Traders in Financial Futures - Futures Only Positions as of December 14, 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 186,638
Positions
6,499 22,589 39,341 45,427 38,829 4,445 27,692 43,020 8,014 12,313 2,680 508 42,399 27,212
Changes from: December 7, 2021 Total Change is: 31,560
-8,352 -432 31,163 -1,186 -2,932 409 -4,148 3,614 784 2,021 51 -484 11,353 -613
Percent of Open Interest Represented by Each Category of Trader
3.5 12.1 21.1 24.3 20.8 2.4 14.8 23.0 4.3 6.6 1.4 0.3 22.7 14.6
Number of Traders in Each Category Total Traders: 103
6 7 7 15 19 6 13 29 15 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 38,467
Positions
18,656 1,497 0 4,699 14,393 1,166 2,643 3,157 1 0 479 0 11,302 17,774
Changes from: December 7, 2021 Total Change is: -12,762
-7,670 -42 -303 97 -1,471 -483 -1,008 -5,726 -3,001 0 479 0 -394 -2,215
Percent of Open Interest Represented by Each Category of Trader
48.5 3.9 0.0 12.2 37.4 3.0 6.9 8.2 0.0 0.0 1.2 0.0 29.4 46.2
Number of Traders in Each Category Total Traders: 36
. . 0 5 14 5 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 213,210
Positions
121,200 10,280 2,452 29,940 114,964 3,286 30,781 31,726 2,410 3,606 8,865 0 19,535 39,227
Changes from: December 7, 2021 Total Change is: -25,100
6,571 2,180 -11,865 -183 4,091 -716 -11,431 -15,268 -3,248 0 609 0 -4,228 -883
Percent of Open Interest Represented by Each Category of Trader
56.8 4.8 1.2 14.0 53.9 1.5 14.4 14.9 1.1 1.7 4.2 0.0 9.2 18.4
Number of Traders in Each Category Total Traders: 120
8 5 4 9 40 12 21 27 10 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 176,584
Positions
88,670 2,440 118 38,215 85,499 5,287 24,246 45,627 2,266 474 502 0 17,308 34,845
Changes from: December 7, 2021 Total Change is: -29,386
-19,280 -17,309 -2,613 -1,589 2,705 -914 4,945 -2,592 -7,797 -792 359 0 -1,346 -1,225
Percent of Open Interest Represented by Each Category of Trader
50.2 1.4 0.1 21.6 48.4 3.0 13.7 25.8 1.3 0.3 0.3 0.0 9.8 19.7
Number of Traders in Each Category Total Traders: 107
8 4 . 15 27 11 21 27 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 661,711
Positions
30,793 272,703 5,517 398,080 165,996 30,435 51,027 104,672 15,429 46,272 11,269 3,989 80,169 51,701
Changes from: December 7, 2021 Total Change is: -54,502
-18,574 -24,435 -28,579 7,238 6,265 -2,313 -3,294 2,603 -1,687 1 932 -1,028 -6,266 -6,260
Percent of Open Interest Represented by Each Category of Trader
4.7 41.2 0.8 60.2 25.1 4.6 7.7 15.8 2.3 7.0 1.7 0.6 12.1 7.8
Number of Traders in Each Category Total Traders: 334
18 16 7 109 45 44 39 54 25 35 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 32,612
Positions
1,317 12,367 0 14,823 8,339 2,648 432 4,977 6 0 0 0 13,386 4,275
Changes from: December 7, 2021 Total Change is: -4,596
428 702 -1,548 -62 -570 -1 -97 52 -1,683 0 0 0 -1,633 -1,548
Percent of Open Interest Represented by Each Category of Trader
4.0 37.9 0.0 45.5 25.6 8.1 1.3 15.3 0.0 0.0 0.0 0.0 41.0 13.1
Number of Traders in Each Category Total Traders: 27
. . 0 16 5 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 34,124
Positions
7,926 0 5,842 5,065 17,597 1,391 6,070 2,285 421 0 0 0 7,409 6,588
Changes from: December 7, 2021 Total Change is: 5,852
-514 0 5,333 9 1,660 1 844 0 50 0 0 0 129 -1,192
Percent of Open Interest Represented by Each Category of Trader
23.2 0.0 17.1 14.8 51.6 4.1 17.8 6.7 1.2 0.0 0.0 0.0 21.7 19.3
Number of Traders in Each Category Total Traders: 23
. 0 . 4 10 5 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 197,405
Positions
119,523 4,514 598 24,565 108,992 4,739 28,401 41,181 647 1,755 37 370 16,807 36,327
Changes from: December 7, 2021 Total Change is: -14,745
-461 -521 -6,011 -1,947 458 -1,169 -437 -4,392 -2,556 435 -393 370 -2,969 -531
Percent of Open Interest Represented by Each Category of Trader
60.5 2.3 0.3 12.4 55.2 2.4 14.4 20.9 0.3 0.9 0.0 0.2 8.5 18.4
Number of Traders in Each Category Total Traders: 90
8 5 . 10 21 7 18 25 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 64,500
Positions
352 33,835 11,246 33,604 0 62 9,189 8,215 2,751 2,805 4,979 2,261 2,230 1,151
Changes from: December 7, 2021 Total Change is: 4,530
-35 107 0 -1,399 -116 0 3,026 122 2,059 -558 234 2,261 -824 -137
Percent of Open Interest Represented by Each Category of Trader
0.5 52.5 17.4 52.1 0.0 0.1 14.2 12.7 4.3 4.3 7.7 3.5 3.5 1.8
Number of Traders in Each Category Total Traders: 48
. 4 . 13 0 . 16 . . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 101,049
Positions
3,838 16,974 505 52,774 19,961 2,032 34,326 33,612 425 3,235 21,876 85 3,829 5,579
Changes from: December 7, 2021 Total Change is: -99,124
-43,065 -73,679 -14,824 1,887 -6,848 381 -39,971 -1,452 -2,299 -154 33 -88 -991 -348
Percent of Open Interest Represented by Each Category of Trader
3.8 16.8 0.5 52.2 19.8 2.0 34.0 33.3 0.4 3.2 21.6 0.1 3.8 5.5
Number of Traders in Each Category Total Traders: 138
6 4 . 12 15 6 37 40 7 6 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 27,706
Positions
7,197 3,260 1,228 5,019 4,957 159 6,080 12,941 0 5,504 2,267 0 2,519 2,894
Changes from: December 7, 2021 Total Change is: 2,219
100 0 139 -579 -194 13 271 1,795 -34 2,380 407 0 -71 93
Percent of Open Interest Represented by Each Category of Trader
26.0 11.8 4.4 18.1 17.9 0.6 21.9 46.7 0.0 19.9 8.2 0.0 9.1 10.4
Number of Traders in Each Category Total Traders: 69
4 . . 7 7 . 13 19 0 13 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 41,223
Positions
20,220 1,636 0 2,624 19,893 52 13,894 11,858 628 692 1,730 32 3,081 5,394
Changes from: December 7, 2021 Total Change is: -14,752
9,132 -10,037 -1,960 790 1,763 -450 -19,238 -1,542 -3,090 177 197 0 -113 367
Percent of Open Interest Represented by Each Category of Trader
49.1 4.0 0.0 6.4 48.3 0.1 33.7 28.8 1.5 1.7 4.2 0.1 7.5 13.1
Number of Traders in Each Category Total Traders: 91
9 . 0 7 20 5 19 25 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 10,179
Positions
4,216 0 0 1,464 2,611 0 2,987 4,741 0 471 638 15 1,026 2,174
Changes from: December 7, 2021 Total Change is: -2,490
2,527 -2,253 -236 -196 136 0 -4,438 393 -127 104 -154 1 -125 -250
Percent of Open Interest Represented by Each Category of Trader
41.4 0.0 0.0 14.4 25.7 0.0 29.3 46.6 0.0 4.6 6.3 0.1 10.1 21.4
Number of Traders in Each Category Total Traders: 30
. 0 0 4 5 0 5 10 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 60,334
Positions
14,801 18,088 9,990 12,200 2,037 358 10,825 4,081 2,549 0 15,103 0 9,612 8,130
Changes from: December 7, 2021 Total Change is: 8,805
108 -1,215 9,002 -3,098 -124 69 -1,134 -1,175 2,446 -25 -840 -33 1,470 674
Percent of Open Interest Represented by Each Category of Trader
24.5 30.0 16.6 20.2 3.4 0.6 17.9 6.8 4.2 0.0 25.0 0.0 15.9 13.5
Number of Traders in Each Category Total Traders: 99
17 15 21 18 7 6 23 13 15 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 120,668
Positions
29,602 36,175 19,979 24,400 4,073 716 21,650 8,162 5,097 0 30,206 0 19,224 16,260
Changes from: December 7, 2021 Total Change is: 17,609
216 -2,429 18,003 -6,195 -248 137 -2,268 -2,349 4,892 -50 -1,680 -65 2,939 1,348
Percent of Open Interest Represented by Each Category of Trader
24.5 30.0 16.6 20.2 3.4 0.6 17.9 6.8 4.2 0.0 25.0 0.0 15.9 13.5
Number of Traders in Each Category Total Traders: 99
17 15 21 18 7 6 23 13 15 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 72,101
Positions
7,956 24,439 30,967 25,968 9,403 1,921 1,333 4,108 1,011 0 0 0 2,945 252
Changes from: December 7, 2021 Total Change is: 31,693
-144 929 29,294 472 -213 389 110 385 1,011 0 0 0 561 -102
Percent of Open Interest Represented by Each Category of Trader
11.0 33.9 42.9 36.0 13.0 2.7 1.8 5.7 1.4 0.0 0.0 0.0 4.1 0.3
Number of Traders in Each Category Total Traders: 40
6 7 5 19 . 4 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 550,927
Positions
42,542 132,353 34,328 210,547 93,598 68,482 62,081 53,143 36,126 28,368 71,598 3,369 65,084 57,931
Changes from: December 7, 2021 Total Change is: 48,050
3,043 -5 274 -6,422 6,417 7,323 4,567 -988 23,432 697 109 2,792 12,344 8,697
Percent of Open Interest Represented by Each Category of Trader
7.7 24.0 6.2 38.2 17.0 12.4 11.3 9.6 6.6 5.1 13.0 0.6 11.8 10.5
Number of Traders in Each Category Total Traders: 512
32 34 39 149 81 102 73 79 83 31 33 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 40,118
Positions
12,415 27,123 7,946 11,043 0 0 3,841 491 1,015 0 0 0 3,858 3,543
Changes from: December 7, 2021 Total Change is: 9,191
1,056 85 7,946 -413 -2,568 0 -483 -40 1,015 0 0 0 70 2,753
Percent of Open Interest Represented by Each Category of Trader
30.9 67.6 19.8 27.5 0.0 0.0 9.6 1.2 2.5 0.0 0.0 0.0 9.6 8.8
Number of Traders in Each Category Total Traders: 35
4 11 5 12 0 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 2,754,633
Positions
212,712 661,763 171,639 1,052,735 467,989 342,410 310,403 265,714 180,629 141,841 357,988 16,846 325,418 289,655
Changes from: December 7, 2021 Total Change is: 240,250
15,217 -27 1,368 -32,110 32,084 36,615 22,837 -4,941 117,158 3,485 546 13,960 61,720 43,487
Percent of Open Interest Represented by Each Category of Trader
7.7 24.0 6.2 38.2 17.0 12.4 11.3 9.6 6.6 5.1 13.0 0.6 11.8 10.5
Number of Traders in Each Category Total Traders: 512
32 34 39 149 81 102 73 79 83 31 33 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 39,951
Positions
16,488 27,435 9,667 8,374 473 0 1,486 960 266 0 0 0 3,670 1,150
Changes from: December 7, 2021 Total Change is: 3,609
0 99 4,167 178 -1,245 0 -431 189 217 0 0 0 -522 182
Percent of Open Interest Represented by Each Category of Trader
41.3 68.7 24.2 21.0 1.2 0.0 3.7 2.4 0.7 0.0 0.0 0.0 9.2 2.9
Number of Traders in Each Category Total Traders: 35
7 6 4 14 . 0 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 29,456
Positions
7,984 23,111 5,018 11,344 0 0 930 386 133 0 0 0 4,047 808
Changes from: December 7, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
27.1 78.5 17.0 38.5 0.0 0.0 3.2 1.3 0.5 0.0 0.0 0.0 13.7 2.7
Number of Traders in Each Category Total Traders: 20
4 7 6 4 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 25,804
Positions
9,526 20,384 499 9,566 154 2,798 623 757 13 0 0 0 2,779 1,199
Changes from: December 7, 2021 Total Change is: 2,072
0 -934 499 -1,398 0 2,523 103 -325 13 0 0 0 332 296
Percent of Open Interest Represented by Each Category of Trader
36.9 79.0 1.9 37.1 0.6 10.8 2.4 2.9 0.1 0.0 0.0 0.0 10.8 4.6
Number of Traders in Each Category Total Traders: 21
. 10 . 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 228,647
Positions
44,480 6,708 0 16,265 3,824 166 50,634 160,413 18,154 0 0 0 98,948 39,382
Changes from: December 7, 2021 Total Change is: 22,037
8,436 620 -214 -107 -1,395 -129 871 5,937 13,834 -1,183 0 0 529 3,384
Percent of Open Interest Represented by Each Category of Trader
19.5 2.9 0.0 7.1 1.7 0.1 22.1 70.2 7.9 0.0 0.0 0.0 43.3 17.2
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 5 9 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 41,277
Positions
5,587 11,054 727 19,930 20,764 2,426 3,351 2,031 13 295 0 2 8,946 4,260
Changes from: December 7, 2021 Total Change is: -212
-1,129 464 540 367 41 -25 -71 -1,140 -156 -27 0 2 287 62
Percent of Open Interest Represented by Each Category of Trader
13.5 26.8 1.8 48.3 50.3 5.9 8.1 4.9 0.0 0.7 0.0 0.0 21.7 10.3
Number of Traders in Each Category Total Traders: 69
4 8 4 27 17 10 6 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 530,425
Positions
99,425 75,786 43,994 196,042 155,546 59,455 56,375 102,078 24,477 15,042 43,886 2,446 33,169 22,757
Changes from: December 7, 2021 Total Change is: 69,110
4,435 -9,637 36,791 -10,017 -9,385 9,296 8,886 20,355 17,729 945 -990 2,420 -1,375 2,531
Percent of Open Interest Represented by Each Category of Trader
18.7 14.3 8.3 37.0 29.3 11.2 10.6 19.2 4.6 2.8 8.3 0.5 6.3 4.3
Number of Traders in Each Category Total Traders: 356
29 24 17 98 56 52 50 72 39 9 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 30,225
Positions
9,659 24,451 4,097 13,281 497 0 1,438 612 115 0 0 0 1,635 453
Changes from: December 7, 2021 Total Change is: 4,346
-100 266 4,097 -69 0 0 0 -50 115 0 0 0 303 -82
Percent of Open Interest Represented by Each Category of Trader
32.0 80.9 13.6 43.9 1.6 0.0 4.8 2.0 0.4 0.0 0.0 0.0 5.4 1.5
Number of Traders in Each Category Total Traders: 29
4 6 . 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 57,136
Positions
800 4,965 555 1,413 0 0 33,982 32,754 4,719 231 1,183 9 15,427 12,951
Changes from: December 7, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.4 8.7 1.0 2.5 0.0 0.0 59.5 57.3 8.3 0.4 2.1 0.0 27.0 22.7
Number of Traders in Each Category Total Traders: 20
. . . . 0 0 . 9 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,643
Positions
0 2,792 0 10,503 0 16 677 6,211 0 674 3,236 14 3,759 3,374
Changes from: December 7, 2021 Total Change is: -10,205
-9 -10,242 -876 -1 0 0 -1,847 4,541 -4,122 -23 2,158 -1,102 -2,225 -562
Percent of Open Interest Represented by Each Category of Trader
0.0 17.8 0.0 67.1 0.0 0.1 4.3 39.7 0.0 4.3 20.7 0.1 24.0 21.6
Number of Traders in Each Category Total Traders: 25
0 . 0 11 0 . . 4 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 41,070
Positions
5,373 3,564 658 12,705 5,178 714 9,199 6,082 409 5,849 0 0 6,163 24,465
Changes from: December 7, 2021 Total Change is: -20,898
-15,081 -1,885 -2,071 -258 197 289 1,404 -6,709 -4,734 526 -27 -185 -788 -5,773
Percent of Open Interest Represented by Each Category of Trader
13.1 8.7 1.6 30.9 12.6 1.7 22.4 14.8 1.0 14.2 0.0 0.0 15.0 59.6
Number of Traders in Each Category Total Traders: 52
8 5 . 11 4 4 11 8 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 431,256
Positions
34,930 227,451 39,257 271,793 88,351 45,615 17,285 6,506 3,726 6,571 8,358 1,253 10,826 10,739
Changes from: December 7, 2021 Total Change is: 30,581
1,506 -14,573 34,455 -7,713 3,339 1,424 -2,522 -7,541 3,349 -1,648 4,185 942 788 5,001
Percent of Open Interest Represented by Each Category of Trader
8.1 52.7 9.1 63.0 20.5 10.6 4.0 1.5 0.9 1.5 1.9 0.3 2.5 2.5
Number of Traders in Each Category Total Traders: 184
13 13 12 72 44 39 21 9 12 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 1,331,354
Positions
92,999 473,952 204,704 689,385 370,822 148,314 85,850 52,995 18,520 55,499 24,650 3,649 32,434 33,748
Changes from: December 7, 2021 Total Change is: 218,435
9,382 4,503 193,560 -31,422 -18,337 21,413 3,151 -12,468 9,780 7,049 -369 -819 6,341 21,172
Percent of Open Interest Represented by Each Category of Trader
7.0 35.6 15.4 51.8 27.9 11.1 6.4 4.0 1.4 4.2 1.9 0.3 2.4 2.5
Number of Traders in Each Category Total Traders: 404
29 18 25 142 83 89 52 36 31 26 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 244,695
Positions
35,709 181,669 39,455 19,279 7,397 2,532 133,298 755 12,651 1,448 177 0 323 59
Changes from: December 7, 2021 Total Change is: 2,589
-175 1,059 887 230 0 -224 1,005 0 867 -1 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
14.6 74.2 16.1 7.9 3.0 1.0 54.5 0.3 5.2 0.6 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
10 24 15 12 . . 27 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 53,943
Positions
10,984 16,843 2,223 13,540 7,994 2,025 10,564 10,517 2,920 2,520 2,402 278 8,890 8,742
Changes from: December 7, 2021 Total Change is: 3,567
-1,796 -700 1,430 -1,253 -38 1,474 535 -366 1,841 283 -800 248 804 477
Percent of Open Interest Represented by Each Category of Trader
20.4 31.2 4.1 25.1 14.8 3.8 19.6 19.5 5.4 4.7 4.5 0.5 16.5 16.2
Number of Traders in Each Category Total Traders: 289
33 17 21 62 40 35 44 51 43 23 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 269,716
Positions
54,921 84,213 11,116 67,698 39,968 10,123 52,818 52,587 14,601 12,602 12,011 1,389 44,448 43,708
Changes from: December 7, 2021 Total Change is: 17,836
-8,978 -3,500 7,149 -6,264 -189 7,371 2,677 -1,830 9,206 1,415 -3,998 1,242 4,018 2,385
Percent of Open Interest Represented by Each Category of Trader
20.4 31.2 4.1 25.1 14.8 3.8 19.6 19.5 5.4 4.7 4.5 0.5 16.5 16.2
Number of Traders in Each Category Total Traders: 289
33 17 21 62 40 35 44 51 43 23 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 163,226
Positions
1,301 2,333 2,788 649 0 0 105,504 128,161 6,319 5,099 3,712 112 41,454 19,801
Changes from: December 7, 2021 Total Change is: 12,856
263 -6,075 2,520 67 0 0 2,341 27,605 -1,898 1,920 -1,131 105 7,538 -8,270
Percent of Open Interest Represented by Each Category of Trader
0.8 1.4 1.7 0.4 0.0 0.0 64.6 78.5 3.9 3.1 2.3 0.1 25.4 12.1
Number of Traders in Each Category Total Traders: 38
4 . . . 0 0 9 10 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 1,219,698
Positions
8,927 114,592 2,783 575,914 264,404 239,445 96,356 392,579 18,211 84,864 36,637 0 193,198 151,047
Changes from: December 7, 2021 Total Change is: 8,013
1,263 -2,602 431 -7,457 2,243 3,738 4,909 20,873 830 2,709 1,577 0 1,590 -19,077
Percent of Open Interest Represented by Each Category of Trader
0.7 9.4 0.2 47.2 21.7 19.6 7.9 32.2 1.5 7.0 3.0 0.0 15.8 12.4
Number of Traders in Each Category Total Traders: 189
6 20 6 64 32 58 14 41 15 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 1,253,979
Positions
39,786 48,810 2,169 676,391 272,723 202,057 79,896 574,213 25,674 72,419 5,516 24 155,563 122,793
Changes from: December 7, 2021 Total Change is: 22,404
-1,329 3,744 497 9,855 5,704 806 14,461 31,125 -5,244 1,238 100 0 2,120 -14,328
Percent of Open Interest Represented by Each Category of Trader
3.2 3.9 0.2 53.9 21.7 16.1 6.4 45.8 2.0 5.8 0.4 0.0 12.4 9.8
Number of Traders in Each Category Total Traders: 151
6 8 5 72 26 57 10 21 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 1,965,142
Positions
53,391 153,458 10,990 612,878 666,325 409,603 597,965 173,365 107,164 46,606 245,908 5,769 120,776 192,560
Changes from: December 7, 2021 Total Change is: 77,188
-4,962 -1,475 599 32,114 29,476 -5,564 72,544 23,811 -1,723 -7,864 22,598 36 -7,992 9,430
Percent of Open Interest Represented by Each Category of Trader
2.7 7.8 0.6 31.2 33.9 20.8 30.4 8.8 5.5 2.4 12.5 0.3 6.1 9.8
Number of Traders in Each Category Total Traders: 334
14 28 9 77 84 84 39 53 28 8 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 3,769,585
Positions
177,850 157,093 42,024 1,516,490 1,334,189 780,724 684,704 509,520 103,476 144,516 264,447 21,516 298,285 556,596
Changes from: December 7, 2021 Total Change is: -18,777
7,193 21,518 -14,341 -27,009 -35,432 1,442 11,864 32,968 -12,560 2,350 -11,048 2 12,282 -1,326
Percent of Open Interest Represented by Each Category of Trader
4.7 4.2 1.1 40.2 35.4 20.7 18.2 13.5 2.7 3.8 7.0 0.6 7.9 14.8
Number of Traders in Each Category Total Traders: 415
22 36 16 84 103 104 46 78 50 18 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 1,368,110
Positions
81,480 19,055 6,240 393,030 491,032 216,176 478,207 289,943 20,857 68,293 41,728 0 103,827 283,079
Changes from: December 7, 2021 Total Change is: -6,319
41 -10,021 619 -870 -7,932 7,279 -11,667 4,655 -7,815 9,519 -912 0 -3,425 7,808
Percent of Open Interest Represented by Each Category of Trader
6.0 1.4 0.5 28.7 35.9 15.8 35.0 21.2 1.5 5.0 3.1 0.0 7.6 20.7
Number of Traders in Each Category Total Traders: 155
6 6 5 28 59 56 21 21 13 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 3,603,997
Positions
56,822 214,882 16,020 1,950,732 949,984 665,527 220,382 899,940 125,719 304,796 240,639 1,998 262,001 489,288
Changes from: December 7, 2021 Total Change is: 71,640
13,688 -1,901 1,391 -58,970 51,469 48,298 79,151 -20,277 -9,583 -12,026 4,619 0 9,691 -2,376
Percent of Open Interest Represented by Each Category of Trader
1.6 6.0 0.4 54.1 26.4 18.5 6.1 25.0 3.5 8.5 6.7 0.1 7.3 13.6
Number of Traders in Each Category Total Traders: 352
13 34 6 75 81 91 31 76 34 11 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 1,331,096
Positions
375,132 201,509 534,721 24,003 8,267 27,629 42,068 234,477 285,769 19,671 3,812 0 22,103 34,912
Changes from: December 7, 2021 Total Change is: -7,148
18,739 38,636 -23,888 -1,602 -85 1,434 7,407 -19,221 -6,466 -33 -1,207 -2,815 76 6,464
Percent of Open Interest Represented by Each Category of Trader
28.2 15.1 40.2 1.8 0.6 2.1 3.2 17.6 21.5 1.5 0.3 0.0 1.7 2.6
Number of Traders in Each Category Total Traders: 110
23 29 46 . 4 . 14 29 32 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 is11,179,135
Positions
3,201,041 893,877 1,976,330 815,234 1,446,891 798,449 1,461,212 2,536,096 2,164,955 87,417 234,283 216,506 457,991 911,748
Changes from: December 7, 2021 Total Change is:-1,062,575
299,036 -203,544 -417,776 147,343 205,586 -241,812 -624,127 -201,678 -249,447 39,802 82,489 -31,177 15,583 -5,216
Percent of Open Interest Represented by Each Category of Trader
28.6 8.0 17.7 7.3 12.9 7.1 13.1 22.7 19.4 0.8 2.1 1.9 4.1 8.2
Number of Traders in Each Category Total Traders: 233
34 32 62 11 24 26 25 85 81 5 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 1,611,899
Positions
634,768 426,308 482,230 30,741 75,309 60,776 115,633 323,325 217,122 55,839 11,808 12,243 2,547 2,778
Changes from: December 7, 2021 Total Change is: 175,378
3,949 61,118 75,396 11,235 5,744 16,719 39,034 -10,146 23,783 2,988 231 706 1,568 1,827
Percent of Open Interest Represented by Each Category of Trader
39.4 26.4 29.9 1.9 4.7 3.8 7.2 20.1 13.5 3.5 0.7 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 154
33 32 50 5 10 6 26 20 35 9 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 212,267
Positions
89,809 66,754 33,305 5,732 2,356 1,779 33,712 55,998 44,049 57 4,130 3,725 99 171
Changes from: December 7, 2021 Total Change is: 19,659
11,379 11,405 5,550 156 -139 -310 2,528 3,025 -103 -1 -292 494 -34 29
Percent of Open Interest Represented by Each Category of Trader
42.3 31.4 15.7 2.7 1.1 0.8 15.9 26.4 20.8 0.0 1.9 1.8 0.0 0.1
Number of Traders in Each Category Total Traders: 85
15 24 24 . . . 21 17 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 103,457
Positions
0 21,762 0 0 1,592 0 7,848 54,245 25,148 70,461 652 0 0 58
Changes from: December 7, 2021 Total Change is: -87,947
0 -29,069 0 0 0 -406 -4,458 28,049 -86,523 3,443 0 0 -3 2
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 0.0 1.5 0.0 7.6 52.4 24.3 68.1 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 6 0 0 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 13,518
Positions
443 870 75 5,759 778 47 2,198 7,824 1,328 1,816 1,259 287 1,565 1,050
Changes from: December 7, 2021 Total Change is: 276
-36 -212 -12 -67 60 11 201 -271 458 81 326 -257 -103 173
Percent of Open Interest Represented by Each Category of Trader
3.3 6.4 0.6 42.6 5.8 0.3 16.3 57.9 9.8 13.4 9.3 2.1 11.6 7.8
Number of Traders in Each Category Total Traders: 93
. . . 6 . . 27 31 15 11 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 41,265
Positions
1,456 89 1 34 0 0 18,401 26,761 5,466 3,973 1,290 6,354 5,580 1,304
Changes from: December 7, 2021 Total Change is: 4,390
-392 48 -9 -108 -70 0 3,570 2,888 475 259 -261 1,062 -467 257
Percent of Open Interest Represented by Each Category of Trader
3.5 0.2 0.0 0.1 0.0 0.0 44.6 64.9 13.2 9.6 3.1 15.4 13.5 3.2
Number of Traders in Each Category Total Traders: 131
. . . . 0 0 13 12 . 80 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,910
Positions
106 0 89 0 113 30 1,803 3,368 550 987 90 148 1,197 522
Changes from: December 7, 2021 Total Change is: 375
-92 -63 20 -25 39 -17 598 120 321 -157 58 -168 -105 65
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 1.8 0.0 2.3 0.6 36.7 68.6 11.2 20.1 1.8 3.0 24.4 10.6
Number of Traders in Each Category Total Traders: 47
. 0 . 0 . . 15 16 9 9 . .
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Traders in Financial Futures - Futures Only Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 6,342
Positions
0 568 0 0 0 0 2,795 4,228 0 2,910 1,396 0 637 150
Changes from: December 7, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 9.0 0.0 0.0 0.0 0.0 44.1 66.7 0.0 45.9 22.0 0.0 10.0 2.4
Number of Traders in Each Category Total Traders: 44
0 . 0 0 0 0 7 . 0 26 7 0
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Traders in Financial Futures - Futures Only Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,098
Positions
807 34,310 0 23,170 600 612 15,292 13,423 450 4,610 920 86 7,071 1,697
Changes from: December 7, 2021 Total Change is: -7,896
59 -6,562 0 1,156 -453 -40 -639 6,386 -6,602 -1,237 1 35 -628 -661
Percent of Open Interest Represented by Each Category of Trader
1.5 65.9 0.0 44.5 1.2 1.2 29.4 25.8 0.9 8.8 1.8 0.2 13.6 3.3
Number of Traders in Each Category Total Traders: 122
. . 0 22 . 4 39 15 5 35 7 .
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Traders in Financial Futures - Futures Only Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 296,559
Positions
44,657 19,707 10,440 95,494 48,705 31,938 26,078 83,850 59,574 6,799 7,858 4,137 17,442 30,350
Changes from: December 7, 2021 Total Change is: -3,523
-1,023 -2,542 -2,354 -7,585 8,979 -1,316 2,057 -16,266 10,048 330 -1,004 -1,490 -2,190 2,422
Percent of Open Interest Represented by Each Category of Trader
15.1 6.6 3.5 32.2 16.4 10.8 8.8 28.3 20.1 2.3 2.6 1.4 5.9 10.2
Number of Traders in Each Category Total Traders: 172
10 15 17 19 29 27 32 43 52 6 10 9
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Traders in Financial Futures - Futures Only Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 53,502
Positions
3,595 4,311 11,366 25,850 3,027 1,316 1,744 32,697 592 8,403 69 97 539 27
Changes from: December 7, 2021 Total Change is: 5,291
-315 -95 11,366 -7,405 -200 100 1,247 -6,528 592 -237 69 1 -58 -14
Percent of Open Interest Represented by Each Category of Trader
6.7 8.1 21.2 48.3 5.7 2.5 3.3 61.1 1.1 15.7 0.1 0.2 1.0 0.1
Number of Traders in Each Category Total Traders: 47
. . . 12 4 . 8 5 . 10 . .
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Updated December 17, 2021