Traders in Financial Futures - Futures Only Positions as of January 26, 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 168,896
Positions
2,938 84,189 3 59,033 24,387 4,785 36,085 33,594 4,351 17,537 0 911 43,253 16,676
Changes from: January 19, 2021 Total Change is: 14,665
132 11,064 3 827 -2,120 -698 9,761 7,413 -691 504 0 267 4,560 -573
Percent of Open Interest Represented by Each Category of Trader
1.7 49.8 0.0 35.0 14.4 2.8 21.4 19.9 2.6 10.4 0.0 0.5 25.6 9.9
Number of Traders in Each Category Total Traders: 110
4 10 . 23 11 8 25 24 13 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 48,337
Positions
1,712 22,541 7 7,058 6,420 381 16,786 6,367 53 0 642 0 22,340 11,926
Changes from: January 19, 2021 Total Change is: -193
369 -64 1 -1,643 944 -153 679 -1,035 34 0 1 0 520 79
Percent of Open Interest Represented by Each Category of Trader
3.5 46.6 0.0 14.6 13.3 0.8 34.7 13.2 0.1 0.0 1.3 0.0 46.2 24.7
Number of Traders in Each Category Total Traders: 44
. 7 . 9 6 . 11 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 154,558
Positions
15,203 30,772 698 57,428 50,552 6,196 33,797 31,563 1,819 2,068 6,854 0 37,349 26,104
Changes from: January 19, 2021 Total Change is: 7,462
679 -1,823 -157 600 734 -312 2,747 6,321 -64 -37 0 0 4,006 2,763
Percent of Open Interest Represented by Each Category of Trader
9.8 19.9 0.5 37.2 32.7 4.0 21.9 20.4 1.2 1.3 4.4 0.0 24.2 16.9
Number of Traders in Each Category Total Traders: 103
6 7 4 19 17 11 26 23 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 193,822
Positions
4,453 140,768 24 105,977 7,560 6,542 28,334 20,911 217 14,472 565 0 33,803 17,235
Changes from: January 19, 2021 Total Change is: 2,282
43 -1,984 17 -405 -107 205 323 4,012 -848 320 0 0 2,627 987
Percent of Open Interest Represented by Each Category of Trader
2.3 72.6 0.0 54.7 3.9 3.4 14.6 10.8 0.1 7.5 0.3 0.0 17.4 8.9
Number of Traders in Each Category Total Traders: 109
. 11 . 34 11 13 25 17 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 677,432
Positions
35,335 494,670 6,273 389,037 55,550 22,960 76,457 46,921 3,862 44,225 3,197 4,066 95,217 39,933
Changes from: January 19, 2021 Total Change is: 917
2,791 2,278 636 1,033 -1,345 594 -3,640 -1,932 97 1,993 -452 204 -2,791 837
Percent of Open Interest Represented by Each Category of Trader
5.2 73.0 0.9 57.4 8.2 3.4 11.3 6.9 0.6 6.5 0.5 0.6 14.1 5.9
Number of Traders in Each Category Total Traders: 297
15 11 10 113 28 45 52 32 20 38 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 24,433
Positions
0 9,215 0 10,346 2,962 2,454 466 4,437 0 800 0 0 10,367 5,365
Changes from: January 19, 2021 Total Change is: -1,967
0 1 0 -2,647 -42 113 466 -1,948 0 0 0 0 101 -91
Percent of Open Interest Represented by Each Category of Trader
0.0 37.7 0.0 42.3 12.1 10.0 1.9 18.2 0.0 3.3 0.0 0.0 42.4 22.0
Number of Traders in Each Category Total Traders: 21
0 . 0 12 . 7 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 143,073
Positions
3,472 49,279 1,018 53,750 49,654 2,903 43,803 20,683 1,539 1,724 0 0 34,864 17,997
Changes from: January 19, 2021 Total Change is: -1,210
1,018 -3,313 5 -1,129 230 151 -2,487 159 480 83 0 0 669 1,078
Percent of Open Interest Represented by Each Category of Trader
2.4 34.4 0.7 37.6 34.7 2.0 30.6 14.5 1.1 1.2 0.0 0.0 24.4 12.6
Number of Traders in Each Category Total Traders: 86
. 10 . 21 10 9 23 18 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 25,097
Positions
0 9,526 35 16,818 2,637 0 4,746 10,387 10 1,617 766 0 1,871 1,736
Changes from: January 19, 2021 Total Change is: 1,351
0 -73 0 1,898 113 0 -333 1,406 0 -216 -410 0 2 315
Percent of Open Interest Represented by Each Category of Trader
0.0 38.0 0.1 67.0 10.5 0.0 18.9 41.4 0.0 6.4 3.1 0.0 7.5 6.9
Number of Traders in Each Category Total Traders: 40
0 5 . 8 . 0 8 9 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 150,653
Positions
1,372 92,245 507 71,710 2,519 166 64,267 27,987 1,092 3,993 23,255 0 7,546 2,882
Changes from: January 19, 2021 Total Change is: 4,918
1,107 8,572 -168 6,142 -141 -1,443 -636 -1,579 51 147 -407 0 -282 33
Percent of Open Interest Represented by Each Category of Trader
0.9 61.2 0.3 47.6 1.7 0.1 42.7 18.6 0.7 2.7 15.4 0.0 5.0 1.9
Number of Traders in Each Category Total Traders: 154
. 12 . 23 . 4 59 24 10 15 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 39,037
Positions
0 2,129 8,890 9,564 15,548 14 12,504 5,336 755 3,368 4,019 113 3,829 2,233
Changes from: January 19, 2021 Total Change is: 11,859
-136 206 8,890 178 3,489 0 1,317 -842 216 1,040 -403 113 241 190
Percent of Open Interest Represented by Each Category of Trader
0.0 5.5 22.8 24.5 39.8 0.0 32.0 13.7 1.9 8.6 10.3 0.3 9.8 5.7
Number of Traders in Each Category Total Traders: 65
0 . . 12 4 . 18 12 6 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 46,804
Positions
3,735 18,480 17 13,087 7,131 4 22,094 15,988 387 831 1,520 6 6,643 3,271
Changes from: January 19, 2021 Total Change is: 560
595 153 11 -1,081 618 -756 1,732 439 -162 297 -36 0 -76 293
Percent of Open Interest Represented by Each Category of Trader
8.0 39.5 0.0 28.0 15.2 0.0 47.2 34.2 0.8 1.8 3.2 0.0 14.2 7.0
Number of Traders in Each Category Total Traders: 92
5 5 . 15 6 . 37 14 6 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 11,229
Positions
0 128 0 3,020 1,874 0 6,692 7,318 0 150 360 0 1,367 1,549
Changes from: January 19, 2021 Total Change is: 703
0 0 0 84 773 0 708 -170 0 0 -20 0 -89 120
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 26.9 16.7 0.0 59.6 65.2 0.0 1.3 3.2 0.0 12.2 13.8
Number of Traders in Each Category Total Traders: 28
0 . 0 5 . 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 44,757
Positions
18,516 11,173 260 8,196 1,597 824 7,350 9,378 1,415 111 14,343 0 8,086 5,769
Changes from: January 19, 2021 Total Change is: 1,443
1,295 111 -274 -145 -91 236 595 814 8 111 342 0 -384 296
Percent of Open Interest Represented by Each Category of Trader
41.4 25.0 0.6 18.3 3.6 1.8 16.4 21.0 3.2 0.2 32.0 0.0 18.1 12.9
Number of Traders in Each Category Total Traders: 103
21 14 . 20 5 8 21 16 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 89,513
Positions
37,032 22,346 519 16,391 3,193 1,648 14,700 18,755 2,829 222 28,685 0 16,172 11,538
Changes from: January 19, 2021 Total Change is: 2,885
2,590 222 -547 -289 -181 471 1,190 1,628 16 222 684 0 -768 592
Percent of Open Interest Represented by Each Category of Trader
41.4 25.0 0.6 18.3 3.6 1.8 16.4 21.0 3.2 0.2 32.0 0.0 18.1 12.9
Number of Traders in Each Category Total Traders: 103
21 14 . 20 5 8 21 16 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 25,263
Positions
810 16,288 270 16,237 2,300 2,464 2,435 3,098 0 400 444 0 2,647 399
Changes from: January 19, 2021 Total Change is: -1,528
323 470 -142 -2,478 -1,846 156 352 -143 0 0 0 0 261 -23
Percent of Open Interest Represented by Each Category of Trader
3.2 64.5 1.1 64.3 9.1 9.8 9.6 12.3 0.0 1.6 1.8 0.0 10.5 1.6
Number of Traders in Each Category Total Traders: 27
. 6 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 539,902
Positions
76,889 153,811 7,909 263,087 95,786 55,261 49,127 93,002 11,374 20,687 72,065 1,081 54,487 49,614
Changes from: January 19, 2021 Total Change is: 4,674
16,547 2,566 1,189 -5,587 -4,773 -1,127 20 7,003 855 -1,270 1,601 267 -6,220 -2,907
Percent of Open Interest Represented by Each Category of Trader
14.2 28.5 1.5 48.7 17.7 10.2 9.1 17.2 2.1 3.8 13.3 0.2 10.1 9.2
Number of Traders in Each Category Total Traders: 539
31 37 16 170 75 117 68 95 53 35 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 11,186
Positions
6,056 3,371 0 2,322 5,689 505 483 773 0 0 0 0 1,820 848
Changes from: January 19, 2021 Total Change is: -1,476
-1,177 0 0 -237 -1,444 0 -239 35 -35 0 0 0 212 -32
Percent of Open Interest Represented by Each Category of Trader
54.1 30.1 0.0 20.8 50.9 4.5 4.3 6.9 0.0 0.0 0.0 0.0 16.3 7.6
Number of Traders in Each Category Total Traders: 21
5 6 0 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 19,284
Positions
7,242 16,351 0 6,988 117 306 2,465 1,271 21 0 0 0 2,262 1,218
Changes from: January 19, 2021 Total Change is: 222
1,391 884 0 -1,063 78 -303 191 -479 -1 0 0 0 7 43
Percent of Open Interest Represented by Each Category of Trader
37.6 84.8 0.0 36.2 0.6 1.6 12.8 6.6 0.1 0.0 0.0 0.0 11.7 6.3
Number of Traders in Each Category Total Traders: 33
. 7 0 11 . . 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 2,617,305
Positions
344,395 725,435 27,043 1,315,434 478,931 276,306 243,704 479,657 37,735 103,435 360,823 4,906 264,347 226,469
Changes from: January 19, 2021 Total Change is: 17,997
42,687 16,003 -99 -27,935 -23,866 -5,634 969 35,825 5,728 -6,351 8,005 1,334 7,298 -19,299
Percent of Open Interest Represented by Each Category of Trader
13.2 27.7 1.0 50.3 18.3 10.6 9.3 18.3 1.4 4.0 13.8 0.2 10.1 8.7
Number of Traders in Each Category Total Traders: 539
31 37 15 170 75 117 69 94 49 35 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 41,344
Positions
3,807 38,687 0 30,767 173 43 3,150 1,068 0 0 0 0 3,577 1,373
Changes from: January 19, 2021 Total Change is: -3,729
-128 -2,357 0 -3,604 0 0 -170 -2,044 0 0 0 0 173 672
Percent of Open Interest Represented by Each Category of Trader
9.2 93.6 0.0 74.4 0.4 0.1 7.6 2.6 0.0 0.0 0.0 0.0 8.7 3.3
Number of Traders in Each Category Total Traders: 33
. 9 0 11 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 53,285
Positions
6,606 18,547 161 31,428 26,699 1,565 3,390 3,373 164 370 0 0 9,601 2,776
Changes from: January 19, 2021 Total Change is: -702
752 -744 0 -1,748 -274 -10 251 871 4 -344 0 0 393 -549
Percent of Open Interest Represented by Each Category of Trader
12.4 34.8 0.3 59.0 50.1 2.9 6.4 6.3 0.3 0.7 0.0 0.0 18.0 5.2
Number of Traders in Each Category Total Traders: 78
7 9 . 31 14 9 11 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 46,412
Positions
9,199 7,827 238 15,558 4,370 1,143 10,590 21,539 715 1,961 2,630 9 6,998 7,941
Changes from: January 19, 2021 Total Change is: -598
-1,108 735 -90 -441 -168 -76 425 -1,197 165 200 -255 2 324 285
Percent of Open Interest Represented by Each Category of Trader
19.8 16.9 0.5 33.5 9.4 2.5 22.8 46.4 1.5 4.2 5.7 0.0 15.1 17.1
Number of Traders in Each Category Total Traders: 269
23 26 4 60 33 30 35 60 27 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 232,059
Positions
45,994 39,134 1,191 77,792 21,848 5,715 52,949 107,694 3,576 9,807 13,152 45 34,990 39,704
Changes from: January 19, 2021 Total Change is: -2,992
-5,540 3,673 -448 -2,204 -838 -382 2,124 -5,983 826 1,002 -1,276 10 1,620 1,426
Percent of Open Interest Represented by Each Category of Trader
19.8 16.9 0.5 33.5 9.4 2.5 22.8 46.4 1.5 4.2 5.7 0.0 15.1 17.1
Number of Traders in Each Category Total Traders: 269
23 26 4 60 33 30 35 60 27 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 85,161
Positions
320 1,896 0 355 0 0 53,335 55,595 1,183 497 973 0 29,471 25,514
Changes from: January 19, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.4 2.2 0.0 0.4 0.0 0.0 62.6 65.3 1.4 0.6 1.1 0.0 34.6 30.0
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 7 6 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 556,777
Positions
114,503 112,564 8,074 258,947 151,529 47,578 77,601 140,198 4,873 14,662 71,017 6 30,533 20,938
Changes from: January 19, 2021 Total Change is: 1,578
11,689 -6,993 85 -11,559 313 -784 -357 2,922 473 3,527 4,643 0 -1,496 919
Percent of Open Interest Represented by Each Category of Trader
20.6 20.2 1.5 46.5 27.2 8.5 13.9 25.2 0.9 2.6 12.8 0.0 5.5 3.8
Number of Traders in Each Category Total Traders: 353
27 21 . 108 44 49 64 58 23 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 15,761
Positions
5,727 13,362 0 6,064 1,346 0 2,710 427 72 0 0 0 1,188 554
Changes from: January 19, 2021 Total Change is: 358
0 -294 0 352 332 0 10 221 36 0 0 0 -40 63
Percent of Open Interest Represented by Each Category of Trader
36.3 84.8 0.0 38.5 8.5 0.0 17.2 2.7 0.5 0.0 0.0 0.0 7.5 3.5
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 47,604
Positions
11,230 7,047 882 13,313 1,130 734 12,975 7,653 0 1,016 232 0 7,454 29,926
Changes from: January 19, 2021 Total Change is: -842
3,081 723 -10 -489 -746 -7 -3,622 -927 -38 -82 -113 0 325 276
Percent of Open Interest Represented by Each Category of Trader
23.6 14.8 1.9 28.0 2.4 1.5 27.3 16.1 0.0 2.1 0.5 0.0 15.7 62.9
Number of Traders in Each Category Total Traders: 54
7 9 . 13 4 . 8 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 420,045
Positions
36,027 246,878 9,417 285,994 83,497 46,273 18,021 26,217 729 14,177 1,805 0 9,407 5,229
Changes from: January 19, 2021 Total Change is: 9,299
-2,232 -599 3,355 4,563 -3,587 64 -2,118 11,740 -478 6,555 0 0 -410 -1,196
Percent of Open Interest Represented by Each Category of Trader
8.6 58.8 2.2 68.1 19.9 11.0 4.3 6.2 0.2 3.4 0.4 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 183
14 15 8 73 41 40 17 14 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 1,262,832
Positions
97,348 687,331 4,282 836,237 310,271 108,915 118,123 62,954 3,393 55,054 74,535 2,524 36,956 8,627
Changes from: January 19, 2021 Total Change is: 13,147
904 -10,041 -254 2,184 19,979 1,654 6,405 4,582 -1,529 7,122 -188 -151 -3,188 -905
Percent of Open Interest Represented by Each Category of Trader
7.7 54.4 0.3 66.2 24.6 8.6 9.4 5.0 0.3 4.4 5.9 0.2 2.9 0.7
Number of Traders in Each Category Total Traders: 436
36 13 8 187 61 79 69 25 19 33 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 171,132
Positions
17,161 123,340 30,140 22,118 4,737 3,146 87,919 305 9,350 1,038 75 0 260 39
Changes from: January 19, 2021 Total Change is: -796
45 -1,928 824 130 237 0 -1,807 0 50 -25 20 0 -13 1
Percent of Open Interest Represented by Each Category of Trader
10.0 72.1 17.6 12.9 2.8 1.8 51.4 0.2 5.5 0.6 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 84
11 18 14 14 . . 30 . 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 1,169,156
Positions
7,345 121,657 4,699 660,229 183,668 191,937 59,052 440,933 19,479 71,373 34,877 15 155,027 171,891
Changes from: January 19, 2021 Total Change is: 11,715
-3,812 -399 -63 6,793 -4,827 13,958 5,597 4,414 -1,317 -4,660 2,417 15 -4,796 -2,483
Percent of Open Interest Represented by Each Category of Trader
0.6 10.4 0.4 56.5 15.7 16.4 5.1 37.7 1.7 6.1 3.0 0.0 13.3 14.7
Number of Traders in Each Category Total Traders: 181
6 17 4 54 30 46 14 41 17 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 1,082,808
Positions
29,697 116,231 442 552,623 218,319 205,277 87,978 381,712 5,993 65,230 12,687 0 135,568 142,147
Changes from: January 19, 2021 Total Change is: 8,076
3,121 4,979 442 -2,783 6,119 4,759 -965 -4 -475 4,775 -5,460 0 -798 -2,284
Percent of Open Interest Represented by Each Category of Trader
2.7 10.7 0.0 51.0 20.2 19.0 8.1 35.3 0.6 6.0 1.2 0.0 12.5 13.1
Number of Traders in Each Category Total Traders: 141
. 11 . 59 31 57 5 24 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 2,124,684
Positions
58,924 208,139 14,941 932,318 459,083 279,156 465,986 991,856 25,130 178,053 45,605 1,011 169,165 99,763
Changes from: January 19, 2021 Total Change is: 152,720
-2,013 63,551 -1,161 74,159 -7,011 4,395 70,240 87,632 2,627 8,472 3,196 -83 -3,916 -426
Percent of Open Interest Represented by Each Category of Trader
2.8 9.8 0.7 43.9 21.6 13.1 21.9 46.7 1.2 8.4 2.1 0.0 8.0 4.7
Number of Traders in Each Category Total Traders: 290
10 33 9 96 28 69 54 37 20 25 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 3,447,076
Positions
189,014 219,406 45,956 1,329,379 1,266,708 687,802 500,339 495,068 63,998 280,025 189,633 2,528 348,035 475,977
Changes from: January 19, 2021 Total Change is: 77,839
12,313 -27,225 12,435 119,157 55,726 -28,332 -13,581 34,787 -13,495 -18,583 29,620 2,214 5,711 12,109
Percent of Open Interest Represented by Each Category of Trader
5.5 6.4 1.3 38.6 36.7 20.0 14.5 14.4 1.9 8.1 5.5 0.1 10.1 13.8
Number of Traders in Each Category Total Traders: 387
24 40 14 93 80 93 44 70 35 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 1,099,499
Positions
67,487 28,500 7,823 455,185 400,331 142,309 256,115 249,285 11,821 48,425 41,369 0 110,334 218,061
Changes from: January 19, 2021 Total Change is: 43,065
-476 4,726 1,478 22,786 -2,261 24,366 180 13,614 3,565 -100 -583 0 -8,734 -1,840
Percent of Open Interest Represented by Each Category of Trader
6.1 2.6 0.7 41.4 36.4 12.9 23.3 22.7 1.1 4.4 3.8 0.0 10.0 19.8
Number of Traders in Each Category Total Traders: 128
5 7 4 26 52 43 19 8 9 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 3,369,438
Positions
54,699 229,082 22,846 1,488,651 804,426 574,179 482,777 1,186,967 104,966 332,276 141,891 731 308,313 304,350
Changes from: January 19, 2021 Total Change is: 140,878
1,913 -10,142 10,379 85,857 107,754 13,154 51,554 29,230 -4,651 -37,438 9,234 46 20,064 -14,126
Percent of Open Interest Represented by Each Category of Trader
1.6 6.8 0.7 44.2 23.9 17.0 14.3 35.2 3.1 9.9 4.2 0.0 9.2 9.0
Number of Traders in Each Category Total Traders: 301
11 22 4 90 56 74 38 57 28 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 1,105,010
Positions
369,937 289,278 231,008 34,396 7,199 8,150 179,902 286,665 256,159 7,416 1,000 1,371 16,671 24,180
Changes from: January 19, 2021 Total Change is: 43,522
23,743 -29,911 15,247 2,664 400 -4,080 -28,163 29,043 33,830 583 1,000 -224 -78 -1,783
Percent of Open Interest Represented by Each Category of Trader
33.5 26.2 20.9 3.1 0.7 0.7 16.3 25.9 23.2 0.7 0.1 0.1 1.5 2.2
Number of Traders in Each Category Total Traders: 101
25 16 37 . 4 . 24 21 39 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 is10,466,366
Positions
2,588,904 2,519,860 1,569,577 330,163 461,318 609,027 1,493,092 1,085,550 3,095,896 18,509 196,990 205,737 555,461 722,411
Changes from: January 19, 2021 Total Change is: 416,430
265,891 127,528 -97,883 7,586 1,930 38,780 57,530 185,326 125,095 787 28,152 7,424 11,220 78
Percent of Open Interest Represented by Each Category of Trader
24.7 24.1 15.0 3.2 4.4 5.8 14.3 10.4 29.6 0.2 1.9 2.0 5.3 6.9
Number of Traders in Each Category Total Traders: 235
32 44 68 18 12 18 48 47 82 6 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 474,974
Positions
27,103 212,054 86,273 2,145 16,027 8,236 223,559 25,200 122,493 910 294 4,110 145 287
Changes from: January 19, 2021 Total Change is: -3,101
13,030 -5,761 3,284 -50 308 50 -15,695 2,661 -3,315 217 186 -542 -80 28
Percent of Open Interest Represented by Each Category of Trader
5.7 44.6 18.2 0.5 3.4 1.7 47.1 5.3 25.8 0.2 0.1 0.9 0.0 0.1
Number of Traders in Each Category Total Traders: 90
11 21 21 . . . 20 22 31 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 235,513
Positions
32,727 113,751 34,147 4,480 7,167 2,230 97,362 27,696 48,069 15,101 1,017 1,328 69 108
Changes from: January 19, 2021 Total Change is: 42,049
13,173 7,316 6,803 -6 -238 1,217 11,566 12,107 14,143 -5,036 540 171 18 -10
Percent of Open Interest Represented by Each Category of Trader
13.9 48.3 14.5 1.9 3.0 0.9 41.3 11.8 20.4 6.4 0.4 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 80
10 16 13 . . . 20 24 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 131,584
Positions
0 27,042 0 3,404 2,202 0 4,255 53,256 48,463 75,461 543 0 1 78
Changes from: January 19, 2021 Total Change is: 4,666
0 2,721 0 0 115 0 174 -2,644 4,474 17 -1 0 1 1
Percent of Open Interest Represented by Each Category of Trader
0.0 20.6 0.0 2.6 1.7 0.0 3.2 40.5 36.8 57.3 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 29
0 6 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 10,787
Positions
428 605 42 308 225 13 3,605 7,991 453 2,424 364 338 3,176 756
Changes from: January 19, 2021 Total Change is: -1,158
15 -104 42 -331 102 3 -306 -1,128 178 -455 -310 49 -353 10
Percent of Open Interest Represented by Each Category of Trader
4.0 5.6 0.4 2.9 2.1 0.1 33.4 74.1 4.2 22.5 3.4 3.1 29.4 7.0
Number of Traders in Each Category Total Traders: 90
. . . . . . 35 15 10 23 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 37,137
Positions
10,405 1,498 1 6,569 10,050 1,197 10,005 16,550 1,701 1,692 2,672 9 5,558 3,459
Changes from: January 19, 2021 Total Change is: 1,072
876 -75 -1 74 21 -5 -288 603 663 18 0 4 -269 -138
Percent of Open Interest Represented by Each Category of Trader
28.0 4.0 0.0 17.7 27.1 3.2 26.9 44.6 4.6 4.6 7.2 0.0 15.0 9.3
Number of Traders in Each Category Total Traders: 99
4 . . 7 10 . 17 31 4 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 342,508
Positions
47,093 22,929 8,328 152,727 72,348 19,476 35,067 144,238 42,624 12,711 2,695 4,742 19,740 25,128
Changes from: January 19, 2021 Total Change is: -6,626
5,885 -1,771 -1,559 4,417 6,409 -3,360 361 8,425 -4,060 -1,018 -391 -6,823 -469 -3,496
Percent of Open Interest Represented by Each Category of Trader
13.7 6.7 2.4 44.6 21.1 5.7 10.2 42.1 12.4 3.7 0.8 1.4 5.8 7.3
Number of Traders in Each Category Total Traders: 179
10 16 16 13 34 19 28 54 38 10 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 40,230
Positions
3,877 3,539 70 24,017 1,883 365 2,050 34,309 0 9,512 0 0 339 64
Changes from: January 19, 2021 Total Change is: 1,029
543 -10 10 -6,732 -156 0 -17 1,194 0 7,167 0 0 58 -9
Percent of Open Interest Represented by Each Category of Trader
9.6 8.8 0.2 59.7 4.7 0.9 5.1 85.3 0.0 23.6 0.0 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 43
. . . 10 . . 5 7 0 14 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 29, 2021