Changes from: December 29, 2020 Total Change is: 601
-354 -9 0 2 0 -75 53 406 -74 0 0 0 1,049 353
Percent of Open Interest Represented by Each Category of Trader
39.3 77.0 0.0 27.1 1.6 1.1 8.0 10.8 0.9 0.0 0.0 0.0 23.5 8.6
Number of Traders in Each Category Total Traders: 27
. 5 0 9 . . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,553,480
Positions
283,967 662,213 21,404 1,322,332 535,710 273,410 245,863 426,881 29,808 106,809 368,602 4,875 265,012 230,577
Changes from: December 29, 2020 Total Change is: 54,575
33,534 3,104 -25 23,648 8,763 -4,252 3,982 14,578 4,186 -16,470 14,571 1,282 8,690 12,368
Percent of Open Interest Represented by Each Category of Trader
11.1 25.9 0.8 51.8 21.0 10.7 9.6 16.7 1.2 4.2 14.4 0.2 10.4 9.0
Number of Traders in Each Category Total Traders: 536
33 36 15 163 84 114 70 90 53 30 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 25,502
Positions
5,018 23,911 0 14,810 173 43 2,478 643 0 0 0 0 3,153 732
Changes from: December 29, 2020 Total Change is: -14
0 86 0 67 0 -63 -16 -117 0 0 0 0 -2 80
Percent of Open Interest Represented by Each Category of Trader
19.7 93.8 0.0 58.1 0.7 0.2 9.7 2.5 0.0 0.0 0.0 0.0 12.4 2.9
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 January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 52,173
Positions
4,961 15,600 163 31,633 28,802 1,761 2,743 2,099 169 470 0 0 10,273 3,579
Changes from: December 29, 2020 Total Change is: -1,269
-968 -15 0 -1,028 -1,498 150 147 261 21 0 0 0 409 -188
Percent of Open Interest Represented by Each Category of Trader
9.5 29.9 0.3 60.6 55.2 3.4 5.3 4.0 0.3 0.9 0.0 0.0 19.7 6.9
Number of Traders in Each Category Total Traders: 74
6 9 . 31 15 10 9 . 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 44,180
Positions
8,639 7,999 298 15,901 4,385 804 9,170 20,586 695 1,722 2,917 4 6,946 6,490
Changes from: December 29, 2020 Total Change is: 802
157 -646 17 -25 138 3 777 866 230 -156 256 -70 -130 8
Percent of Open Interest Represented by Each Category of Trader
19.6 18.1 0.7 36.0 9.9 1.8 20.8 46.6 1.6 3.9 6.6 0.0 15.7 14.7
Number of Traders in Each Category Total Traders: 263
24 19 4 65 32 28 41 56 25 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 220,898
Positions
43,197 39,997 1,492 79,503 21,924 4,021 45,851 102,932 3,475 8,608 14,586 20 34,731 32,451
Changes from: December 29, 2020 Total Change is: 4,011
783 -3,228 85 -127 688 16 3,887 4,328 1,149 -780 1,282 -350 -652 41
Percent of Open Interest Represented by Each Category of Trader
19.6 18.1 0.7 36.0 9.9 1.8 20.8 46.6 1.6 3.9 6.6 0.0 15.7 14.7
Number of Traders in Each Category Total Traders: 263
24 19 4 65 32 28 41 56 25 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 526,292
Positions
72,754 112,721 7,113 272,852 162,967 51,396 74,690 115,943 3,439 13,007 57,435 0 31,041 15,278
Changes from: December 29, 2020 Total Change is: -5,624
-8,286 -717 22 952 -9,232 2,926 2,771 6,017 6 5,578 -3,031 0 -9,593 -1,615
Percent of Open Interest Represented by Each Category of Trader
13.8 21.4 1.4 51.8 31.0 9.8 14.2 22.0 0.7 2.5 10.9 0.0 5.9 2.9
Number of Traders in Each Category Total Traders: 355
29 20 . 112 48 54 53 61 19 14 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,314
Positions
0 6,081 0 9,568 205 31 1,163 4,533 8 0 859 0 4,544 3,597
Changes from: December 29, 2020 Total Change is: -120
0 93 0 -130 0 -1 -244 348 -8 -280 13 0 543 -565
Percent of Open Interest Represented by Each Category of Trader
0.0 39.7 0.0 62.5 1.3 0.2 7.6 29.6 0.1 0.0 5.6 0.0 29.7 23.5
Number of Traders in Each Category Total Traders: 23
0 . 0 10 . . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 45,749
Positions
7,919 5,366 832 13,815 1,735 876 13,857 4,575 70 1,098 812 0 7,282 31,483
Changes from: December 29, 2020 Total Change is: 1,937
624 -532 -33 -894 0 49 2,363 -1,394 53 -32 -288 0 -193 4,082
Percent of Open Interest Represented by Each Category of Trader
17.3 11.7 1.8 30.2 3.8 1.9 30.3 10.0 0.2 2.4 1.8 0.0 15.9 68.8
Number of Traders in Each Category Total Traders: 64
8 8 . 13 4 4 18 10 . . . 0
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Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 425,217
Positions
32,064 266,476 7,720 285,912 91,521 43,362 31,741 5,910 695 12,059 2,275 2,500 9,164 4,758
Changes from: December 29, 2020 Total Change is: 8,494
-3,262 -1,401 407 -2,119 10,191 -2,210 8,662 1,444 -239 4,871 -2,101 2,500 -116 -97
Percent of Open Interest Represented by Each Category of Trader
7.5 62.7 1.8 67.2 21.5 10.2 7.5 1.4 0.2 2.8 0.5 0.6 2.2 1.1
Number of Traders in Each Category Total Traders: 184
13 16 10 70 43 41 22 7 5 7 5 .
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Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,224,578
Positions
94,171 653,253 5,465 823,158 279,752 111,089 96,169 82,083 5,512 45,443 76,846 2,503 41,068 8,075
Changes from: December 29, 2020 Total Change is: 2,290
-17,437 2,474 -96 10,815 -12,529 3,262 5,050 13,010 -506 -2,594 -2,927 -126 3,922 -272
Percent of Open Interest Represented by Each Category of Trader
7.7 53.3 0.4 67.2 22.8 9.1 7.9 6.7 0.5 3.7 6.3 0.2 3.4 0.7
Number of Traders in Each Category Total Traders: 440
32 14 8 186 62 80 67 35 21 30 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 154,169
Positions
16,784 114,787 23,336 22,630 2,900 3,146 77,165 295 9,351 1,419 55 0 338 299
Changes from: December 29, 2020 Total Change is: 3,082
1,088 1,778 49 78 1,000 0 2,007 0 0 48 0 0 -188 255
Percent of Open Interest Represented by Each Category of Trader
10.9 74.5 15.1 14.7 1.9 2.0 50.1 0.2 6.1 0.9 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 86
10 19 14 13 . . 31 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,150,413
Positions
7,525 136,617 3,651 670,528 183,004 162,246 59,061 452,697 18,283 71,756 28,327 0 157,363 165,588
Changes from: December 29, 2020 Total Change is: -18,992
-979 -21,171 -151 -2,796 -5,252 1,923 -4,513 12,913 -18,056 2,706 1,078 0 2,874 9,724
Percent of Open Interest Represented by Each Category of Trader
0.7 11.9 0.3 58.3 15.9 14.1 5.1 39.4 1.6 6.2 2.5 0.0 13.7 14.4
Number of Traders in Each Category Total Traders: 177
5 18 . 55 27 45 15 40 15 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,038,915
Positions
25,226 95,865 0 544,762 206,693 201,867 70,748 368,541 7,003 60,447 14,747 0 128,862 144,199
Changes from: December 29, 2020 Total Change is: 10,609
23 -3,117 0 12,528 11,421 380 1,327 -9,249 258 1,706 200 0 -5,613 10,716
Percent of Open Interest Represented by Each Category of Trader
2.4 9.2 0.0 52.4 19.9 19.4 6.8 35.5 0.7 5.8 1.4 0.0 12.4 13.9
Number of Traders in Each Category Total Traders: 137
. 10 0 58 27 55 7 24 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,928,625
Positions
31,897 140,900 11,238 876,879 509,151 264,067 372,748 852,410 21,742 179,781 32,036 954 169,319 96,127
Changes from: December 29, 2020 Total Change is: 5,395
-7,376 -24,083 1,320 30,077 -20,122 600 -6,371 82,868 -15,344 3,394 -18,467 -7 -898 -1,370
Percent of Open Interest Represented by Each Category of Trader
1.7 7.3 0.6 45.5 26.4 13.7 19.3 44.2 1.1 9.3 1.7 0.0 8.8 5.0
Number of Traders in Each Category Total Traders: 284
12 29 7 92 29 64 53 40 21 23 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,221,183
Positions
215,826 223,573 30,563 1,289,964 1,093,834 633,460 352,471 615,702 61,286 257,984 140,902 2,094 377,535 419,769
Changes from: December 29, 2020 Total Change is: -39,559
9,513 -42,515 -3,372 -50,072 -49,485 16,340 -31,326 -3,900 14,505 -850 46 1 5,702 28,821
Percent of Open Interest Represented by Each Category of Trader
6.7 6.9 0.9 40.0 34.0 19.7 10.9 19.1 1.9 8.0 4.4 0.1 11.7 13.0
Number of Traders in Each Category Total Traders: 368
22 32 11 88 76 93 41 75 31 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,003,790
Positions
75,670 22,617 6,821 389,733 362,737 115,873 243,054 239,926 11,880 49,194 34,355 0 111,565 209,581
Changes from: December 29, 2020 Total Change is: 917
567 -1,996 -1,215 12,061 -5,859 3,265 -6,243 4,732 1,159 1,633 2,015 0 -10,310 -1,184
Percent of Open Interest Represented by Each Category of Trader
7.5 2.3 0.7 38.8 36.1 11.5 24.2 23.9 1.2 4.9 3.4 0.0 11.1 20.9
Number of Traders in Each Category Total Traders: 124
4 6 4 26 49 43 22 7 8 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,198,001
Positions
61,161 225,752 9,835 1,433,619 614,505 518,281 440,605 1,323,452 83,783 347,951 129,154 601 302,165 292,638
Changes from: December 29, 2020 Total Change is: -75,075
-8,154 -95,687 -8,175 19,738 68,206 412 -30,197 15,532 -47,713 -3,489 -3,273 30 2,473 -4,407
Percent of Open Interest Represented by Each Category of Trader
1.9 7.1 0.3 44.8 19.2 16.2 13.8 41.4 2.6 10.9 4.0 0.0 9.4 9.2
Number of Traders in Each Category Total Traders: 288
16 18 5 90 48 75 34 58 24 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 999,325
Positions
314,172 321,266 189,533 25,425 5,448 13,598 236,497 247,049 192,444 6,453 0 1,661 19,542 28,326
Changes from: December 29, 2020 Total Change is: -103,150
6,615 -72,196 -19,190 3,500 -557 -5,762 -71,939 8,590 -14,297 -219 -1,993 -462 -1,396 2,717
Percent of Open Interest Represented by Each Category of Trader
31.4 32.1 19.0 2.5 0.5 1.4 23.7 24.7 19.3 0.6 0.0 0.2 2.0 2.8
Number of Traders in Each Category Total Traders: 93
25 16 35 . . . 22 17 32 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,297,056
Positions
1,980,850 2,192,193 1,777,010 389,810 482,764 371,800 1,200,271 738,533 2,780,877 24,444 83,428 175,832 596,162 694,619
Changes from: December 29, 2020 Total Change is: 234,024
99,914 -71,843 52,242 15,884 -5,424 31,255 10,563 148,015 59,715 -43,038 5,319 20,389 -12,900 -5,644
Percent of Open Interest Represented by Each Category of Trader
21.3 23.6 19.1 4.2 5.2 4.0 12.9 7.9 29.9 0.3 0.9 1.9 6.4 7.5
Number of Traders in Each Category Total Traders: 221
29 45 65 22 11 18 48 42 78 5 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 469,591
Positions
14,674 209,736 85,506 2,429 19,618 5,354 233,849 22,587 122,327 1,050 0 4,110 292 353
Changes from: December 29, 2020 Total Change is: 6,400
4,799 5,465 -5,878 0 -1,789 2,300 -2,163 -674 6,890 388 0 20 44 66
Percent of Open Interest Represented by Each Category of Trader
3.1 44.7 18.2 0.5 4.2 1.1 49.8 4.8 26.0 0.2 0.0 0.9 0.1 0.1
Number of Traders in Each Category Total Traders: 88
10 22 21 . . . 18 22 27 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 160,885
Positions
32,995 98,908 20,093 4,061 144 2,196 56,318 9,195 28,352 15,631 656 1,099 140 242
Changes from: December 29, 2020 Total Change is: -46,347
-1,448 -32,141 -6,878 -1,909 -157 981 -22,228 -1,783 -6,505 -8,320 79 -113 73 170
Percent of Open Interest Represented by Each Category of Trader
20.5 61.5 12.5 2.5 0.1 1.4 35.0 5.7 17.6 9.7 0.4 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 75
10 15 9 . . . 22 18 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 110,365
Positions
0 18,837 0 3,404 1,743 0 3,236 63,517 25,077 78,633 1,044 0 15 147
Changes from: December 29, 2020 Total Change is: 4,514
0 -338 0 0 51 0 234 2,328 2,480 1,800 0 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 17.1 0.0 3.1 1.6 0.0 2.9 57.6 22.7 71.2 0.9 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 January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,296
Positions
436 663 0 793 32 3 3,544 9,058 129 2,672 261 376 3,343 774
Changes from: December 29, 2020 Total Change is: 643
-68 35 0 173 0 -5 -135 592 69 549 16 -118 178 54
Percent of Open Interest Represented by Each Category of Trader
3.9 5.9 0.0 7.0 0.3 0.0 31.4 80.2 1.1 23.7 2.3 3.3 29.6 6.9
Number of Traders in Each Category Total Traders: 89
. . 0 4 . . 30 18 5 28 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,569
Positions
9,107 998 0 5,273 10,582 1,101 14,708 14,904 2,688 858 3,746 3 3,831 3,547
Changes from: December 29, 2020 Total Change is: 1,591
-99 150 0 -71 194 -10 311 901 969 -49 -632 1 539 18
Percent of Open Interest Represented by Each Category of Trader
24.2 2.7 0.0 14.0 28.2 2.9 39.1 39.7 7.2 2.3 10.0 0.0 10.2 9.4
Number of Traders in Each Category Total Traders: 97
. . 0 5 9 . 22 31 8 6 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 296,826
Positions
39,321 19,900 8,920 135,209 56,859 16,555 29,336 130,323 30,583 12,703 3,240 6,475 17,724 23,971
Changes from: December 29, 2020 Total Change is: 12,947
1,421 3,962 643 6,475 -10,213 -2,345 4,460 18,254 630 -6 1,934 657 1,012 -575
Percent of Open Interest Represented by Each Category of Trader
13.2 6.7 3.0 45.6 19.2 5.6 9.9 43.9 10.3 4.3 1.1 2.2 6.0 8.1
Number of Traders in Each Category Total Traders: 157
10 10 16 12 25 14 23 50 40 10 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 24,615
Positions
3,442 3,544 65 17,196 3,963 23 1,317 16,957 0 2,257 0 0 315 63
Changes from: December 29, 2020 Total Change is: -318
-680 -15 15 -159 0 0 485 -354 0 -5 0 0 26 36
Percent of Open Interest Represented by Each Category of Trader
14.0 14.4 0.3 69.9 16.1 0.1 5.4 68.9 0.0 9.2 0.0 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 39
. . . 9 . . 8 4 0 12 0 0
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Updated January 08, 2021