Traders in Financial Futures - Futures Only Positions as of December 21, 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 145,562
Positions
34,908 14,956 1,420 41,126 45,977 4,731 16,325 43,932 4,186 12,938 2,869 478 29,450 27,013
Changes from: December 14, 2021 Total Change is: -41,076
28,409 -7,633 -37,921 -4,301 7,148 286 -11,367 912 -3,828 625 189 -30 -12,949 -199
Percent of Open Interest Represented by Each Category of Trader
24.0 10.3 1.0 28.3 31.6 3.3 11.2 30.2 2.9 8.9 2.0 0.3 20.2 18.6
Number of Traders in Each Category Total Traders: 113
7 6 . 16 23 9 14 33 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 40,920
Positions
19,275 1,500 0 5,633 15,111 1,287 3,677 4,777 2 0 479 0 11,046 17,764
Changes from: December 14, 2021 Total Change is: 2,453
619 3 0 934 718 121 1,034 1,620 1 0 0 0 -256 -10
Percent of Open Interest Represented by Each Category of Trader
47.1 3.7 0.0 13.8 36.9 3.1 9.0 11.7 0.0 0.0 1.2 0.0 27.0 43.4
Number of Traders in Each Category Total Traders: 41
. . 0 6 14 5 4 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 207,747
Positions
121,244 11,855 2,173 30,495 110,417 3,435 22,969 33,801 2,585 3,606 8,803 0 21,240 34,678
Changes from: December 14, 2021 Total Change is: -5,463
44 1,575 -279 555 -4,547 149 -7,812 2,075 175 0 -62 0 1,705 -4,549
Percent of Open Interest Represented by Each Category of Trader
58.4 5.7 1.0 14.7 53.1 1.7 11.1 16.3 1.2 1.7 4.2 0.0 10.2 16.7
Number of Traders in Each Category Total Traders: 119
8 6 4 8 38 12 20 29 13 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 183,743
Positions
93,354 3,842 325 38,894 88,844 5,293 25,404 46,104 3,057 500 489 0 16,916 35,789
Changes from: December 14, 2021 Total Change is: 7,159
4,684 1,402 207 679 3,345 6 1,158 477 791 26 -13 0 -392 944
Percent of Open Interest Represented by Each Category of Trader
50.8 2.1 0.2 21.2 48.4 2.9 13.8 25.1 1.7 0.3 0.3 0.0 9.2 19.5
Number of Traders in Each Category Total Traders: 109
10 4 . 15 27 11 18 30 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 672,239
Positions
30,687 274,735 7,158 402,253 169,087 30,327 56,120 107,792 15,883 46,384 9,618 4,326 79,101 53,313
Changes from: December 14, 2021 Total Change is: 10,528
-106 2,032 1,641 4,173 3,091 -108 5,093 3,120 454 112 -1,651 337 -1,068 1,612
Percent of Open Interest Represented by Each Category of Trader
4.6 40.9 1.1 59.8 25.2 4.5 8.3 16.0 2.4 6.9 1.4 0.6 11.8 7.9
Number of Traders in Each Category Total Traders: 333
19 15 8 109 44 43 45 50 24 36 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 31,952
Positions
1,349 12,364 0 14,683 7,280 2,657 432 4,175 6 0 0 0 12,825 5,470
Changes from: December 14, 2021 Total Change is: -660
32 -3 0 -140 -1,059 9 0 -802 0 0 0 0 -561 1,195
Percent of Open Interest Represented by Each Category of Trader
4.2 38.7 0.0 46.0 22.8 8.3 1.4 13.1 0.0 0.0 0.0 0.0 40.1 17.1
Number of Traders in Each Category Total Traders: 26
. . 0 16 5 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 26,769
Positions
9,838 0 0 5,053 17,630 1,412 2,344 1,545 421 0 0 0 7,701 5,761
Changes from: December 14, 2021 Total Change is: -7,355
1,912 0 -5,842 -12 33 21 -3,726 -740 0 0 0 0 292 -827
Percent of Open Interest Represented by Each Category of Trader
36.8 0.0 0.0 18.9 65.9 5.3 8.8 5.8 1.6 0.0 0.0 0.0 28.8 21.5
Number of Traders in Each Category Total Traders: 21
. 0 0 4 11 5 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 191,309
Positions
119,262 5,107 599 27,186 108,597 4,792 20,736 37,301 757 1,850 350 57 16,070 33,749
Changes from: December 14, 2021 Total Change is: -6,096
-261 593 1 2,621 -395 53 -7,665 -3,880 110 95 313 -313 -737 -2,578
Percent of Open Interest Represented by Each Category of Trader
62.3 2.7 0.3 14.2 56.8 2.5 10.8 19.5 0.4 1.0 0.2 0.0 8.4 17.6
Number of Traders in Each Category Total Traders: 87
8 5 . 10 21 8 15 24 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 45,372
Positions
0 33,052 0 33,895 101 62 6,389 4,181 0 2,773 6,979 0 2,253 997
Changes from: December 14, 2021 Total Change is: -19,128
-352 -783 -11,246 291 101 0 -2,800 -4,034 -2,751 -32 2,000 -2,261 23 -154
Percent of Open Interest Represented by Each Category of Trader
0.0 72.8 0.0 74.7 0.2 0.1 14.1 9.2 0.0 6.1 15.4 0.0 5.0 2.2
Number of Traders in Each Category Total Traders: 47
0 5 0 14 . . 14 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 94,469
Positions
1,906 22,557 515 54,575 12,162 1,658 26,755 30,376 223 5,199 21,750 75 3,563 5,153
Changes from: December 14, 2021 Total Change is: -6,580
-1,932 5,583 10 1,801 -7,799 -374 -7,571 -3,236 -202 1,964 -126 -10 -266 -426
Percent of Open Interest Represented by Each Category of Trader
2.0 23.9 0.5 57.8 12.9 1.8 28.3 32.2 0.2 5.5 23.0 0.1 3.8 5.5
Number of Traders in Each Category Total Traders: 132
5 7 . 12 13 8 32 40 6 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 30,811
Positions
9,216 3,260 2,426 4,528 4,104 12 5,065 13,183 775 6,548 4,129 0 2,241 2,922
Changes from: December 14, 2021 Total Change is: 3,105
2,019 0 1,198 -491 -853 -147 -1,015 242 775 1,044 1,862 0 -278 28
Percent of Open Interest Represented by Each Category of Trader
29.9 10.6 7.9 14.7 13.3 0.0 16.4 42.8 2.5 21.3 13.4 0.0 7.3 9.5
Number of Traders in Each Category Total Traders: 71
4 . . 6 6 . 11 22 . 13 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 41,354
Positions
21,761 1,651 0 3,448 20,772 417 11,408 10,369 604 875 1,970 32 2,809 5,539
Changes from: December 14, 2021 Total Change is: 131
1,541 15 0 824 879 365 -2,486 -1,489 -24 183 240 0 -272 145
Percent of Open Interest Represented by Each Category of Trader
52.6 4.0 0.0 8.3 50.2 1.0 27.6 25.1 1.5 2.1 4.8 0.1 6.8 13.4
Number of Traders in Each Category Total Traders: 98
9 . 0 8 24 8 20 25 6 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 10,603
Positions
3,971 0 0 1,511 2,631 0 2,953 4,941 523 551 465 15 1,079 2,028
Changes from: December 14, 2021 Total Change is: 424
-245 0 0 47 20 0 -34 200 523 80 -173 0 53 -146
Percent of Open Interest Represented by Each Category of Trader
37.5 0.0 0.0 14.3 24.8 0.0 27.9 46.6 4.9 5.2 4.4 0.1 10.2 19.1
Number of Traders in Each Category Total Traders: 29
. 0 0 4 5 0 5 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 45,692
Positions
16,098 18,379 450 9,980 1,460 236 10,466 3,842 404 0 15,103 0 8,059 5,819
Changes from: December 14, 2021 Total Change is: -14,642
1,297 292 -9,540 -2,220 -577 -123 -359 -240 -2,145 0 0 0 -1,554 -2,311
Percent of Open Interest Represented by Each Category of Trader
35.2 40.2 1.0 21.8 3.2 0.5 22.9 8.4 0.9 0.0 33.1 0.0 17.6 12.7
Number of Traders in Each Category Total Traders: 95
17 9 . 22 6 5 23 14 6 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 91,384
Positions
32,196 36,758 900 19,960 2,920 471 20,932 7,683 808 0 30,206 0 16,117 11,638
Changes from: December 14, 2021 Total Change is: -29,284
2,594 583 -19,079 -4,440 -1,153 -245 -718 -479 -4,289 0 0 0 -3,107 -4,622
Percent of Open Interest Represented by Each Category of Trader
35.2 40.2 1.0 21.8 3.2 0.5 22.9 8.4 0.9 0.0 33.1 0.0 17.6 12.7
Number of Traders in Each Category Total Traders: 95
17 9 . 22 6 5 23 14 6 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 39,138
Positions
11,803 23,642 0 21,284 9,514 1,354 2,324 4,320 0 0 0 0 2,373 308
Changes from: December 14, 2021 Total Change is: -32,963
3,847 -797 -30,967 -4,684 111 -567 991 212 -1,011 0 0 0 -572 56
Percent of Open Interest Represented by Each Category of Trader
30.2 60.4 0.0 54.4 24.3 3.5 5.9 11.0 0.0 0.0 0.0 0.0 6.1 0.8
Number of Traders in Each Category Total Traders: 38
4 5 0 20 . 4 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 452,425
Positions
33,210 130,468 5,380 217,686 84,022 55,179 52,426 54,519 6,543 28,297 70,771 600 53,105 44,944
Changes from: December 14, 2021 Total Change is: -98,502
-9,332 -1,885 -28,948 7,139 -9,576 -13,303 -9,654 1,376 -29,583 -72 -827 -2,769 -11,979 -12,987
Percent of Open Interest Represented by Each Category of Trader
7.3 28.8 1.2 48.1 18.6 12.2 11.6 12.1 1.4 6.3 15.6 0.1 11.7 9.9
Number of Traders in Each Category Total Traders: 489
30 29 17 153 75 100 72 69 51 34 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 27,816
Positions
10,388 21,222 0 9,841 3,761 0 3,633 1,533 0 0 0 0 3,954 1,300
Changes from: December 14, 2021 Total Change is: -12,302
-2,027 -5,901 -7,946 -1,202 3,761 0 -208 1,042 -1,015 0 0 0 96 -2,243
Percent of Open Interest Represented by Each Category of Trader
37.3 76.3 0.0 35.4 13.5 0.0 13.1 5.5 0.0 0.0 0.0 0.0 14.2 4.7
Number of Traders in Each Category Total Traders: 31
4 9 0 11 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 2,262,123
Positions
166,051 652,338 26,899 1,088,429 420,111 275,893 262,131 272,596 32,714 141,483 353,855 2,999 265,524 224,718
Changes from: December 14, 2021 Total Change is: -492,510
-46,661 -9,425 -144,740 35,694 -47,878 -66,517 -48,272 6,882 -147,915 -358 -4,133 -13,847 -59,894 -64,937
Percent of Open Interest Represented by Each Category of Trader
7.3 28.8 1.2 48.1 18.6 12.2 11.6 12.1 1.4 6.3 15.6 0.1 11.7 9.9
Number of Traders in Each Category Total Traders: 489
30 29 17 153 75 100 72 69 51 34 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 25,975
Positions
13,334 22,954 0 8,143 938 0 1,406 1,033 68 0 0 0 3,024 982
Changes from: December 14, 2021 Total Change is: -13,976
-3,154 -4,481 -9,667 -231 465 0 -80 73 -198 0 0 0 -646 -168
Percent of Open Interest Represented by Each Category of Trader
51.3 88.4 0.0 31.3 3.6 0.0 5.4 4.0 0.3 0.0 0.0 0.0 11.6 3.8
Number of Traders in Each Category Total Traders: 34
5 7 0 14 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 37,667
Positions
4,444 8,541 232 19,152 20,975 2,495 2,111 1,402 3 0 0 0 9,230 4,019
Changes from: December 14, 2021 Total Change is: -3,610
-1,143 -2,513 -495 -778 211 69 -1,240 -629 -10 -295 0 -2 284 -241
Percent of Open Interest Represented by Each Category of Trader
11.8 22.7 0.6 50.8 55.7 6.6 5.6 3.7 0.0 0.0 0.0 0.0 24.5 10.7
Number of Traders in Each Category Total Traders: 63
4 7 . 27 17 10 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 460,227
Positions
95,354 85,152 1,069 198,237 164,749 52,196 65,129 92,890 3,509 14,467 41,887 112 30,154 18,663
Changes from: December 14, 2021 Total Change is: -70,198
-4,071 9,366 -42,925 2,195 9,203 -7,259 8,754 -9,188 -20,968 -575 -1,999 -2,334 -3,015 -4,094
Percent of Open Interest Represented by Each Category of Trader
20.7 18.5 0.2 43.1 35.8 11.3 14.2 20.2 0.8 3.1 9.1 0.0 6.6 4.1
Number of Traders in Each Category Total Traders: 345
32 19 . 99 57 50 45 67 20 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 22,095
Positions
6,244 20,627 0 13,237 497 0 1,438 792 0 0 0 0 1,176 179
Changes from: December 14, 2021 Total Change is: -8,130
-3,415 -3,824 -4,097 -44 0 0 0 180 -115 0 0 0 -459 -274
Percent of Open Interest Represented by Each Category of Trader
28.3 93.4 0.0 59.9 2.2 0.0 6.5 3.6 0.0 0.0 0.0 0.0 5.3 0.8
Number of Traders in Each Category Total Traders: 28
. 7 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 15,333
Positions
0 2,802 0 10,394 206 21 230 6,314 0 674 2,781 29 3,985 3,180
Changes from: December 14, 2021 Total Change is: -310
0 10 0 -109 206 5 -447 103 0 0 -455 15 226 -194
Percent of Open Interest Represented by Each Category of Trader
0.0 18.3 0.0 67.8 1.3 0.1 1.5 41.2 0.0 4.4 18.1 0.2 26.0 20.7
Number of Traders in Each Category Total Traders: 24
0 . 0 11 . . . 4 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 42,400
Positions
5,059 3,225 577 12,288 3,851 737 9,868 8,329 1,617 6,270 0 0 5,984 24,064
Changes from: December 14, 2021 Total Change is: 1,330
-314 -339 -81 -417 -1,327 23 669 2,247 1,208 421 0 0 -179 -401
Percent of Open Interest Represented by Each Category of Trader
11.9 7.6 1.4 29.0 9.1 1.7 23.3 19.6 3.8 14.8 0.0 0.0 14.1 56.8
Number of Traders in Each Category Total Traders: 53
7 5 . 11 4 4 12 10 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 386,147
Positions
31,681 213,718 5,795 268,015 87,695 43,817 20,723 10,183 111 5,679 18,361 267 10,059 6,200
Changes from: December 14, 2021 Total Change is: -45,109
-3,249 -13,733 -33,462 -3,778 -656 -1,798 3,438 3,677 -3,615 -892 10,003 -986 -767 -4,539
Percent of Open Interest Represented by Each Category of Trader
8.2 55.3 1.5 69.4 22.7 11.3 5.4 2.6 0.0 1.5 4.8 0.1 2.6 1.6
Number of Traders in Each Category Total Traders: 184
11 12 9 72 45 37 22 9 4 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,084,152
Positions
106,483 492,724 3,469 676,431 362,239 128,730 84,564 55,559 5,241 53,838 20,284 1,309 24,087 14,597
Changes from: December 14, 2021 Total Change is: -247,202
13,484 18,772 -201,235 -12,954 -8,583 -19,584 -1,286 2,564 -13,279 -1,661 -4,366 -2,340 -8,347 -19,151
Percent of Open Interest Represented by Each Category of Trader
9.8 45.4 0.3 62.4 33.4 11.9 7.8 5.1 0.5 5.0 1.9 0.1 2.2 1.3
Number of Traders in Each Category Total Traders: 396
26 20 7 139 82 81 52 37 25 25 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 175,265
Positions
24,676 142,260 13,345 17,476 5,885 714 105,216 755 12,250 1,284 0 0 304 56
Changes from: December 14, 2021 Total Change is: -69,430
-11,033 -39,409 -26,110 -1,803 -1,512 -1,818 -28,082 0 -401 -164 -177 0 -19 -3
Percent of Open Interest Represented by Each Category of Trader
14.1 81.2 7.6 10.0 3.4 0.4 60.0 0.4 7.0 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 73
7 20 14 9 . . 26 . 6 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 41,614
Positions
9,068 13,213 139 14,254 8,780 571 7,303 8,664 388 2,342 2,692 25 7,524 7,142
Changes from: December 14, 2021 Total Change is: -12,329
-1,916 -3,630 -2,084 715 787 -1,454 -3,261 -1,853 -2,532 -179 290 -253 -1,365 -1,600
Percent of Open Interest Represented by Each Category of Trader
21.8 31.8 0.3 34.3 21.1 1.4 17.5 20.8 0.9 5.6 6.5 0.1 18.1 17.2
Number of Traders in Each Category Total Traders: 268
29 14 . 62 38 27 41 44 20 23 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 208,070
Positions
45,341 66,064 696 71,272 43,901 2,853 36,515 43,320 1,939 11,708 13,462 125 37,621 35,710
Changes from: December 14, 2021 Total Change is: -61,646
-9,580 -18,149 -10,420 3,574 3,933 -7,270 -16,303 -9,267 -12,662 -894 1,451 -1,264 -6,827 -7,998
Percent of Open Interest Represented by Each Category of Trader
21.8 31.8 0.3 34.3 21.1 1.4 17.5 20.8 0.9 5.6 6.5 0.1 18.1 17.2
Number of Traders in Each Category Total Traders: 268
29 14 . 62 38 27 41 44 20 23 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 58,427
Positions
3,652 442 0 829 0 84 12,896 35,939 2,127 2,599 1,738 1 36,239 18,096
Changes from: December 14, 2021 Total Change is: -104,799
2,351 -1,891 -2,788 180 0 84 -92,608 -92,222 -4,192 -2,500 -1,974 -111 -5,215 -1,705
Percent of Open Interest Represented by Each Category of Trader
6.3 0.8 0.0 1.4 0.0 0.1 22.1 61.5 3.6 4.4 3.0 0.0 62.0 31.0
Number of Traders in Each Category Total Traders: 28
. . 0 . 0 . 5 8 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,225,029
Positions
9,488 103,484 2,855 586,106 263,162 243,260 99,764 397,245 15,114 80,838 36,315 1,977 185,627 161,617
Changes from: December 14, 2021 Total Change is: 5,331
561 -11,108 72 10,192 -1,242 3,815 3,408 4,666 -3,097 -4,026 -322 1,977 -7,571 10,570
Percent of Open Interest Represented by Each Category of Trader
0.8 8.4 0.2 47.8 21.5 19.9 8.1 32.4 1.2 6.6 3.0 0.2 15.2 13.2
Number of Traders in Each Category Total Traders: 186
9 16 6 66 32 59 16 36 14 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,254,282
Positions
40,577 46,965 2,789 678,269 274,016 202,151 81,031 571,756 19,025 69,453 9,151 146 160,841 128,283
Changes from: December 14, 2021 Total Change is: 303
791 -1,845 620 1,878 1,293 94 1,135 -2,457 -6,649 -2,966 3,635 122 5,278 5,490
Percent of Open Interest Represented by Each Category of Trader
3.2 3.7 0.2 54.1 21.8 16.1 6.5 45.6 1.5 5.5 0.7 0.0 12.8 10.2
Number of Traders in Each Category Total Traders: 147
6 8 . 70 26 56 8 20 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,970,102
Positions
48,026 177,900 9,781 645,154 650,944 400,153 573,456 170,777 121,142 40,004 238,052 9,515 122,871 191,838
Changes from: December 14, 2021 Total Change is: 4,960
-5,365 24,442 -1,209 32,276 -15,381 -9,450 -24,509 -2,588 13,978 -6,602 -7,856 3,746 2,095 -722
Percent of Open Interest Represented by Each Category of Trader
2.4 9.0 0.5 32.7 33.0 20.3 29.1 8.7 6.1 2.0 12.1 0.5 6.2 9.7
Number of Traders in Each Category Total Traders: 334
13 37 8 81 78 81 42 47 30 7 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 3,798,267
Positions
187,063 163,479 36,911 1,559,638 1,339,321 768,455 669,203 557,870 116,667 139,053 261,023 19,793 301,484 534,748
Changes from: December 14, 2021 Total Change is: 28,682
9,213 6,386 -5,113 43,148 5,132 -12,269 -15,501 48,350 13,191 -5,463 -3,424 -1,723 3,199 -21,848
Percent of Open Interest Represented by Each Category of Trader
4.9 4.3 1.0 41.1 35.3 20.2 17.6 14.7 3.1 3.7 6.9 0.5 7.9 14.1
Number of Traders in Each Category Total Traders: 425
22 37 13 90 104 106 46 84 52 19 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,353,497
Positions
74,832 17,039 5,965 392,608 514,393 200,906 479,936 287,008 17,919 65,991 42,328 0 115,340 267,939
Changes from: December 14, 2021 Total Change is: -14,613
-6,648 -2,016 -275 -422 23,361 -15,270 1,729 -2,935 -2,938 -2,302 600 0 11,513 -15,140
Percent of Open Interest Represented by Each Category of Trader
5.5 1.3 0.4 29.0 38.0 14.8 35.5 21.2 1.3 4.9 3.1 0.0 8.5 19.8
Number of Traders in Each Category Total Traders: 153
5 5 . 26 62 56 21 20 13 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 3,604,052
Positions
41,171 225,531 13,347 2,019,931 879,313 671,237 166,085 943,954 126,281 309,594 239,278 3,686 252,720 501,425
Changes from: December 14, 2021 Total Change is: 55
-15,651 10,649 -2,673 69,199 -70,671 5,710 -54,297 44,014 562 4,798 -1,361 1,688 -9,281 12,137
Percent of Open Interest Represented by Each Category of Trader
1.1 6.3 0.4 56.0 24.4 18.6 4.6 26.2 3.5 8.6 6.6 0.1 7.0 13.9
Number of Traders in Each Category Total Traders: 346
11 33 8 77 78 86 28 76 31 12 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,368,542
Positions
382,939 191,423 580,556 24,185 4,639 29,609 42,769 255,562 265,375 21,221 2,321 2 21,886 39,055
Changes from: December 14, 2021 Total Change is: 37,446
7,807 -10,086 45,835 182 -3,628 1,980 701 21,085 -20,394 1,550 -1,491 2 -217 4,143
Percent of Open Interest Represented by Each Category of Trader
28.0 14.0 42.4 1.8 0.3 2.2 3.1 18.7 19.4 1.6 0.2 0.0 1.6 2.9
Number of Traders in Each Category Total Traders: 103
23 30 46 . . . 11 28 33 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 is11,105,895
Positions
3,312,253 911,408 1,993,506 789,424 1,427,176 821,258 1,435,525 2,609,437 2,031,638 27,243 266,718 228,077 466,971 816,677
Changes from: December 14, 2021 Total Change is: -73,240
111,212 17,531 17,176 -25,810 -19,715 22,809 -25,687 73,341 -133,317 -60,174 32,435 11,571 8,980 -95,071
Percent of Open Interest Represented by Each Category of Trader
29.8 8.2 17.9 7.1 12.9 7.4 12.9 23.5 18.3 0.2 2.4 2.1 4.2 7.4
Number of Traders in Each Category Total Traders: 226
34 33 61 11 22 26 24 80 80 . 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 1,558,725
Positions
603,586 335,967 484,097 14,911 92,232 75,283 77,267 311,698 235,458 55,029 10,585 10,417 2,677 2,988
Changes from: December 14, 2021 Total Change is: -53,174
-31,182 -90,341 1,867 -15,830 16,923 14,507 -38,366 -11,627 18,336 -810 -1,223 -1,826 130 210
Percent of Open Interest Represented by Each Category of Trader
38.7 21.6 31.1 1.0 5.9 4.8 5.0 20.0 15.1 3.5 0.7 0.7 0.2 0.2
Number of Traders in Each Category Total Traders: 160
35 31 49 4 14 9 25 26 35 9 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 226,213
Positions
89,547 72,798 41,765 6,083 2,288 1,779 34,317 50,502 48,787 56 4,151 3,789 90 354
Changes from: December 14, 2021 Total Change is: 13,946
-262 6,044 8,460 351 -68 0 605 -5,496 4,738 -1 21 64 -9 183
Percent of Open Interest Represented by Each Category of Trader
39.6 32.2 18.5 2.7 1.0 0.8 15.2 22.3 21.6 0.0 1.8 1.7 0.0 0.2
Number of Traders in Each Category Total Traders: 82
14 25 27 . . . 18 18 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 104,953
Positions
0 21,992 0 0 1,657 0 7,282 51,981 28,610 69,061 652 0 0 61
Changes from: December 14, 2021 Total Change is: 1,496
0 230 0 0 65 0 -566 -2,264 3,462 -1,400 0 0 0 3
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 0.0 1.6 0.0 6.9 49.5 27.3 65.8 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 21, 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 12,852
Positions
431 573 44 5,630 751 45 1,893 7,571 1,462 1,048 946 544 1,755 916
Changes from: December 14, 2021 Total Change is: -666
-12 -297 -31 -129 -27 -2 -305 -253 134 -768 -313 257 190 -134
Percent of Open Interest Represented by Each Category of Trader
3.4 4.5 0.3 43.8 5.8 0.4 14.7 58.9 11.4 8.2 7.4 4.2 13.7 7.1
Number of Traders in Each Category Total Traders: 82
. 4 . 5 . . 24 27 15 10 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 42,418
Positions
1,585 304 11 96 0 0 23,274 29,011 4,638 3,686 3,773 3,474 5,654 1,207
Changes from: December 14, 2021 Total Change is: 1,153
129 215 10 62 0 0 4,873 2,250 -828 -287 2,483 -2,880 74 -97
Percent of Open Interest Represented by Each Category of Trader
3.7 0.7 0.0 0.2 0.0 0.0 54.9 68.4 10.9 8.7 8.9 8.2 13.3 2.8
Number of Traders in Each Category Total Traders: 123
. . . . 0 0 12 11 4 76 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 4,903
Positions
104 29 145 36 111 30 1,462 3,288 632 1,078 23 200 1,216 445
Changes from: December 14, 2021 Total Change is: -7
-2 29 56 36 -2 0 -341 -80 82 91 -67 52 19 -77
Percent of Open Interest Represented by Each Category of Trader
2.1 0.6 3.0 0.7 2.3 0.6 29.8 67.1 12.9 22.0 0.5 4.1 24.8 9.1
Number of Traders in Each Category Total Traders: 48
. . . . . . 16 14 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 15,798
Positions
0 1,098 0 0 0 0 11,267 12,553 30 3,618 1,975 5 878 137
Changes from: December 14, 2021 Total Change is: 9,456
0 530 0 0 0 0 8,472 8,325 30 708 579 5 241 -13
Percent of Open Interest Represented by Each Category of Trader
0.0 7.0 0.0 0.0 0.0 0.0 71.3 79.5 0.2 22.9 12.5 0.0 5.6 0.9
Number of Traders in Each Category Total Traders: 44
0 . 0 0 0 0 . 4 . 27 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 56,162
Positions
1,232 38,464 0 23,576 846 611 16,874 13,318 446 6,449 719 88 6,886 1,670
Changes from: December 14, 2021 Total Change is: 4,064
425 4,154 0 406 246 -1 1,582 -105 -4 1,839 -201 2 -185 -27
Percent of Open Interest Represented by Each Category of Trader
2.2 68.5 0.0 42.0 1.5 1.1 30.0 23.7 0.8 11.5 1.3 0.2 12.3 3.0
Number of Traders in Each Category Total Traders: 120
. . 0 20 . 4 39 15 . 34 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 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 289,170
Positions
36,517 17,296 14,171 89,744 50,166 28,695 31,701 85,950 53,354 7,106 3,018 9,121 18,761 27,399
Changes from: December 14, 2021 Total Change is: -7,389
-8,140 -2,411 3,731 -5,750 1,461 -3,243 5,623 2,100 -6,220 307 -4,840 4,984 1,319 -2,951
Percent of Open Interest Represented by Each Category of Trader
12.6 6.0 4.9 31.0 17.3 9.9 11.0 29.7 18.5 2.5 1.0 3.2 6.5 9.5
Number of Traders in Each Category Total Traders: 168
13 13 18 18 31 26 28 44 47 6 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 39,947
Positions
3,615 13,190 95 26,244 579 872 476 24,951 0 8,154 216 0 491 44
Changes from: December 14, 2021 Total Change is: -13,555
20 8,879 -11,271 394 -2,448 -444 -1,268 -7,746 -592 -249 147 -97 -48 17
Percent of Open Interest Represented by Each Category of Trader
9.0 33.0 0.2 65.7 1.4 2.2 1.2 62.5 0.0 20.4 0.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 42
. 4 . 13 . . 5 5 0 8 . 0
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Updated December 27, 2021