Traders in Financial Futures - Futures Only Positions as of December 28, 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 138,692
Positions
33,018 15,462 1,615 39,561 42,085 4,817 12,466 39,885 3,957 12,894 3,674 452 29,912 26,745
Changes from: December 21, 2021 Total Change is: -6,870
-1,890 506 195 -1,565 -3,892 86 -3,859 -4,047 -229 -44 805 -26 462 -268
Percent of Open Interest Represented by Each Category of Trader
23.8 11.1 1.2 28.5 30.3 3.5 9.0 28.8 2.9 9.3 2.6 0.3 21.6 19.3
Number of Traders in Each Category Total Traders: 105
6 7 . 14 21 10 14 28 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 40,122
Positions
18,957 1,481 0 4,859 13,857 1,387 2,260 5,744 41 0 486 0 12,618 17,126
Changes from: December 21, 2021 Total Change is: -798
-318 -19 0 -774 -1,254 100 -1,417 967 39 0 7 0 1,572 -638
Percent of Open Interest Represented by Each Category of Trader
47.2 3.7 0.0 12.1 34.5 3.5 5.6 14.3 0.1 0.0 1.2 0.0 31.4 42.7
Number of Traders in Each Category Total Traders: 37
. . 0 5 14 5 . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 205,378
Positions
109,263 20,658 3,750 33,119 93,269 4,004 25,821 39,881 3,624 3,606 8,619 0 22,191 31,573
Changes from: December 21, 2021 Total Change is: -2,369
-11,981 8,803 1,577 2,624 -17,148 569 2,852 6,080 1,039 0 -184 0 951 -3,105
Percent of Open Interest Represented by Each Category of Trader
53.2 10.1 1.8 16.1 45.4 1.9 12.6 19.4 1.8 1.8 4.2 0.0 10.8 15.4
Number of Traders in Each Category Total Traders: 123
7 7 4 14 34 14 21 30 15 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 203,814
Positions
102,130 4,107 274 40,821 98,235 5,511 33,153 54,022 5,400 0 478 0 16,525 35,787
Changes from: December 21, 2021 Total Change is: 20,071
8,776 265 -51 1,927 9,391 218 7,749 7,918 2,343 -500 -11 0 -391 -2
Percent of Open Interest Represented by Each Category of Trader
50.1 2.0 0.1 20.0 48.2 2.7 16.3 26.5 2.6 0.0 0.2 0.0 8.1 17.6
Number of Traders in Each Category Total Traders: 120
10 4 . 18 28 10 20 36 13 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 673,273
Positions
31,727 281,161 6,222 403,923 167,507 31,491 57,637 108,038 13,885 47,681 9,429 3,968 76,739 51,572
Changes from: December 21, 2021 Total Change is: 1,034
1,040 6,426 -936 1,670 -1,580 1,164 1,517 246 -1,998 1,297 -189 -358 -2,362 -1,741
Percent of Open Interest Represented by Each Category of Trader
4.7 41.8 0.9 60.0 24.9 4.7 8.6 16.0 2.1 7.1 1.4 0.6 11.4 7.7
Number of Traders in Each Category Total Traders: 340
18 15 8 110 45 45 50 51 29 36 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 32,372
Positions
1,349 12,364 0 14,685 7,421 2,657 432 3,740 0 0 0 0 13,249 6,190
Changes from: December 21, 2021 Total Change is: 420
0 0 0 2 141 0 0 -435 -6 0 0 0 424 720
Percent of Open Interest Represented by Each Category of Trader
4.2 38.2 0.0 45.4 22.9 8.2 1.3 11.6 0.0 0.0 0.0 0.0 40.9 19.1
Number of Traders in Each Category Total Traders: 25
. . 0 16 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 26,698
Positions
9,838 0 0 5,017 17,724 1,412 2,269 1,545 421 0 0 0 7,741 5,596
Changes from: December 21, 2021 Total Change is: -71
0 0 0 -36 94 0 -75 0 0 0 0 0 40 -165
Percent of Open Interest Represented by Each Category of Trader
36.8 0.0 0.0 18.8 66.4 5.3 8.5 5.8 1.6 0.0 0.0 0.0 29.0 21.0
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 28, 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 183,152
Positions
117,177 4,735 598 26,867 101,924 4,829 14,666 35,231 615 1,615 700 0 16,785 34,520
Changes from: December 21, 2021 Total Change is: -8,157
-2,085 -372 -1 -319 -6,673 37 -6,070 -2,070 -142 -235 350 -57 715 771
Percent of Open Interest Represented by Each Category of Trader
64.0 2.6 0.3 14.7 55.6 2.6 8.0 19.2 0.3 0.9 0.4 0.0 9.2 18.8
Number of Traders in Each Category Total Traders: 85
6 6 . 12 20 8 14 23 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 47,726
Positions
143 33,318 0 34,415 0 62 8,061 6,561 0 2,817 6,979 0 2,228 806
Changes from: December 21, 2021 Total Change is: 2,354
143 266 0 520 -101 0 1,672 2,380 0 44 0 0 -25 -191
Percent of Open Interest Represented by Each Category of Trader
0.3 69.8 0.0 72.1 0.0 0.1 16.9 13.7 0.0 5.9 14.6 0.0 4.7 1.7
Number of Traders in Each Category Total Traders: 50
. 6 0 13 0 . 17 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 102,418
Positions
1,222 23,948 505 58,075 7,847 1,222 31,625 42,878 260 4,694 21,617 0 4,815 4,141
Changes from: December 21, 2021 Total Change is: 7,949
-684 1,391 -10 3,500 -4,315 -436 4,870 12,502 37 -505 -133 -75 1,252 -1,012
Percent of Open Interest Represented by Each Category of Trader
1.2 23.4 0.5 56.7 7.7 1.2 30.9 41.9 0.3 4.6 21.1 0.0 4.7 4.0
Number of Traders in Each Category Total Traders: 134
. 8 . 13 13 7 37 39 7 7 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 37,384
Positions
9,093 3,260 2,419 4,263 2,511 154 9,370 19,244 3,425 6,118 3,622 0 2,542 2,749
Changes from: December 21, 2021 Total Change is: 6,573
-123 0 -7 -265 -1,593 142 4,305 6,061 2,650 -430 -507 0 301 -173
Percent of Open Interest Represented by Each Category of Trader
24.3 8.7 6.5 11.4 6.7 0.4 25.1 51.5 9.2 16.4 9.7 0.0 6.8 7.4
Number of Traders in Each Category Total Traders: 58
. . . 7 5 . 8 18 5 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 41,862
Positions
21,075 1,719 0 4,010 20,108 624 11,833 12,186 469 794 2,020 32 3,025 4,704
Changes from: December 21, 2021 Total Change is: 508
-686 68 0 562 -664 207 425 1,817 -135 -81 50 0 216 -835
Percent of Open Interest Represented by Each Category of Trader
50.3 4.1 0.0 9.6 48.0 1.5 28.3 29.1 1.1 1.9 4.8 0.1 7.2 11.2
Number of Traders in Each Category Total Traders: 100
9 . 0 9 21 9 21 26 4 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 10,553
Positions
3,927 0 0 3,430 2,595 0 1,378 5,169 523 481 465 15 799 1,786
Changes from: December 21, 2021 Total Change is: -50
-44 0 0 1,919 -36 0 -1,575 228 0 -70 0 0 -280 -242
Percent of Open Interest Represented by Each Category of Trader
37.2 0.0 0.0 32.5 24.6 0.0 13.1 49.0 5.0 4.6 4.4 0.1 7.6 16.9
Number of Traders in Each Category Total Traders: 29
. 0 0 . 5 0 5 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 48,375
Positions
15,404 18,636 388 11,772 1,268 281 12,840 6,147 381 0 15,509 0 7,311 5,767
Changes from: December 21, 2021 Total Change is: 2,683
-694 257 -62 1,792 -193 45 2,374 2,305 -24 0 406 0 -748 -52
Percent of Open Interest Represented by Each Category of Trader
31.8 38.5 0.8 24.3 2.6 0.6 26.5 12.7 0.8 0.0 32.1 0.0 15.1 11.9
Number of Traders in Each Category Total Traders: 105
17 13 . 23 5 5 27 14 7 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 96,749
Positions
30,808 37,272 776 23,543 2,535 561 25,679 12,293 761 0 31,017 0 14,621 11,534
Changes from: December 21, 2021 Total Change is: 5,365
-1,388 514 -124 3,583 -385 90 4,747 4,610 -47 0 811 0 -1,496 -104
Percent of Open Interest Represented by Each Category of Trader
31.8 38.5 0.8 24.3 2.6 0.6 26.5 12.7 0.8 0.0 32.1 0.0 15.1 11.9
Number of Traders in Each Category Total Traders: 105
17 13 . 23 5 5 27 14 7 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 43,354
Positions
11,747 27,168 0 25,739 9,247 1,821 1,722 4,388 0 0 0 0 2,325 730
Changes from: December 21, 2021 Total Change is: 4,216
-56 3,526 0 4,455 -267 467 -602 68 0 0 0 0 -48 422
Percent of Open Interest Represented by Each Category of Trader
27.1 62.7 0.0 59.4 21.3 4.2 4.0 10.1 0.0 0.0 0.0 0.0 5.4 1.7
Number of Traders in Each Category Total Traders: 36
4 5 0 20 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 457,570
Positions
32,744 123,660 6,442 223,273 76,055 55,061 51,013 70,467 6,563 29,995 73,740 546 51,933 45,036
Changes from: December 21, 2021 Total Change is: 5,146
-466 -6,807 1,062 5,588 -7,967 -117 -1,413 15,948 20 1,698 2,969 -53 -1,172 93
Percent of Open Interest Represented by Each Category of Trader
7.2 27.0 1.4 48.8 16.6 12.0 11.1 15.4 1.4 6.6 16.1 0.1 11.3 9.8
Number of Traders in Each Category Total Traders: 498
32 29 17 159 72 96 65 79 48 36 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 26,837
Positions
10,388 20,963 0 9,568 3,761 0 3,248 1,533 0 0 0 0 3,633 580
Changes from: December 21, 2021 Total Change is: -979
0 -259 0 -273 0 0 -385 0 0 0 0 0 -321 -720
Percent of Open Interest Represented by Each Category of Trader
38.7 78.1 0.0 35.7 14.0 0.0 12.1 5.7 0.0 0.0 0.0 0.0 13.5 2.2
Number of Traders in Each Category Total Traders: 31
4 9 0 10 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 2,287,852
Positions
163,720 618,302 32,209 1,116,367 380,274 275,306 255,067 352,334 32,814 149,973 368,699 2,732 259,664 225,182
Changes from: December 21, 2021 Total Change is: 25,729
-2,331 -34,036 5,310 27,938 -39,837 -587 -7,064 79,738 100 8,490 14,844 -267 -5,860 464
Percent of Open Interest Represented by Each Category of Trader
7.2 27.0 1.4 48.8 16.6 12.0 11.1 15.4 1.4 6.6 16.1 0.1 11.3 9.8
Number of Traders in Each Category Total Traders: 498
32 29 17 159 72 96 65 79 48 36 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 25,970
Positions
13,334 22,954 0 8,183 938 0 1,406 1,040 73 0 0 0 2,974 965
Changes from: December 21, 2021 Total Change is: -5
0 0 0 40 0 0 0 7 5 0 0 0 -50 -17
Percent of Open Interest Represented by Each Category of Trader
51.3 88.4 0.0 31.5 3.6 0.0 5.4 4.0 0.3 0.0 0.0 0.0 11.5 3.7
Number of Traders in Each Category Total Traders: 34
5 7 0 14 . 0 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 37,408
Positions
3,943 8,585 96 20,276 19,987 2,395 2,060 1,654 13 0 0 0 8,625 4,678
Changes from: December 21, 2021 Total Change is: -259
-501 44 -136 1,124 -988 -100 -51 252 10 0 0 0 -605 659
Percent of Open Interest Represented by Each Category of Trader
10.5 22.9 0.3 54.2 53.4 6.4 5.5 4.4 0.0 0.0 0.0 0.0 23.1 12.5
Number of Traders in Each Category Total Traders: 66
. 9 . 29 17 11 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 461,815
Positions
97,897 98,510 880 201,926 153,693 49,886 63,414 92,065 3,546 12,667 45,045 178 31,421 18,012
Changes from: December 21, 2021 Total Change is: 1,588
2,543 13,358 -189 3,689 -11,056 -2,310 -1,715 -825 37 -1,800 3,158 66 1,267 -651
Percent of Open Interest Represented by Each Category of Trader
21.2 21.3 0.2 43.7 33.3 10.8 13.7 19.9 0.8 2.7 9.8 0.0 6.8 3.9
Number of Traders in Each Category Total Traders: 344
30 19 . 101 55 46 49 66 18 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 22,670
Positions
6,959 21,187 0 13,137 497 0 1,440 795 0 0 0 0 1,134 191
Changes from: December 21, 2021 Total Change is: 575
715 560 0 -100 0 0 2 3 0 0 0 0 -42 12
Percent of Open Interest Represented by Each Category of Trader
30.7 93.5 0.0 57.9 2.2 0.0 6.4 3.5 0.0 0.0 0.0 0.0 5.0 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 28, 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 15,319
Positions
0 3,185 0 10,392 0 21 230 6,678 0 674 2,367 33 3,969 3,035
Changes from: December 21, 2021 Total Change is: -14
0 383 0 -2 -206 0 0 364 0 0 -414 4 -16 -145
Percent of Open Interest Represented by Each Category of Trader
0.0 20.8 0.0 67.8 0.0 0.1 1.5 43.6 0.0 4.4 15.5 0.2 25.9 19.8
Number of Traders in Each Category Total Traders: 24
0 . 0 11 0 . . 4 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 41,696
Positions
4,214 2,875 693 12,587 4,098 875 10,618 9,932 0 6,224 0 0 6,485 23,223
Changes from: December 21, 2021 Total Change is: -704
-845 -350 116 299 247 138 750 1,603 -1,617 -46 0 0 501 -841
Percent of Open Interest Represented by Each Category of Trader
10.1 6.9 1.7 30.2 9.8 2.1 25.5 23.8 0.0 14.9 0.0 0.0 15.6 55.7
Number of Traders in Each Category Total Traders: 51
7 4 . 12 4 4 12 8 0 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 386,104
Positions
32,288 215,612 5,048 271,940 77,459 41,750 18,284 19,212 109 5,069 20,010 286 11,330 6,618
Changes from: December 21, 2021 Total Change is: -43
607 1,894 -747 3,925 -10,236 -2,067 -2,439 9,029 -2 -610 1,649 19 1,271 418
Percent of Open Interest Represented by Each Category of Trader
8.4 55.8 1.3 70.4 20.1 10.8 4.7 5.0 0.0 1.3 5.2 0.1 2.9 1.7
Number of Traders in Each Category Total Traders: 188
12 14 9 72 46 37 21 10 . 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 1,077,807
Positions
109,243 490,445 4,001 683,368 339,271 130,924 73,221 67,138 4,914 46,314 25,551 1,199 24,623 14,364
Changes from: December 21, 2021 Total Change is: -6,345
2,760 -2,279 532 6,937 -22,968 2,194 -11,343 11,579 -327 -7,524 5,267 -110 536 -233
Percent of Open Interest Represented by Each Category of Trader
10.1 45.5 0.4 63.4 31.5 12.1 6.8 6.2 0.5 4.3 2.4 0.1 2.3 1.3
Number of Traders in Each Category Total Traders: 394
27 18 8 144 76 80 48 41 26 24 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 184,654
Positions
23,653 149,702 14,284 17,485 5,885 714 113,688 755 13,243 1,284 0 0 303 71
Changes from: December 21, 2021 Total Change is: 9,389
-1,023 7,442 939 9 0 0 8,472 0 993 0 0 0 -1 15
Percent of Open Interest Represented by Each Category of Trader
12.8 81.1 7.7 9.5 3.2 0.4 61.6 0.4 7.2 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 74
7 20 14 9 . . 27 . 7 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 42,219
Positions
10,499 13,956 160 14,985 7,534 714 6,556 9,776 299 1,898 2,858 19 7,090 6,903
Changes from: December 21, 2021 Total Change is: 605
1,431 743 20 731 -1,246 144 -747 1,112 -89 -444 166 -6 -435 -239
Percent of Open Interest Represented by Each Category of Trader
24.9 33.1 0.4 35.5 17.8 1.7 15.5 23.2 0.7 4.5 6.8 0.0 16.8 16.4
Number of Traders in Each Category Total Traders: 265
26 18 4 61 39 31 32 52 20 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 211,097
Positions
52,497 69,779 798 74,926 37,671 3,571 32,778 48,881 1,495 9,489 14,290 95 35,448 34,517
Changes from: December 21, 2021 Total Change is: 3,027
7,156 3,715 102 3,654 -6,230 718 -3,737 5,561 -444 -2,219 828 -30 -2,173 -1,193
Percent of Open Interest Represented by Each Category of Trader
24.9 33.1 0.4 35.5 17.8 1.7 15.5 23.2 0.7 4.5 6.8 0.0 16.8 16.4
Number of Traders in Each Category Total Traders: 265
26 18 4 61 39 31 32 52 20 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 59,282
Positions
994 547 0 904 0 0 21,576 32,546 2,327 2,632 1,451 0 30,849 22,411
Changes from: December 21, 2021 Total Change is: 855
-2,658 105 0 75 0 -84 8,680 -3,393 200 33 -287 -1 -5,390 4,315
Percent of Open Interest Represented by Each Category of Trader
1.7 0.9 0.0 1.5 0.0 0.0 36.4 54.9 3.9 4.4 2.4 0.0 52.0 37.8
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 8 10 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 1,208,000
Positions
10,971 98,342 1,560 552,433 263,407 255,474 110,122 383,330 14,857 74,823 33,879 2,353 185,407 154,798
Changes from: December 21, 2021 Total Change is: -17,029
1,483 -5,142 -1,295 -33,673 245 12,214 10,358 -13,915 -257 -6,015 -2,436 376 -220 -6,819
Percent of Open Interest Represented by Each Category of Trader
0.9 8.1 0.1 45.7 21.8 21.1 9.1 31.7 1.2 6.2 2.8 0.2 15.3 12.8
Number of Traders in Each Category Total Traders: 174
8 12 . 63 33 59 19 28 15 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 1,248,190
Positions
36,742 56,366 2,032 678,511 276,068 201,421 81,520 561,243 18,340 69,890 9,291 122 159,612 123,307
Changes from: December 21, 2021 Total Change is: -6,092
-3,835 9,401 -757 242 2,052 -730 489 -10,513 -685 437 140 -24 -1,229 -4,976
Percent of Open Interest Represented by Each Category of Trader
2.9 4.5 0.2 54.4 22.1 16.1 6.5 45.0 1.5 5.6 0.7 0.0 12.8 9.9
Number of Traders in Each Category Total Traders: 150
6 9 4 72 26 57 7 21 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 1,966,290
Positions
51,365 184,361 12,672 641,164 659,302 404,970 568,293 157,948 114,277 41,135 238,307 9,458 122,956 184,995
Changes from: December 21, 2021 Total Change is: -3,812
3,339 6,461 2,891 -3,990 8,358 4,817 -5,163 -12,829 -6,865 1,131 255 -57 85 -6,843
Percent of Open Interest Represented by Each Category of Trader
2.6 9.4 0.6 32.6 33.5 20.6 28.9 8.0 5.8 2.1 12.1 0.5 6.3 9.4
Number of Traders in Each Category Total Traders: 337
15 36 8 80 79 82 47 44 29 8 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 3,846,382
Positions
204,907 152,459 28,798 1,593,764 1,379,451 762,196 624,858 585,680 115,970 203,502 264,272 20,471 291,916 537,085
Changes from: December 21, 2021 Total Change is: 48,115
17,844 -11,020 -8,113 34,126 40,130 -6,259 -44,345 27,810 -697 64,449 3,249 678 -9,568 2,337
Percent of Open Interest Represented by Each Category of Trader
5.3 4.0 0.7 41.4 35.9 19.8 16.2 15.2 3.0 5.3 6.9 0.5 7.6 14.0
Number of Traders in Each Category Total Traders: 412
19 35 12 91 104 105 37 84 48 19 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 1,367,246
Positions
73,148 16,537 5,379 396,863 521,779 196,383 480,757 297,236 17,490 77,991 42,518 0 119,235 269,924
Changes from: December 21, 2021 Total Change is: 13,749
-1,684 -502 -586 4,255 7,386 -4,523 821 10,228 -429 12,000 190 0 3,895 1,985
Percent of Open Interest Represented by Each Category of Trader
5.4 1.2 0.4 29.0 38.2 14.4 35.2 21.7 1.3 5.7 3.1 0.0 8.7 19.7
Number of Traders in Each Category Total Traders: 154
5 5 4 26 62 59 21 20 11 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 3,741,327
Positions
41,975 247,401 11,387 2,085,672 903,690 665,968 170,528 1,041,451 126,753 377,914 238,692 2,018 259,112 503,967
Changes from: December 21, 2021 Total Change is: 137,275
804 21,870 -1,960 65,741 24,377 -5,269 4,443 97,497 472 68,320 -586 -1,668 6,392 2,542
Percent of Open Interest Represented by Each Category of Trader
1.1 6.6 0.3 55.7 24.2 17.8 4.6 27.8 3.4 10.1 6.4 0.1 6.9 13.5
Number of Traders in Each Category Total Traders: 348
11 33 8 77 81 90 28 75 29 13 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 1,366,900
Positions
371,072 185,778 593,937 21,031 4,968 28,208 38,472 246,246 268,950 21,701 1,135 0 23,529 37,678
Changes from: December 21, 2021 Total Change is: -1,642
-11,867 -5,645 13,381 -3,154 329 -1,401 -4,297 -9,316 3,575 480 -1,186 -2 1,643 -1,377
Percent of Open Interest Represented by Each Category of Trader
27.1 13.6 43.5 1.5 0.4 2.1 2.8 18.0 19.7 1.6 0.1 0.0 1.7 2.8
Number of Traders in Each Category Total Traders: 102
24 29 47 . . . 11 28 32 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 is11,150,593
Positions
3,373,235 932,627 2,005,557 802,508 1,432,798 816,958 1,430,215 2,621,537 2,022,978 27,243 270,785 235,280 436,619 812,073
Changes from: December 21, 2021 Total Change is: 44,698
60,982 21,219 12,051 13,084 5,622 -4,300 -5,310 12,100 -8,660 0 4,067 7,203 -30,352 -4,604
Percent of Open Interest Represented by Each Category of Trader
30.3 8.4 18.0 7.2 12.8 7.3 12.8 23.5 18.1 0.2 2.4 2.1 3.9 7.3
Number of Traders in Each Category Total Traders: 231
34 35 63 10 24 27 25 81 81 . 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 1,580,720
Positions
613,854 361,299 494,166 14,991 103,156 70,441 81,899 292,275 237,516 55,560 9,283 10,078 2,215 2,506
Changes from: December 21, 2021 Total Change is: 21,995
10,268 25,332 10,069 80 10,924 -4,842 4,632 -19,423 2,058 531 -1,302 -339 -462 -482
Percent of Open Interest Represented by Each Category of Trader
38.8 22.9 31.3 0.9 6.5 4.5 5.2 18.5 15.0 3.5 0.6 0.6 0.1 0.2
Number of Traders in Each Category Total Traders: 168
36 35 51 4 13 9 27 24 37 11 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 225,248
Positions
89,871 73,386 43,143 5,588 2,288 1,816 34,504 49,951 46,382 56 4,158 3,793 95 331
Changes from: December 21, 2021 Total Change is: -965
324 588 1,378 -495 0 37 187 -551 -2,405 0 7 4 5 -23
Percent of Open Interest Represented by Each Category of Trader
39.9 32.6 19.2 2.5 1.0 0.8 15.3 22.2 20.6 0.0 1.8 1.7 0.0 0.1
Number of Traders in Each Category Total Traders: 81
15 25 28 . . . 20 14 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 106,881
Positions
0 22,407 0 0 1,657 0 7,354 52,449 29,666 69,861 652 0 0 50
Changes from: December 21, 2021 Total Change is: 1,928
0 415 0 0 0 0 72 468 1,056 800 0 0 0 -11
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 0.0 1.6 0.0 6.9 49.1 27.8 65.4 0.6 0.0 0.0 0.0
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 28, 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 12,468
Positions
459 540 251 5,554 859 2 2,453 8,104 1,101 697 426 345 1,606 840
Changes from: December 21, 2021 Total Change is: -384
28 -33 207 -76 108 -43 560 533 -361 -351 -520 -199 -149 -76
Percent of Open Interest Represented by Each Category of Trader
3.7 4.3 2.0 44.5 6.9 0.0 19.7 65.0 8.8 5.6 3.4 2.8 12.9 6.7
Number of Traders in Each Category Total Traders: 86
. 4 . 5 . . 28 29 16 8 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 41,281
Positions
1,578 107 10 76 0 0 23,128 27,637 5,401 3,934 5,740 1,272 5,882 1,114
Changes from: December 21, 2021 Total Change is: -1,137
-7 -197 -1 -20 0 0 -146 -1,374 763 248 1,967 -2,202 228 -93
Percent of Open Interest Represented by Each Category of Trader
3.8 0.3 0.0 0.2 0.0 0.0 56.0 66.9 13.1 9.5 13.9 3.1 14.2 2.7
Number of Traders in Each Category Total Traders: 119
. . . . 0 0 15 10 5 74 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 4,554
Positions
160 40 62 0 111 30 1,343 3,223 494 1,081 21 120 1,264 453
Changes from: December 21, 2021 Total Change is: -349
56 11 -83 -36 0 0 -119 -65 -138 3 -2 -80 48 8
Percent of Open Interest Represented by Each Category of Trader
3.5 0.9 1.4 0.0 2.4 0.7 29.5 70.8 10.8 23.7 0.5 2.6 27.8 9.9
Number of Traders in Each Category Total Traders: 44
. . . 0 . . 13 15 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 20,861
Positions
0 1,644 0 0 0 0 14,221 16,992 30 5,205 1,682 388 1,017 125
Changes from: December 21, 2021 Total Change is: 5,063
0 546 0 0 0 0 2,954 4,439 0 1,587 -293 383 139 -12
Percent of Open Interest Represented by Each Category of Trader
0.0 7.9 0.0 0.0 0.0 0.0 68.2 81.5 0.1 25.0 8.1 1.9 4.9 0.6
Number of Traders in Each Category Total Traders: 71
0 . 0 0 0 0 5 5 . 51 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 57,892
Positions
1,336 40,621 0 24,524 957 550 16,623 12,614 536 6,756 719 96 7,471 1,799
Changes from: December 21, 2021 Total Change is: 1,730
104 2,157 0 948 111 -61 -251 -704 90 307 0 8 585 129
Percent of Open Interest Represented by Each Category of Trader
2.3 70.2 0.0 42.4 1.7 1.0 28.7 21.8 0.9 11.7 1.2 0.2 12.9 3.1
Number of Traders in Each Category Total Traders: 120
. . 0 21 . 4 36 16 . 35 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 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 277,502
Positions
37,863 18,161 11,119 92,416 62,155 30,565 28,734 76,503 45,873 9,317 2,481 3,797 17,818 26,848
Changes from: December 21, 2021 Total Change is: -11,668
1,346 865 -3,052 2,672 11,989 1,870 -2,967 -9,447 -7,481 2,211 -537 -5,324 -943 -551
Percent of Open Interest Represented by Each Category of Trader
13.6 6.5 4.0 33.3 22.4 11.0 10.4 27.6 16.5 3.4 0.9 1.4 6.4 9.7
Number of Traders in Each Category Total Traders: 161
11 15 18 16 32 22 27 44 43 5 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 40,335
Positions
3,615 13,210 75 26,706 579 872 413 25,343 0 8,154 214 0 500 42
Changes from: December 21, 2021 Total Change is: 388
0 20 -20 462 0 0 -63 392 0 0 -2 0 9 -2
Percent of Open Interest Represented by Each Category of Trader
9.0 32.8 0.2 66.2 1.4 2.2 1.0 62.8 0.0 20.2 0.5 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 42
. 4 . 13 . . 4 6 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 03, 2022