Traders in Financial Futures - Futures Only Positions as of January 19, 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 154,231
Positions
2,806 73,125 0 58,206 26,507 5,483 26,324 26,181 5,042 17,033 0 644 38,693 17,249
Changes from: January 12, 2021 Total Change is: -2,444
-588 -4,106 -90 -851 2,829 -192 -769 -597 518 429 -456 330 -1,231 -680
Percent of Open Interest Represented by Each Category of Trader
1.8 47.4 0.0 37.7 17.2 3.6 17.1 17.0 3.3 11.0 0.0 0.4 25.1 11.2
Number of Traders in Each Category Total Traders: 104
5 8 0 22 13 10 20 22 13 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 48,530
Positions
1,343 22,605 6 8,701 5,476 534 16,107 7,402 19 0 641 0 21,820 11,847
Changes from: January 12, 2021 Total Change is: -1,634
-120 -1,183 -63 129 -108 162 -2,615 -354 -9 0 157 0 882 -236
Percent of Open Interest Represented by Each Category of Trader
2.8 46.6 0.0 17.9 11.3 1.1 33.2 15.3 0.0 0.0 1.3 0.0 45.0 24.4
Number of Traders in Each Category Total Traders: 45
. 7 . 11 5 . 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 147,096
Positions
14,524 32,595 855 56,828 49,818 6,508 31,050 25,242 1,883 2,105 6,854 0 33,343 23,341
Changes from: January 12, 2021 Total Change is: -5,828
-780 -2,766 230 3,271 885 -192 -4,913 -2,867 -824 -23 -424 -264 -2,333 394
Percent of Open Interest Represented by Each Category of Trader
9.9 22.2 0.6 38.6 33.9 4.4 21.1 17.2 1.3 1.4 4.7 0.0 22.7 15.9
Number of Traders in Each Category Total Traders: 100
5 7 4 17 18 10 27 21 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 191,540
Positions
4,410 142,752 7 106,382 7,667 6,337 28,011 16,899 1,065 14,152 565 0 31,176 16,248
Changes from: January 12, 2021 Total Change is: 729
-672 3,407 -67 940 23 142 267 1,406 67 0 -650 0 52 -3,599
Percent of Open Interest Represented by Each Category of Trader
2.3 74.5 0.0 55.5 4.0 3.3 14.6 8.8 0.6 7.4 0.3 0.0 16.3 8.5
Number of Traders in Each Category Total Traders: 115
. 12 . 36 10 13 28 19 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 676,515
Positions
32,544 492,392 5,637 388,004 56,895 22,366 80,097 48,853 3,765 42,232 3,649 3,862 98,008 39,096
Changes from: January 12, 2021 Total Change is: -1,437
895 13,044 -455 -9,607 -12,880 -679 7,978 390 -1,420 2,160 -128 3 -312 688
Percent of Open Interest Represented by Each Category of Trader
4.8 72.8 0.8 57.4 8.4 3.3 11.8 7.2 0.6 6.2 0.5 0.6 14.5 5.8
Number of Traders in Each Category Total Traders: 290
13 12 10 112 27 44 51 31 16 36 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 26,400
Positions
0 9,214 0 12,993 3,004 2,341 0 6,385 0 800 0 0 10,266 5,456
Changes from: January 12, 2021 Total Change is: -249
0 54 -54 70 -58 38 0 136 0 0 -410 -17 -286 62
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.0 49.2 11.4 8.9 0.0 24.2 0.0 3.0 0.0 0.0 38.9 20.7
Number of Traders in Each Category Total Traders: 22
0 . 0 12 . 7 0 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 144,283
Positions
2,454 52,592 1,013 54,879 49,424 2,752 46,290 20,524 1,059 1,641 0 0 34,195 16,919
Changes from: January 12, 2021 Total Change is: -331
36 1,245 1 -2,913 1,198 -483 935 588 -39 -166 -420 0 2,298 -2,421
Percent of Open Interest Represented by Each Category of Trader
1.7 36.5 0.7 38.0 34.3 1.9 32.1 14.2 0.7 1.1 0.0 0.0 23.7 11.7
Number of Traders in Each Category Total Traders: 87
. 12 . 19 11 8 24 18 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 23,746
Positions
0 9,599 35 14,920 2,524 0 5,079 8,981 10 1,833 1,176 0 1,869 1,421
Changes from: January 12, 2021 Total Change is: 544
0 -61 0 227 -69 0 637 861 0 -184 -4 0 -136 -183
Percent of Open Interest Represented by Each Category of Trader
0.0 40.4 0.1 62.8 10.6 0.0 21.4 37.8 0.0 7.7 5.0 0.0 7.9 6.0
Number of Traders in Each Category Total Traders: 49
0 5 . 10 . 0 12 9 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 145,735
Positions
265 83,673 675 65,568 2,660 1,609 64,903 29,566 1,041 3,846 23,662 0 7,828 2,849
Changes from: January 12, 2021 Total Change is: -5,509
-36 -2,169 -39 -4,160 -107 221 -1,539 -3,913 -307 430 514 0 -79 291
Percent of Open Interest Represented by Each Category of Trader
0.2 57.4 0.5 45.0 1.8 1.1 44.5 20.3 0.7 2.6 16.2 0.0 5.4 2.0
Number of Traders in Each Category Total Traders: 158
. 13 . 24 4 6 56 26 9 15 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 27,178
Positions
136 1,923 0 9,386 12,059 14 11,187 6,178 539 2,328 4,422 0 3,588 2,043
Changes from: January 12, 2021 Total Change is: 1,235
0 -4 0 438 944 0 2,758 -154 65 -1,932 516 0 -94 -132
Percent of Open Interest Represented by Each Category of Trader
0.5 7.1 0.0 34.5 44.4 0.1 41.2 22.7 2.0 8.6 16.3 0.0 13.2 7.5
Number of Traders in Each Category Total Traders: 62
. . 0 13 4 . 16 13 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 46,244
Positions
3,140 18,327 6 14,168 6,513 760 20,362 15,549 549 534 1,556 6 6,719 2,978
Changes from: January 12, 2021 Total Change is: 1,487
375 -280 0 -2,412 579 530 2,870 416 43 -374 -26 0 455 225
Percent of Open Interest Represented by Each Category of Trader
6.8 39.6 0.0 30.6 14.1 1.6 44.0 33.6 1.2 1.2 3.4 0.0 14.5 6.4
Number of Traders in Each Category Total Traders: 83
4 5 . 18 6 4 28 14 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,526
Positions
0 128 0 2,936 1,101 0 5,984 7,488 0 150 380 0 1,456 1,429
Changes from: January 12, 2021 Total Change is: -677
0 0 0 -1,619 156 0 993 -787 -2 0 175 0 -49 -219
Percent of Open Interest Represented by Each Category of Trader
0.0 1.2 0.0 27.9 10.5 0.0 56.8 71.1 0.0 1.4 3.6 0.0 13.8 13.6
Number of Traders in Each Category Total Traders: 30
0 . 0 5 . 0 11 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 43,314
Positions
17,221 11,062 533 8,340 1,687 589 6,755 8,564 1,407 0 14,001 0 8,470 5,473
Changes from: January 12, 2021 Total Change is: 1,209
1,398 1,036 -85 672 555 98 -1,015 -224 907 -188 -388 0 -579 -691
Percent of Open Interest Represented by Each Category of Trader
39.8 25.5 1.2 19.3 3.9 1.4 15.6 19.8 3.2 0.0 32.3 0.0 19.6 12.6
Number of Traders in Each Category Total Traders: 97
21 12 4 19 7 7 21 13 5 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 86,628
Positions
34,442 22,124 1,066 16,680 3,374 1,177 13,510 17,127 2,813 0 28,001 0 16,940 10,946
Changes from: January 12, 2021 Total Change is: 2,417
2,796 2,072 -169 1,344 1,110 196 -2,030 -447 1,813 -375 -776 0 -1,158 -1,382
Percent of Open Interest Represented by Each Category of Trader
39.8 25.5 1.2 19.3 3.9 1.4 15.6 19.8 3.2 0.0 32.3 0.0 19.6 12.6
Number of Traders in Each Category Total Traders: 97
21 12 4 19 7 7 21 13 5 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 26,791
Positions
487 15,818 412 18,715 4,146 2,308 2,083 3,241 0 400 444 0 2,386 422
Changes from: January 12, 2021 Total Change is: -1,112
-384 -885 0 -1,025 -40 0 -320 -278 0 0 0 0 617 91
Percent of Open Interest Represented by Each Category of Trader
1.8 59.0 1.5 69.9 15.5 8.6 7.8 12.1 0.0 1.5 1.7 0.0 8.9 1.6
Number of Traders in Each Category Total Traders: 27
. 8 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 535,228
Positions
60,342 151,245 6,719 268,674 100,559 56,388 49,107 85,998 10,518 21,957 70,464 814 60,708 52,521
Changes from: January 12, 2021 Total Change is: 3,563
1,581 5,801 -1,399 6,114 484 -807 -2,594 -2,098 1,992 188 1,990 179 -1,690 -2,579
Percent of Open Interest Represented by Each Category of Trader
11.3 28.3 1.3 50.2 18.8 10.5 9.2 16.1 2.0 4.1 13.2 0.2 11.3 9.8
Number of Traders in Each Category Total Traders: 532
30 39 16 166 82 115 64 94 47 32 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 12,662
Positions
7,233 3,371 0 2,559 7,133 505 722 738 35 0 0 0 1,608 880
Changes from: January 12, 2021 Total Change is: 1,083
1,063 571 0 0 247 -7 258 274 35 0 0 0 -266 -37
Percent of Open Interest Represented by Each Category of Trader
57.1 26.6 0.0 20.2 56.3 4.0 5.7 5.8 0.3 0.0 0.0 0.0 12.7 6.9
Number of Traders in Each Category Total Traders: 25
7 6 0 . 6 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 19,062
Positions
5,851 15,467 0 8,051 39 609 2,274 1,750 22 0 0 0 2,255 1,175
Changes from: January 12, 2021 Total Change is: 1,520
-339 1,422 0 1,497 25 200 302 529 -111 0 0 0 -29 -545
Percent of Open Interest Represented by Each Category of Trader
30.7 81.1 0.0 42.2 0.2 3.2 11.9 9.2 0.1 0.0 0.0 0.0 11.8 6.2
Number of Traders in Each Category Total Traders: 32
. 6 0 11 . . 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 2,599,308
Positions
301,708 709,432 27,142 1,343,369 502,797 281,940 242,735 443,832 32,007 109,786 352,818 3,572 257,049 245,768
Changes from: January 12, 2021 Total Change is: 21,194
7,903 17,082 50 30,569 2,422 -4,037 -15,771 -4,582 5,013 939 14,448 396 -3,868 -9,598
Percent of Open Interest Represented by Each Category of Trader
11.6 27.3 1.0 51.7 19.3 10.8 9.3 17.1 1.2 4.2 13.6 0.1 9.9 9.5
Number of Traders in Each Category Total Traders: 532
30 39 15 166 82 115 64 94 44 32 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 45,073
Positions
3,935 41,044 0 34,371 173 43 3,320 3,112 0 0 0 0 3,404 701
Changes from: January 12, 2021 Total Change is: 16,551
-273 14,679 0 16,272 0 0 390 2,102 0 0 0 0 162 -230
Percent of Open Interest Represented by Each Category of Trader
8.7 91.1 0.0 76.3 0.4 0.1 7.4 6.9 0.0 0.0 0.0 0.0 7.6 1.6
Number of Traders in Each Category Total Traders: 36
. 9 0 12 . . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,626
Positions
4,559 21,416 0 13,459 529 351 1,076 0 0 0 0 0 3,181 330
Changes from: January 12, 2021 Total Change is: -306
230 -62 0 -823 0 0 0 0 0 0 0 0 287 -244
Percent of Open Interest Represented by Each Category of Trader
20.1 94.7 0.0 59.5 2.3 1.6 4.8 0.0 0.0 0.0 0.0 0.0 14.1 1.5
Number of Traders in Each Category Total Traders: 21
. 8 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 53,987
Positions
5,854 19,291 161 33,176 26,973 1,575 3,139 2,502 160 714 0 0 9,208 3,325
Changes from: January 12, 2021 Total Change is: -565
137 388 -2 -766 -612 -29 554 -528 -15 244 0 0 -688 233
Percent of Open Interest Represented by Each Category of Trader
10.8 35.7 0.3 61.5 50.0 2.9 5.8 4.6 0.3 1.3 0.0 0.0 17.1 6.2
Number of Traders in Each Category Total Traders: 79
7 10 . 32 14 9 10 4 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 47,010
Positions
10,307 7,092 328 15,999 4,537 1,219 10,165 22,735 550 1,761 2,886 7 6,674 7,656
Changes from: January 12, 2021 Total Change is: 552
-355 794 3 447 -324 160 794 -754 -137 -91 174 3 -273 634
Percent of Open Interest Represented by Each Category of Trader
21.9 15.1 0.7 34.0 9.7 2.6 21.6 48.4 1.2 3.7 6.1 0.0 14.2 16.3
Number of Traders in Each Category Total Traders: 260
25 20 4 57 33 33 37 64 24 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 235,051
Positions
51,534 35,461 1,639 79,996 22,686 6,097 50,825 113,677 2,750 8,805 14,428 35 33,370 38,278
Changes from: January 12, 2021 Total Change is: 2,762
-1,774 3,970 17 2,236 -1,622 798 3,972 -3,772 -683 -453 871 15 -1,366 3,168
Percent of Open Interest Represented by Each Category of Trader
21.9 15.1 0.7 34.0 9.7 2.6 21.6 48.4 1.2 3.7 6.1 0.0 14.2 16.3
Number of Traders in Each Category Total Traders: 260
25 20 4 57 33 33 37 64 24 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 555,199
Positions
102,814 119,557 7,989 270,506 151,216 48,362 77,958 137,276 4,400 11,135 66,374 6 32,029 20,019
Changes from: January 12, 2021 Total Change is: 2,623
22,449 -1,108 72 -23,683 -5,574 -29 3,197 7,356 -595 1,540 2,101 0 -328 400
Percent of Open Interest Represented by Each Category of Trader
18.5 21.5 1.4 48.7 27.2 8.7 14.0 24.7 0.8 2.0 12.0 0.0 5.8 3.6
Number of Traders in Each Category Total Traders: 359
27 20 . 114 43 49 62 57 24 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,403
Positions
5,727 13,656 0 5,712 1,014 0 2,700 206 36 0 0 0 1,228 491
Changes from: January 12, 2021 Total Change is: 57
0 0 0 29 -11 0 -41 206 4 0 0 0 65 -142
Percent of Open Interest Represented by Each Category of Trader
37.2 88.7 0.0 37.1 6.6 0.0 17.5 1.3 0.2 0.0 0.0 0.0 8.0 3.2
Number of Traders in Each Category Total Traders: 21
. 7 0 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 16,268
Positions
0 6,087 0 9,657 205 31 1,357 5,851 0 0 1,056 0 5,223 3,038
Changes from: January 12, 2021 Total Change is: 16
0 31 0 9 0 0 194 1,580 -5 0 -10 0 -182 -1,580
Percent of Open Interest Represented by Each Category of Trader
0.0 37.4 0.0 59.4 1.3 0.2 8.3 36.0 0.0 0.0 6.5 0.0 32.1 18.7
Number of Traders in Each Category Total Traders: 22
0 . 0 9 . . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 48,446
Positions
8,149 6,324 892 13,802 1,876 741 16,597 8,580 38 1,098 345 0 7,129 29,650
Changes from: January 12, 2021 Total Change is: 687
87 218 27 -247 250 76 853 2,154 -49 -237 -500 0 177 -1,489
Percent of Open Interest Represented by Each Category of Trader
16.8 13.1 1.8 28.5 3.9 1.5 34.3 17.7 0.1 2.3 0.7 0.0 14.7 61.2
Number of Traders in Each Category Total Traders: 61
7 8 . 13 5 . 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 410,746
Positions
38,259 247,477 6,062 281,431 87,084 46,209 20,139 14,477 1,207 7,622 1,805 0 9,817 6,425
Changes from: January 12, 2021 Total Change is: -2,441
3,236 -9,705 -1,308 -5,154 -3,815 2,648 -2,760 7,796 468 -404 0 0 833 1,475
Percent of Open Interest Represented by Each Category of Trader
9.3 60.3 1.5 68.5 21.2 11.3 4.9 3.5 0.3 1.9 0.4 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 183
15 14 7 71 42 42 21 12 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,249,685
Positions
96,444 697,372 4,536 834,053 290,292 107,261 111,718 58,372 4,922 47,932 74,723 2,675 40,144 9,532
Changes from: January 12, 2021 Total Change is: -3,194
719 17,729 163 -10,881 17,060 -4,154 7,682 -16,929 801 -804 -15,862 246 3,034 -2,248
Percent of Open Interest Represented by Each Category of Trader
7.7 55.8 0.4 66.7 23.2 8.6 8.9 4.7 0.4 3.8 6.0 0.2 3.2 0.8
Number of Traders in Each Category Total Traders: 431
35 13 8 182 62 75 68 26 18 32 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 171,928
Positions
17,116 125,268 29,316 21,988 4,500 3,146 89,726 305 9,300 1,063 55 0 273 38
Changes from: January 12, 2021 Total Change is: 2,543
-307 202 3,544 -617 0 0 1,057 5 -151 -20 0 0 -963 -1,057
Percent of Open Interest Represented by Each Category of Trader
10.0 72.9 17.1 12.8 2.6 1.8 52.2 0.2 5.4 0.6 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 86
11 18 14 14 . . 31 . 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,157,441
Positions
11,157 122,056 4,762 653,436 188,495 177,979 53,455 436,519 20,796 76,033 32,460 0 159,823 174,374
Changes from: January 12, 2021 Total Change is: 793
1,089 -3,656 774 -5,301 -2,151 144 -4,069 2,425 5,060 -4,797 5,165 0 7,893 -6,968
Percent of Open Interest Represented by Each Category of Trader
1.0 10.5 0.4 56.5 16.3 15.4 4.6 37.7 1.8 6.6 2.8 0.0 13.8 15.1
Number of Traders in Each Category Total Traders: 181
7 22 4 55 26 43 16 36 11 12 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 1,074,732
Positions
26,576 111,252 0 555,406 212,200 200,518 88,943 381,716 6,468 60,455 18,147 0 136,366 144,431
Changes from: January 12, 2021 Total Change is: 14,523
1,634 10,111 0 669 -787 -1,021 14,061 7,506 -1,749 91 -1,194 0 838 1,657
Percent of Open Interest Represented by Each Category of Trader
2.5 10.4 0.0 51.7 19.7 18.7 8.3 35.5 0.6 5.6 1.7 0.0 12.7 13.4
Number of Traders in Each Category Total Traders: 140
4 11 0 57 27 53 6 26 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,971,964
Positions
60,937 144,588 16,102 858,159 466,094 274,761 395,746 904,224 22,503 169,581 42,409 1,094 173,081 100,189
Changes from: January 12, 2021 Total Change is: -2,770
19,648 10,584 1,531 -22,550 -55,677 6,221 7,709 55,622 -15,749 -4,104 -7,157 -77 4,601 1,932
Percent of Open Interest Represented by Each Category of Trader
3.1 7.3 0.8 43.5 23.6 13.9 20.1 45.9 1.1 8.6 2.2 0.1 8.8 5.1
Number of Traders in Each Category Total Traders: 273
12 26 9 89 29 68 51 37 23 21 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 3,369,237
Positions
176,701 246,631 33,521 1,210,222 1,210,982 716,134 513,920 460,281 77,493 298,608 160,013 314 342,324 463,868
Changes from: January 12, 2021 Total Change is: 8,760
-19,637 56,189 510 -3,878 -18,391 2,738 62,734 -49,144 3,598 -21,295 20,012 -51 -15,959 -6,701
Percent of Open Interest Represented by Each Category of Trader
5.2 7.3 1.0 35.9 35.9 21.3 15.3 13.7 2.3 8.9 4.7 0.0 10.2 13.8
Number of Traders in Each Category Total Traders: 391
25 42 10 88 77 90 53 65 42 24 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 1,056,434
Positions
67,963 23,774 6,345 432,399 402,592 117,943 255,935 235,671 8,256 48,525 41,952 0 119,068 219,901
Changes from: January 12, 2021 Total Change is: -6,262
-15,258 -7,848 2,169 23,774 10,157 -2,789 -17,259 -13,122 -194 -430 -6,852 0 3,725 12,217
Percent of Open Interest Represented by Each Category of Trader
6.4 2.3 0.6 40.9 38.1 11.2 24.2 22.3 0.8 4.6 4.0 0.0 11.3 20.8
Number of Traders in Each Category Total Traders: 129
5 6 4 25 53 44 21 8 12 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 3,228,560
Positions
52,786 239,224 12,467 1,402,794 696,672 561,025 431,223 1,157,737 109,617 369,714 132,657 685 288,249 318,476
Changes from: January 12, 2021 Total Change is: -11,862
-23,011 13,408 2,350 8,273 69,229 6,526 -14,135 -120,067 3,281 1,670 3,051 -80 3,264 10,440
Percent of Open Interest Represented by Each Category of Trader
1.6 7.4 0.4 43.4 21.6 17.4 13.4 35.9 3.4 11.5 4.1 0.0 8.9 9.9
Number of Traders in Each Category Total Traders: 296
12 20 4 90 51 74 37 59 28 13 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,061,488
Positions
346,194 319,189 215,761 31,732 6,799 12,230 208,065 257,622 222,329 6,833 0 1,595 16,749 25,963
Changes from: January 12, 2021 Total Change is: 27,133
10,831 4,103 8,427 1,188 2 -1,202 -3,017 3,608 14,148 -580 0 1,595 -4,257 -3,548
Percent of Open Interest Represented by Each Category of Trader
32.6 30.1 20.3 3.0 0.6 1.2 19.6 24.3 20.9 0.6 0.0 0.2 1.6 2.4
Number of Traders in Each Category Total Traders: 100
27 14 36 . 4 . 23 22 39 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,049,936
Positions
2,323,013 2,392,332 1,667,460 322,577 459,388 570,247 1,435,562 900,224 2,970,801 17,722 168,838 198,313 544,241 722,333
Changes from: January 12, 2021 Total Change is: 241,567
220,698 177,557 -171,030 5,045 -37,213 39,501 116,330 171,284 56,642 -623 18,224 4,695 -29,691 -18,093
Percent of Open Interest Represented by Each Category of Trader
23.1 23.8 16.6 3.2 4.6 5.7 14.3 9.0 29.6 0.2 1.7 2.0 5.4 7.2
Number of Traders in Each Category Total Traders: 223
32 43 68 17 12 16 48 41 74 5 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 478,075
Positions
14,073 217,815 82,989 2,195 15,719 8,186 239,254 22,539 125,808 693 108 4,652 225 259
Changes from: January 12, 2021 Total Change is: -825
-2,568 -8,754 279 -72 713 -910 -1,057 4,007 1,341 -222 108 2,392 -8 -1
Percent of Open Interest Represented by Each Category of Trader
2.9 45.6 17.4 0.5 3.3 1.7 50.0 4.7 26.3 0.1 0.0 1.0 0.0 0.1
Number of Traders in Each Category Total Traders: 88
10 23 21 . . . 20 19 27 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 193,464
Positions
19,554 106,435 27,344 4,486 7,405 1,013 85,796 15,589 33,926 20,137 477 1,157 51 118
Changes from: January 12, 2021 Total Change is: 17,317
-995 2,102 2,832 14 1,851 -300 11,057 6,003 4,698 0 121 13 -2 -3
Percent of Open Interest Represented by Each Category of Trader
10.1 55.0 14.1 2.3 3.8 0.5 44.3 8.1 17.5 10.4 0.2 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 79
8 17 12 . . . 23 20 23 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 126,918
Positions
0 24,321 0 3,404 2,087 0 4,081 55,900 43,989 75,444 544 0 0 77
Changes from: January 12, 2021 Total Change is: 6,953
0 212 0 0 0 0 -347 -756 7,503 -199 0 0 -4 -6
Percent of Open Interest Represented by Each Category of Trader
0.0 19.2 0.0 2.7 1.6 0.0 3.2 44.0 34.7 59.4 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
0 6 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,945
Positions
413 709 0 639 123 10 3,911 9,119 275 2,879 674 289 3,529 746
Changes from: January 12, 2021 Total Change is: -94
89 -45 0 -94 123 5 -196 -483 63 357 301 -171 -147 113
Percent of Open Interest Represented by Each Category of Trader
3.5 5.9 0.0 5.3 1.0 0.1 32.7 76.3 2.3 24.1 5.6 2.4 29.5 6.2
Number of Traders in Each Category Total Traders: 89
. . 0 4 . . 30 18 9 26 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,065
Positions
9,529 1,573 2 6,495 10,029 1,202 10,293 15,947 1,038 1,674 2,672 5 5,827 3,597
Changes from: January 12, 2021 Total Change is: 1,210
899 75 1 110 27 27 -52 1,923 -659 -328 -102 -14 1,226 -68
Percent of Open Interest Represented by Each Category of Trader
26.4 4.4 0.0 18.0 27.8 3.3 28.5 44.2 2.9 4.6 7.4 0.0 16.2 10.0
Number of Traders in Each Category Total Traders: 95
. . . 6 10 . 17 30 4 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 349,134
Positions
41,208 24,700 9,887 148,310 65,939 22,836 34,706 135,813 46,684 13,729 3,086 11,565 20,209 28,624
Changes from: January 12, 2021 Total Change is: 23,981
951 7,437 -513 10,559 1,024 -21 1,075 2,813 6,280 -884 222 4,051 2,483 2,688
Percent of Open Interest Represented by Each Category of Trader
11.8 7.1 2.8 42.5 18.9 6.5 9.9 38.9 13.4 3.9 0.9 3.3 5.8 8.2
Number of Traders in Each Category Total Traders: 175
10 12 16 13 26 13 25 58 46 14 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 39,201
Positions
3,334 3,549 60 30,749 2,039 365 2,067 33,115 0 2,345 0 0 281 73
Changes from: January 12, 2021 Total Change is: 7,388
0 0 0 7,246 2 81 102 7,290 0 -30 0 0 -11 15
Percent of Open Interest Represented by Each Category of Trader
8.5 9.1 0.2 78.4 5.2 0.9 5.3 84.5 0.0 6.0 0.0 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 5 7 0 14 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 22, 2021