Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 169,011
Positions
3,293 83,331 3,739 59,596 18,420 6,388 24,987 26,168 12,119 16,090 441 256 42,544 18,148
Changes from: December 29, 2020 Total Change is: 3,006
82 -2,745 81 -976 -27 611 -173 580 1,158 1,333 7 26 864 3,315
Percent of Open Interest Represented by Each Category of Trader
1.9 49.3 2.2 35.3 10.9 3.8 14.8 15.5 7.2 9.5 0.3 0.2 25.2 10.7
Number of Traders in Each Category Total Traders: 103
4 10 6 23 10 10 21 18 15 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 51,361
Positions
901 24,436 645 9,822 5,376 522 15,319 6,619 1,256 0 484 0 22,896 12,023
Changes from: December 29, 2020 Total Change is: -3,170
400 -1,554 17 16 189 174 -4,327 -1,721 -68 0 0 0 617 -208
Percent of Open Interest Represented by Each Category of Trader
1.8 47.6 1.3 19.1 10.5 1.0 29.8 12.9 2.4 0.0 0.9 0.0 44.6 23.4
Number of Traders in Each Category Total Traders: 44
. 8 . 12 5 . 9 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 167,692
Positions
18,525 27,797 3,149 51,617 49,276 7,359 30,757 26,868 17,846 1,888 7,080 446 36,105 27,871
Changes from: December 29, 2020 Total Change is: 5,480
-925 432 311 2,792 2,893 -652 552 1,613 1,701 -300 -1,487 -240 2,241 910
Percent of Open Interest Represented by Each Category of Trader
11.0 16.6 1.9 30.8 29.4 4.4 18.3 16.0 10.6 1.1 4.2 0.3 21.5 16.6
Number of Traders in Each Category Total Traders: 106
5 7 8 18 21 15 21 24 20 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 219,342
Positions
4,345 154,442 1,902 110,741 7,545 8,072 35,116 20,494 11,409 9,756 563 0 38,002 14,916
Changes from: December 29, 2020 Total Change is: 15,241
448 9,185 664 3,223 148 732 7,517 1,729 2,947 -3,820 4 0 3,530 -168
Percent of Open Interest Represented by Each Category of Trader
2.0 70.4 0.9 50.5 3.4 3.7 16.0 9.3 5.2 4.4 0.3 0.0 17.3 6.8
Number of Traders in Each Category Total Traders: 119
. 11 6 37 12 15 32 15 21 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 729,116
Positions
33,879 471,517 18,992 400,411 72,325 26,963 65,874 55,606 35,395 43,025 4,483 4,225 100,351 39,610
Changes from: December 29, 2020 Total Change is: 3,141
1,844 1,625 -31 453 -3,023 1,230 -239 4,581 -1,190 -198 -1,048 1,408 -136 -411
Percent of Open Interest Represented by Each Category of Trader
4.6 64.7 2.6 54.9 9.9 3.7 9.0 7.6 4.9 5.9 0.6 0.6 13.8 5.4
Number of Traders in Each Category Total Traders: 307
14 11 16 112 29 49 58 36 34 35 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 27,113
Positions
0 9,871 0 13,584 2,633 2,338 0 6,825 0 800 410 17 10,374 5,019
Changes from: December 29, 2020 Total Change is: 1,318
0 1,107 0 1,795 -19 -35 0 616 0 0 -39 17 -459 -329
Percent of Open Interest Represented by Each Category of Trader
0.0 36.4 0.0 50.1 9.7 8.6 0.0 25.2 0.0 3.0 1.5 0.1 38.3 18.5
Number of Traders in Each Category Total Traders: 25
0 . 0 13 . 8 0 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 16,914
Positions
0 3,554 433 6,794 7,226 1,465 0 419 0 408 360 40 7,774 3,417
Changes from: December 29, 2020 Total Change is: 216
0 2 0 151 -2 0 0 -99 0 408 0 0 -343 315
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 2.6 40.2 42.7 8.7 0.0 2.5 0.0 2.4 2.1 0.2 46.0 20.2
Number of Traders in Each Category Total Traders: 21
0 . . 7 8 6 0 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 162,404
Positions
4,137 46,336 2,901 57,544 48,576 4,223 42,586 29,022 12,076 2,042 430 39 36,856 18,801
Changes from: December 29, 2020 Total Change is: 11,266
596 338 205 3,219 1,415 -257 2,449 2,876 4,004 154 10 37 858 2,638
Percent of Open Interest Represented by Each Category of Trader
2.5 28.5 1.8 35.4 29.9 2.6 26.2 17.9 7.4 1.3 0.3 0.0 22.7 11.6
Number of Traders in Each Category Total Traders: 92
. 11 5 20 9 9 24 21 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 25,175
Positions
0 9,644 35 16,628 2,619 0 4,575 10,326 21 1,833 966 0 2,083 1,563
Changes from: December 29, 2020 Total Change is: 932
0 -36 0 672 138 0 -38 750 -1 -6 0 0 305 81
Percent of Open Interest Represented by Each Category of Trader
0.0 38.3 0.1 66.0 10.4 0.0 18.2 41.0 0.1 7.3 3.8 0.0 8.3 6.2
Number of Traders in Each Category Total Traders: 44
0 5 . 9 . 0 8 10 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 142,121
Positions
296 80,437 649 68,679 2,792 1,258 59,692 30,294 1,096 2,679 22,960 0 7,772 2,635
Changes from: December 29, 2020 Total Change is: -1,201
78 297 25 -3,433 885 263 1,006 -2,562 14 148 -38 0 697 -85
Percent of Open Interest Represented by Each Category of Trader
0.2 56.6 0.5 48.3 2.0 0.9 42.0 21.3 0.8 1.9 16.2 0.0 5.5 1.9
Number of Traders in Each Category Total Traders: 151
. 12 . 25 6 5 58 27 11 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 22,776
Positions
0 1,925 0 8,554 9,172 0 6,338 8,348 143 3,784 1,238 0 3,957 1,950
Changes from: December 29, 2020 Total Change is: -16,408
-13,617 1,925 -1,925 16 223 0 -1,023 -16,735 106 -164 2 0 199 -4
Percent of Open Interest Represented by Each Category of Trader
0.0 8.5 0.0 37.6 40.3 0.0 27.8 36.7 0.6 16.6 5.4 0.0 17.4 8.6
Number of Traders in Each Category Total Traders: 56
0 . 0 12 4 0 15 12 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 47,255
Positions
3,026 17,961 1 17,934 6,028 309 16,118 18,105 414 2,343 1,478 6 7,104 2,953
Changes from: December 29, 2020 Total Change is: -718
-419 103 1 -401 -767 -95 -1,044 -51 44 387 18 0 809 29
Percent of Open Interest Represented by Each Category of Trader
6.4 38.0 0.0 38.0 12.8 0.7 34.1 38.3 0.9 5.0 3.1 0.0 15.0 6.2
Number of Traders in Each Category Total Traders: 81
. 4 . 18 6 4 27 14 7 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 12,269
Positions
0 128 0 5,397 1,659 0 5,235 9,235 0 170 0 0 1,467 1,247
Changes from: December 29, 2020 Total Change is: 574
0 0 0 506 -60 0 -59 455 0 0 0 0 127 179
Percent of Open Interest Represented by Each Category of Trader
0.0 1.0 0.0 44.0 13.5 0.0 42.7 75.3 0.0 1.4 0.0 0.0 12.0 10.2
Number of Traders in Each Category Total Traders: 26
0 . 0 6 . 0 6 10 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 40,721
Positions
15,660 9,989 565 7,918 1,209 401 6,875 8,525 504 188 14,060 0 8,610 5,469
Changes from: December 29, 2020 Total Change is: -326
-130 56 -48 257 -433 -250 -320 631 38 0 -149 0 126 -171
Percent of Open Interest Represented by Each Category of Trader
38.5 24.5 1.4 19.4 3.0 1.0 16.9 20.9 1.2 0.5 34.5 0.0 21.1 13.4
Number of Traders in Each Category Total Traders: 89
17 14 . 19 . 6 17 13 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 81,441
Positions
31,320 19,977 1,130 15,836 2,417 801 13,750 17,049 1,009 375 28,120 0 17,220 10,938
Changes from: December 29, 2020 Total Change is: -652
-260 111 -95 514 -866 -499 -639 1,261 76 0 -297 0 252 -343
Percent of Open Interest Represented by Each Category of Trader
38.5 24.5 1.4 19.4 3.0 1.0 16.9 20.9 1.2 0.5 34.5 0.0 21.1 13.4
Number of Traders in Each Category Total Traders: 89
17 14 . 19 . 6 17 13 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 29,104
Positions
896 17,585 412 20,525 4,044 2,450 2,328 3,791 0 400 444 0 2,093 378
Changes from: December 29, 2020 Total Change is: 2,753
457 2,207 46 2,058 -395 125 402 781 0 0 0 0 -335 -11
Percent of Open Interest Represented by Each Category of Trader
3.1 60.4 1.4 70.5 13.9 8.4 8.0 13.0 0.0 1.4 1.5 0.0 7.2 1.3
Number of Traders in Each Category Total Traders: 30
. 9 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 628,875
Positions
56,208 138,269 21,717 264,894 107,033 56,562 49,490 85,288 82,963 21,579 73,987 3,488 71,974 59,567
Changes from: December 29, 2020 Total Change is: 12,873
7,424 5,379 726 4,893 1,746 -759 -380 3,311 -3,285 -3,361 3,146 193 7,422 2,416
Percent of Open Interest Represented by Each Category of Trader
8.9 22.0 3.5 42.1 17.0 9.0 7.9 13.6 13.2 3.4 11.8 0.6 11.4 9.5
Number of Traders in Each Category Total Traders: 562
35 34 39 163 86 122 75 91 94 44 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 15,262
Positions
6,001 11,751 0 4,143 250 173 1,223 1,643 133 0 0 0 3,589 1,312
Changes from: December 29, 2020 Total Change is: 601
-354 -9 0 2 0 -75 53 406 -74 0 0 0 1,049 353
Percent of Open Interest Represented by Each Category of Trader
39.3 77.0 0.0 27.1 1.6 1.1 8.0 10.8 0.9 0.0 0.0 0.0 23.5 8.6
Number of Traders in Each Category Total Traders: 27
. 5 0 9 . . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 3,012,508
Positions
281,038 676,472 94,590 1,324,472 535,166 282,811 250,320 418,012 354,894 107,892 368,434 17,439 299,052 264,690
Changes from: December 29, 2020 Total Change is: 37,935
37,119 1,890 132 24,464 8,729 -3,793 -4,683 11,813 -10,241 -16,830 14,242 1,001 10,766 14,162
Percent of Open Interest Represented by Each Category of Trader
9.3 22.5 3.1 44.0 17.8 9.4 8.3 13.9 11.8 3.6 12.2 0.6 9.9 8.8
Number of Traders in Each Category Total Traders: 561
35 34 38 163 86 122 75 90 92 44 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 25,502
Positions
5,018 23,911 0 14,810 173 43 2,478 643 0 0 0 0 3,153 732
Changes from: December 29, 2020 Total Change is: -14
0 86 0 67 0 -63 -16 -117 0 0 0 0 -2 80
Percent of Open Interest Represented by Each Category of Trader
19.7 93.8 0.0 58.1 0.7 0.2 9.7 2.5 0.0 0.0 0.0 0.0 12.4 2.9
Number of Traders in Each Category Total Traders: 24
4 6 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 52,173
Positions
4,961 15,600 163 31,633 28,802 1,761 2,743 2,099 169 470 0 0 10,273 3,579
Changes from: December 29, 2020 Total Change is: -1,269
-968 -15 0 -1,028 -1,498 150 147 261 21 0 0 0 409 -188
Percent of Open Interest Represented by Each Category of Trader
9.5 29.9 0.3 60.6 55.2 3.4 5.3 4.0 0.3 0.9 0.0 0.0 19.7 6.9
Number of Traders in Each Category Total Traders: 74
6 9 . 31 15 10 9 . 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 48,157
Positions
8,635 7,997 353 15,842 4,540 914 9,178 19,887 4,112 1,741 2,955 41 7,341 7,358
Changes from: December 29, 2020 Total Change is: 1,415
153 -634 12 -27 125 3 777 675 761 -155 285 -68 -39 256
Percent of Open Interest Represented by Each Category of Trader
17.9 16.6 0.7 32.9 9.4 1.9 19.1 41.3 8.5 3.6 6.1 0.1 15.2 15.3
Number of Traders in Each Category Total Traders: 271
24 19 10 65 32 31 43 59 36 12 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 240,784
Positions
43,175 39,984 1,764 79,211 22,701 4,572 45,890 99,436 20,558 8,705 14,773 204 36,706 36,792
Changes from: December 29, 2020 Total Change is: 7,077
765 -3,169 59 -137 627 13 3,886 3,376 3,803 -776 1,425 -340 -196 1,282
Percent of Open Interest Represented by Each Category of Trader
17.9 16.6 0.7 32.9 9.4 1.9 19.1 41.3 8.5 3.6 6.1 0.1 15.2 15.3
Number of Traders in Each Category Total Traders: 271
24 19 10 65 32 31 43 59 36 12 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 532,906
Positions
72,786 112,576 7,281 272,921 163,161 51,448 74,877 116,556 8,389 13,403 57,429 6 31,795 16,059
Changes from: December 29, 2020 Total Change is: -6,574
-8,290 -734 34 955 -9,519 2,893 3,187 6,459 -906 5,654 -3,030 -8 -10,093 -1,763
Percent of Open Interest Represented by Each Category of Trader
13.7 21.1 1.4 51.2 30.6 9.7 14.1 21.9 1.6 2.5 10.8 0.0 6.0 3.0
Number of Traders in Each Category Total Traders: 358
30 20 4 113 48 56 52 62 26 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 15,314
Positions
0 6,081 0 9,568 205 31 1,163 4,533 8 0 859 0 4,544 3,597
Changes from: December 29, 2020 Total Change is: -120
0 93 0 -130 0 -1 -244 348 -8 -280 13 0 543 -565
Percent of Open Interest Represented by Each Category of Trader
0.0 39.7 0.0 62.5 1.3 0.2 7.6 29.6 0.1 0.0 5.6 0.0 29.7 23.5
Number of Traders in Each Category Total Traders: 23
0 . 0 10 . . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 45,749
Positions
7,919 5,366 832 13,815 1,735 876 13,857 4,575 70 1,098 812 0 7,282 31,483
Changes from: December 29, 2020 Total Change is: 1,937
624 -532 -33 -894 0 49 2,363 -1,394 53 -32 -288 0 -193 4,082
Percent of Open Interest Represented by Each Category of Trader
17.3 11.7 1.8 30.2 3.8 1.9 30.3 10.0 0.2 2.4 1.8 0.0 15.9 68.8
Number of Traders in Each Category Total Traders: 64
8 8 . 13 4 4 18 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 425,217
Positions
32,064 266,476 7,720 285,912 91,521 43,362 31,741 5,910 695 12,059 2,275 2,500 9,164 4,758
Changes from: December 29, 2020 Total Change is: 8,494
-3,262 -1,401 407 -2,119 10,191 -2,210 8,662 1,444 -239 4,871 -2,101 2,500 -116 -97
Percent of Open Interest Represented by Each Category of Trader
7.5 62.7 1.8 67.2 21.5 10.2 7.5 1.4 0.2 2.8 0.5 0.6 2.2 1.1
Number of Traders in Each Category Total Traders: 184
13 16 10 70 43 41 22 7 5 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,224,578
Positions
94,171 653,253 5,465 823,158 279,752 111,089 96,169 82,083 5,512 45,443 76,846 2,503 41,068 8,075
Changes from: December 29, 2020 Total Change is: 2,290
-17,437 2,474 -96 10,815 -12,529 3,262 5,050 13,010 -506 -2,594 -2,927 -126 3,922 -272
Percent of Open Interest Represented by Each Category of Trader
7.7 53.3 0.4 67.2 22.8 9.1 7.9 6.7 0.5 3.7 6.3 0.2 3.4 0.7
Number of Traders in Each Category Total Traders: 440
32 14 8 186 62 80 67 35 21 30 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 154,169
Positions
16,784 114,787 23,336 22,630 2,900 3,146 77,165 295 9,351 1,419 55 0 338 299
Changes from: December 29, 2020 Total Change is: 3,082
1,088 1,778 49 78 1,000 0 2,007 0 0 48 0 0 -188 255
Percent of Open Interest Represented by Each Category of Trader
10.9 74.5 15.1 14.7 1.9 2.0 50.1 0.2 6.1 0.9 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 86
10 19 14 13 . . 31 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,265,469
Positions
8,423 135,424 22,089 668,762 183,616 186,559 55,841 446,358 81,432 69,661 27,765 6,242 166,460 175,983
Changes from: December 29, 2020 Total Change is: -6,031
-1,135 -21,958 -1,096 2,170 -6,260 3,823 -7,126 15,580 -11,413 2,811 1,711 284 5,650 13,296
Percent of Open Interest Represented by Each Category of Trader
0.7 10.7 1.7 52.8 14.5 14.7 4.4 35.3 6.4 5.5 2.2 0.5 13.2 13.9
Number of Traders in Each Category Total Traders: 182
8 15 16 54 30 48 18 37 41 11 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,039,077
Positions
25,226 95,865 0 544,766 206,693 201,868 70,748 368,486 7,073 60,447 14,747 0 128,949 144,346
Changes from: December 29, 2020 Total Change is: 10,630
23 -3,117 0 12,532 11,421 380 1,327 -9,304 328 1,706 200 0 -5,666 10,723
Percent of Open Interest Represented by Each Category of Trader
2.4 9.2 0.0 52.4 19.9 19.4 6.8 35.5 0.7 5.8 1.4 0.0 12.4 13.9
Number of Traders in Each Category Total Traders: 137
. 10 0 58 27 56 7 24 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,930,467
Positions
31,897 140,900 11,238 876,879 509,150 264,070 372,748 852,532 23,099 179,781 32,036 954 169,801 96,488
Changes from: December 29, 2020 Total Change is: 5,592
-7,376 -24,083 1,320 30,077 -20,124 603 -7,206 81,943 -14,391 3,394 -18,467 -7 -822 -1,202
Percent of Open Interest Represented by Each Category of Trader
1.7 7.3 0.6 45.4 26.4 13.7 19.3 44.2 1.2 9.3 1.7 0.0 8.8 5.0
Number of Traders in Each Category Total Traders: 284
12 29 7 92 29 64 53 40 23 23 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 3,788,008
Positions
215,476 235,535 120,795 1,285,829 1,108,358 677,686 355,616 569,938 437,727 253,620 146,142 45,128 396,131 446,700
Changes from: December 29, 2020 Total Change is: 98,365
8,912 -41,671 4,081 -53,041 -50,034 31,701 -29,553 -14,956 122,145 -2,364 5,252 6,144 10,338 35,702
Percent of Open Interest Represented by Each Category of Trader
5.7 6.2 3.2 33.9 29.3 17.9 9.4 15.0 11.6 6.7 3.9 1.2 10.5 11.8
Number of Traders in Each Category Total Traders: 387
22 32 36 89 76 99 51 73 77 20 24 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,003,790
Positions
75,670 22,617 6,821 389,733 362,737 115,873 243,054 239,926 11,880 49,194 34,355 0 111,565 209,581
Changes from: December 29, 2020 Total Change is: 917
567 -1,996 -1,215 12,061 -5,859 3,265 -6,243 4,732 1,159 1,633 2,015 0 -10,310 -1,184
Percent of Open Interest Represented by Each Category of Trader
7.5 2.3 0.7 38.8 36.1 11.5 24.2 23.9 1.2 4.9 3.4 0.0 11.1 20.9
Number of Traders in Each Category Total Traders: 124
4 6 4 26 49 43 22 7 8 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 3,324,082
Positions
59,678 235,646 28,051 1,432,314 619,814 527,057 438,059 1,304,927 175,442 347,951 125,564 9,999 305,530 297,582
Changes from: December 29, 2020 Total Change is: -53,028
-8,027 -92,810 -3,759 19,597 69,835 3,619 -31,154 9,843 -33,714 -3,804 -4,592 1,114 3,100 -2,564
Percent of Open Interest Represented by Each Category of Trader
1.8 7.1 0.8 43.1 18.6 15.9 13.2 39.3 5.3 10.5 3.8 0.3 9.2 9.0
Number of Traders in Each Category Total Traders: 290
15 20 14 89 49 75 35 58 40 12 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 999,328
Positions
314,172 321,266 189,533 25,425 5,448 13,598 236,497 247,046 192,447 6,453 0 1,661 19,542 28,329
Changes from: December 29, 2020 Total Change is: -103,150
6,615 -72,196 -19,190 3,500 -557 -5,762 -71,942 8,587 -14,294 -219 -1,993 -462 -1,396 2,717
Percent of Open Interest Represented by Each Category of Trader
31.4 32.1 19.0 2.5 0.5 1.4 23.7 24.7 19.3 0.6 0.0 0.2 2.0 2.8
Number of Traders in Each Category Total Traders: 93
25 16 35 . . . 22 17 32 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 is16,277,725
Positions
2,306,181 2,108,996 2,922,096 456,718 560,038 776,999 653,395 573,667 8,295,331 20,286 103,546 204,053 642,665 732,999
Changes from: December 29, 2020 Total Change is: 554,675
128,576 -66,596 55,310 19,044 2,195 46,248 -65,457 79,759 406,460 -44,586 9,828 21,394 -12,313 77
Percent of Open Interest Represented by Each Category of Trader
14.2 13.0 18.0 2.8 3.4 4.8 4.0 3.5 51.0 0.1 0.6 1.3 3.9 4.5
Number of Traders in Each Category Total Traders: 255
29 48 69 21 15 24 51 55 90 11 20 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 472,287
Positions
14,674 209,736 85,506 2,429 19,616 5,366 234,749 23,489 124,111 1,050 0 4,110 292 353
Changes from: December 29, 2020 Total Change is: 6,326
4,799 5,465 -5,878 0 -1,788 2,300 -1,740 -253 6,393 388 0 20 44 66
Percent of Open Interest Represented by Each Category of Trader
3.1 44.4 18.1 0.5 4.2 1.1 49.7 5.0 26.3 0.2 0.0 0.9 0.1 0.1
Number of Traders in Each Category Total Traders: 91
10 22 21 . . . 20 23 30 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 160,885
Positions
32,995 98,908 20,093 4,061 144 2,196 56,318 9,195 28,352 15,631 656 1,099 140 242
Changes from: December 29, 2020 Total Change is: -46,347
-1,448 -32,141 -6,878 -1,909 -157 981 -22,228 -1,783 -6,505 -8,320 79 -113 73 170
Percent of Open Interest Represented by Each Category of Trader
20.5 61.5 12.5 2.5 0.1 1.4 35.0 5.7 17.6 9.7 0.4 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 75
10 15 9 . . . 22 18 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 110,365
Positions
0 18,837 0 3,404 1,743 0 3,236 63,517 25,077 78,633 1,044 0 15 147
Changes from: December 29, 2020 Total Change is: 4,514
0 -338 0 0 51 0 234 2,328 2,480 1,800 0 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 17.1 0.0 3.1 1.6 0.0 2.9 57.6 22.7 71.2 0.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 26
0 5 0 . 5 0 . . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 12,255
Positions
436 663 0 793 32 3 3,508 9,069 951 2,670 248 403 3,491 886
Changes from: December 29, 2020 Total Change is: 885
-68 35 0 173 0 -5 -153 566 290 540 4 -102 210 96
Percent of Open Interest Represented by Each Category of Trader
3.6 5.4 0.0 6.5 0.3 0.0 28.6 74.0 7.8 21.8 2.0 3.3 28.5 7.2
Number of Traders in Each Category Total Traders: 90
. . 0 4 . . 30 18 10 29 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,662
Positions
9,107 998 0 5,273 10,582 1,101 14,766 14,902 2,699 808 3,746 64 3,843 3,570
Changes from: December 29, 2020 Total Change is: 1,600
-99 150 0 -71 194 -10 327 907 962 -45 -632 -2 538 30
Percent of Open Interest Represented by Each Category of Trader
24.2 2.6 0.0 14.0 28.1 2.9 39.2 39.6 7.2 2.1 9.9 0.2 10.2 9.5
Number of Traders in Each Category Total Traders: 99
. . 0 5 9 . 22 31 10 7 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 296,826
Positions
39,321 19,900 8,920 135,209 56,859 16,555 29,336 130,323 30,583 12,703 3,240 6,475 17,724 23,971
Changes from: December 29, 2020 Total Change is: 12,947
1,421 3,962 643 6,475 -10,213 -2,345 4,460 18,254 630 -6 1,934 657 1,012 -575
Percent of Open Interest Represented by Each Category of Trader
13.2 6.7 3.0 45.6 19.2 5.6 9.9 43.9 10.3 4.3 1.1 2.2 6.0 8.1
Number of Traders in Each Category Total Traders: 157
10 10 16 12 25 14 23 50 40 10 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 24,615
Positions
3,442 3,544 65 17,196 3,963 23 1,317 16,957 0 2,257 0 0 315 63
Changes from: December 29, 2020 Total Change is: -318
-680 -15 15 -159 0 0 485 -354 0 -5 0 0 26 36
Percent of Open Interest Represented by Each Category of Trader
14.0 14.4 0.3 69.9 16.1 0.1 5.4 68.9 0.0 9.2 0.0 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 39
. . . 9 . . 8 4 0 12 0 0
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Updated January 08, 2021