Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 163,920
Positions
3,654 72,709 1,994 58,431 26,360 6,201 23,758 26,070 11,790 17,036 111 644 40,413 18,042
Changes from: January 12, 2021 Total Change is: -2,047
-262 -3,837 -202 -994 2,789 73 -686 -726 697 279 -479 330 -1,283 -692
Percent of Open Interest Represented by Each Category of Trader
2.2 44.4 1.2 35.6 16.1 3.8 14.5 15.9 7.2 10.4 0.1 0.4 24.7 11.0
Number of Traders in Each Category Total Traders: 106
4 9 4 23 12 12 20 22 17 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 50,033
Positions
1,343 22,633 611 8,701 5,476 534 16,107 7,475 484 0 641 0 22,254 12,180
Changes from: January 12, 2021 Total Change is: -1,540
-120 -1,253 22 129 -108 162 -2,615 -298 13 0 157 0 869 -234
Percent of Open Interest Represented by Each Category of Trader
2.7 45.2 1.2 17.4 10.9 1.1 32.2 14.9 1.0 0.0 1.3 0.0 44.5 24.3
Number of Traders in Each Category Total Traders: 45
. 7 . 11 5 . 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 164,221
Positions
14,186 32,928 3,684 56,548 49,902 7,120 31,511 24,708 13,918 2,306 6,879 641 34,307 24,441
Changes from: January 12, 2021 Total Change is: -7,232
-921 -1,985 995 3,090 838 -69 -4,963 -3,633 -1,598 106 -437 -242 -3,630 -1,101
Percent of Open Interest Represented by Each Category of Trader
8.6 20.1 2.2 34.4 30.4 4.3 19.2 15.0 8.5 1.4 4.2 0.4 20.9 14.9
Number of Traders in Each Category Total Traders: 105
5 8 10 16 20 14 24 24 19 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 201,127
Positions
4,423 143,152 1,323 106,415 7,667 6,898 27,458 16,400 8,028 14,278 568 0 32,304 17,091
Changes from: January 12, 2021 Total Change is: 519
-645 3,704 -539 962 23 450 -68 894 279 -54 -651 0 134 -3,642
Percent of Open Interest Represented by Each Category of Trader
2.2 71.2 0.7 52.9 3.8 3.4 13.7 8.2 4.0 7.1 0.3 0.0 16.1 8.5
Number of Traders in Each Category Total Traders: 120
4 12 7 37 10 14 29 20 18 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 722,432
Positions
32,154 492,741 15,947 391,975 56,170 26,817 76,596 52,077 29,190 42,376 3,884 3,967 103,409 41,638
Changes from: January 12, 2021 Total Change is: 688
1,284 13,418 100 -10,083 -13,316 -133 9,102 1,361 -1,761 2,092 -49 -39 125 1,106
Percent of Open Interest Represented by Each Category of Trader
4.5 68.2 2.2 54.3 7.8 3.7 10.6 7.2 4.0 5.9 0.5 0.5 14.3 5.8
Number of Traders in Each Category Total Traders: 297
13 12 17 112 29 50 51 31 27 36 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 26,400
Positions
0 9,214 0 12,993 3,004 2,341 0 6,385 0 800 0 0 10,266 5,456
Changes from: January 12, 2021 Total Change is: -249
0 54 -54 70 -58 38 0 136 0 0 -410 -17 -286 62
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.0 49.2 11.4 8.9 0.0 24.2 0.0 3.0 0.0 0.0 38.9 20.7
Number of Traders in Each Category Total Traders: 22
0 . 0 12 . 7 0 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 156,287
Positions
2,639 52,214 4,022 54,776 49,377 3,584 45,888 21,631 7,890 1,691 0 25 35,772 17,543
Changes from: January 12, 2021 Total Change is: 1,537
-611 732 1,403 -3,333 1,114 52 1,345 967 219 -144 -420 0 2,606 -2,531
Percent of Open Interest Represented by Each Category of Trader
1.7 33.4 2.6 35.0 31.6 2.3 29.4 13.8 5.0 1.1 0.0 0.0 22.9 11.2
Number of Traders in Each Category Total Traders: 90
. 13 6 20 10 10 24 20 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 23,757
Positions
0 9,599 35 14,920 2,524 0 5,079 8,972 20 1,833 1,176 0 1,870 1,431
Changes from: January 12, 2021 Total Change is: 540
0 -61 0 227 -69 0 637 852 10 -184 -4 0 -150 -188
Percent of Open Interest Represented by Each Category of Trader
0.0 40.4 0.1 62.8 10.6 0.0 21.4 37.8 0.1 7.7 5.0 0.0 7.9 6.0
Number of Traders in Each Category Total Traders: 49
0 5 . 10 . 0 12 9 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 146,465
Positions
265 83,673 675 65,562 2,660 1,615 64,852 29,547 1,762 3,846 23,662 0 7,887 2,871
Changes from: January 12, 2021 Total Change is: -5,494
-36 -2,169 -39 -4,159 -107 220 -1,537 -3,910 -291 430 514 0 -81 289
Percent of Open Interest Represented by Each Category of Trader
0.2 57.1 0.5 44.8 1.8 1.1 44.3 20.2 1.2 2.6 16.2 0.0 5.4 2.0
Number of Traders in Each Category Total Traders: 159
. 13 . 24 4 6 57 26 13 15 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 27,181
Positions
136 1,923 0 9,386 12,059 14 11,187 6,178 539 2,328 4,422 0 3,591 2,046
Changes from: January 12, 2021 Total Change is: 1,237
0 -4 0 438 944 0 2,758 -154 65 -1,932 516 0 -92 -130
Percent of Open Interest Represented by Each Category of Trader
0.5 7.1 0.0 34.5 44.4 0.1 41.2 22.7 2.0 8.6 16.3 0.0 13.2 7.5
Number of Traders in Each Category Total Traders: 62
. . 0 13 4 . 16 13 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 46,262
Positions
3,140 18,327 6 14,168 6,513 760 20,362 15,546 552 534 1,556 6 6,734 2,996
Changes from: January 12, 2021 Total Change is: 1,495
375 -280 0 -2,412 579 530 2,870 417 42 -374 -26 0 464 233
Percent of Open Interest Represented by Each Category of Trader
6.8 39.6 0.0 30.6 14.1 1.6 44.0 33.6 1.2 1.2 3.4 0.0 14.6 6.5
Number of Traders in Each Category Total Traders: 83
4 5 . 18 6 4 28 14 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 10,526
Positions
0 128 0 2,936 1,101 0 5,984 7,488 0 150 380 0 1,456 1,429
Changes from: January 12, 2021 Total Change is: -677
0 0 0 -1,619 156 0 993 -787 -2 0 175 0 -49 -219
Percent of Open Interest Represented by Each Category of Trader
0.0 1.2 0.0 27.9 10.5 0.0 56.8 71.1 0.0 1.4 3.6 0.0 13.8 13.6
Number of Traders in Each Category Total Traders: 30
0 . 0 5 . 0 11 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 43,473
Positions
17,221 11,062 533 8,340 1,687 589 6,769 8,563 1,470 0 14,001 0 8,552 5,568
Changes from: January 12, 2021 Total Change is: 1,217
1,398 1,036 -85 672 555 98 -1,014 -224 909 -188 -388 0 -574 -684
Percent of Open Interest Represented by Each Category of Trader
39.6 25.4 1.2 19.2 3.9 1.4 15.6 19.7 3.4 0.0 32.2 0.0 19.7 12.8
Number of Traders in Each Category Total Traders: 97
21 12 4 19 7 7 21 13 8 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 86,946
Positions
34,442 22,124 1,066 16,680 3,374 1,177 13,537 17,126 2,941 0 28,001 0 17,103 11,137
Changes from: January 12, 2021 Total Change is: 2,433
2,796 2,072 -169 1,344 1,110 196 -2,027 -448 1,817 -375 -776 0 -1,148 -1,369
Percent of Open Interest Represented by Each Category of Trader
39.6 25.4 1.2 19.2 3.9 1.4 15.6 19.7 3.4 0.0 32.2 0.0 19.7 12.8
Number of Traders in Each Category Total Traders: 97
21 12 4 19 7 7 21 13 8 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 26,791
Positions
487 15,818 412 18,715 4,146 2,308 2,083 3,241 0 400 444 0 2,386 422
Changes from: January 12, 2021 Total Change is: -1,112
-384 -885 0 -1,025 -40 0 -320 -278 0 0 0 0 617 91
Percent of Open Interest Represented by Each Category of Trader
1.8 59.0 1.5 69.9 15.5 8.6 7.8 12.1 0.0 1.5 1.7 0.0 8.9 1.6
Number of Traders in Each Category Total Traders: 27
. 8 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 641,434
Positions
59,458 154,213 21,652 269,439 100,309 58,313 52,425 86,686 81,882 22,060 70,129 4,155 72,050 64,095
Changes from: January 12, 2021 Total Change is: -11,629
777 5,135 -2,068 6,631 368 -1,135 312 1,617 -15,318 251 1,760 289 -1,367 -2,276
Percent of Open Interest Represented by Each Category of Trader
9.3 24.0 3.4 42.0 15.6 9.1 8.2 13.5 12.8 3.4 10.9 0.6 11.2 10.0
Number of Traders in Each Category Total Traders: 565
33 36 38 167 84 122 74 93 91 41 37 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 28,522
Positions
1,306 10,651 123 0 0 0 4,615 1,392 8,917 101 0 0 13,459 7,438
Changes from: January 12, 2021 Total Change is: -3,158
-1,329 1,050 -77 0 0 0 1,475 -290 -2,598 100 -800 0 -730 -444
Percent of Open Interest Represented by Each Category of Trader
4.6 37.3 0.4 0.0 0.0 0.0 16.2 4.9 31.3 0.4 0.0 0.0 47.2 26.1
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 7 7 12 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 12,662
Positions
7,233 3,371 0 2,559 7,133 505 722 738 35 0 0 0 1,608 880
Changes from: January 12, 2021 Total Change is: 1,083
1,063 571 0 0 247 -7 258 274 35 0 0 0 -266 -37
Percent of Open Interest Represented by Each Category of Trader
57.1 26.6 0.0 20.2 56.3 4.0 5.7 5.8 0.3 0.0 0.0 0.0 12.7 6.9
Number of Traders in Each Category Total Traders: 25
7 6 0 . 6 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 19,062
Positions
5,851 15,467 0 8,051 39 609 2,274 1,750 22 0 0 0 2,255 1,175
Changes from: January 12, 2021 Total Change is: 1,520
-339 1,422 0 1,497 25 200 302 529 -111 0 0 0 -29 -545
Percent of Open Interest Represented by Each Category of Trader
30.7 81.1 0.0 42.2 0.2 3.2 11.9 9.2 0.1 0.0 0.0 0.0 11.8 6.2
Number of Traders in Each Category Total Traders: 32
. 6 0 11 . . 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 3,064,560
Positions
297,251 724,307 101,150 1,347,197 501,545 291,567 256,915 444,332 346,956 110,293 351,142 20,276 292,955 283,285
Changes from: January 12, 2021 Total Change is: -42,353
3,846 13,741 -3,272 33,153 1,839 -5,673 -1,060 14,286 -68,357 1,251 13,298 945 -3,186 -9,160
Percent of Open Interest Represented by Each Category of Trader
9.7 23.6 3.3 44.0 16.4 9.5 8.4 14.5 11.3 3.6 11.5 0.7 9.6 9.2
Number of Traders in Each Category Total Traders: 564
33 36 37 167 84 122 73 93 89 41 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 45,073
Positions
3,935 41,044 0 34,371 173 43 3,320 3,112 0 0 0 0 3,404 701
Changes from: January 12, 2021 Total Change is: 16,551
-273 14,679 0 16,272 0 0 390 2,102 0 0 0 0 162 -230
Percent of Open Interest Represented by Each Category of Trader
8.7 91.1 0.0 76.3 0.4 0.1 7.4 6.9 0.0 0.0 0.0 0.0 7.6 1.6
Number of Traders in Each Category Total Traders: 36
. 9 0 12 . . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,626
Positions
4,559 21,416 0 13,459 529 351 1,076 0 0 0 0 0 3,181 330
Changes from: January 12, 2021 Total Change is: -306
230 -62 0 -823 0 0 0 0 0 0 0 0 287 -244
Percent of Open Interest Represented by Each Category of Trader
20.1 94.7 0.0 59.5 2.3 1.6 4.8 0.0 0.0 0.0 0.0 0.0 14.1 1.5
Number of Traders in Each Category Total Traders: 21
. 8 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 53,987
Positions
5,854 19,291 161 33,176 26,973 1,575 3,139 2,502 160 714 0 0 9,208 3,325
Changes from: January 12, 2021 Total Change is: -565
137 388 -2 -766 -612 -29 554 -528 -15 244 0 0 -688 233
Percent of Open Interest Represented by Each Category of Trader
10.8 35.7 0.3 61.5 50.0 2.9 5.8 4.6 0.3 1.3 0.0 0.0 17.1 6.2
Number of Traders in Each Category Total Traders: 79
7 10 . 32 14 9 10 4 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 51,457
Positions
10,296 7,098 361 15,948 4,810 1,322 10,182 21,844 4,402 1,774 2,919 71 7,102 8,632
Changes from: January 12, 2021 Total Change is: 226
-369 803 -12 451 -248 160 795 -905 -456 -88 177 23 -279 684
Percent of Open Interest Represented by Each Category of Trader
20.0 13.8 0.7 31.0 9.3 2.6 19.8 42.5 8.6 3.4 5.7 0.1 13.8 16.8
Number of Traders in Each Category Total Traders: 267
25 20 9 57 34 35 38 66 33 12 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 257,287
Positions
51,478 35,488 1,804 79,741 24,048 6,610 50,912 109,220 22,009 8,869 14,594 353 35,511 43,161
Changes from: January 12, 2021 Total Change is: 1,128
-1,845 4,017 -61 2,256 -1,242 801 3,974 -4,527 -2,278 -442 883 115 -1,393 3,418
Percent of Open Interest Represented by Each Category of Trader
20.0 13.8 0.7 31.0 9.3 2.6 19.8 42.5 8.6 3.4 5.7 0.1 13.8 16.8
Number of Traders in Each Category Total Traders: 267
25 20 9 57 34 35 38 66 33 12 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 564,139
Positions
102,828 119,491 8,071 270,571 151,411 48,453 77,924 137,354 11,860 11,507 66,371 164 32,762 20,965
Changes from: January 12, 2021 Total Change is: 2,249
22,445 -958 -79 -23,682 -5,641 -25 3,176 7,144 -716 1,265 2,078 154 -288 293
Percent of Open Interest Represented by Each Category of Trader
18.2 21.2 1.4 48.0 26.8 8.6 13.8 24.3 2.1 2.0 11.8 0.0 5.8 3.7
Number of Traders in Each Category Total Traders: 363
28 20 4 115 43 50 61 59 31 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 :
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EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,403
Positions
5,727 13,656 0 5,712 1,014 0 2,700 206 36 0 0 0 1,228 491
Changes from: January 12, 2021 Total Change is: 57
0 0 0 29 -11 0 -41 206 4 0 0 0 65 -142
Percent of Open Interest Represented by Each Category of Trader
37.2 88.7 0.0 37.1 6.6 0.0 17.5 1.3 0.2 0.0 0.0 0.0 8.0 3.2
Number of Traders in Each Category Total Traders: 21
. 7 0 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,268
Positions
0 6,087 0 9,657 205 31 1,357 5,851 0 0 1,056 0 5,223 3,038
Changes from: January 12, 2021 Total Change is: 16
0 31 0 9 0 0 194 1,580 -5 0 -10 0 -182 -1,580
Percent of Open Interest Represented by Each Category of Trader
0.0 37.4 0.0 59.4 1.3 0.2 8.3 36.0 0.0 0.0 6.5 0.0 32.1 18.7
Number of Traders in Each Category Total Traders: 22
0 . 0 9 . . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 48,446
Positions
8,149 6,324 892 13,802 1,876 741 16,597 8,580 38 1,098 345 0 7,129 29,650
Changes from: January 12, 2021 Total Change is: 687
87 218 27 -247 250 76 853 2,154 -49 -237 -500 0 177 -1,489
Percent of Open Interest Represented by Each Category of Trader
16.8 13.1 1.8 28.5 3.9 1.5 34.3 17.7 0.1 2.3 0.7 0.0 14.7 61.2
Number of Traders in Each Category Total Traders: 61
7 8 . 13 5 . 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 410,746
Positions
38,259 247,477 6,062 281,431 87,084 46,209 20,139 14,477 1,207 7,622 1,805 0 9,817 6,425
Changes from: January 12, 2021 Total Change is: -2,441
3,236 -9,705 -1,308 -5,154 -3,815 2,648 -2,760 7,796 468 -404 0 0 833 1,475
Percent of Open Interest Represented by Each Category of Trader
9.3 60.3 1.5 68.5 21.2 11.3 4.9 3.5 0.3 1.9 0.4 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 183
15 14 7 71 42 42 21 12 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,249,685
Positions
96,444 697,372 4,536 834,053 290,292 107,261 111,718 58,372 4,922 47,932 74,723 2,675 40,144 9,532
Changes from: January 12, 2021 Total Change is: -3,194
719 17,729 163 -10,881 17,060 -4,154 7,682 -16,929 801 -804 -15,862 246 3,034 -2,248
Percent of Open Interest Represented by Each Category of Trader
7.7 55.8 0.4 66.7 23.2 8.6 8.9 4.7 0.4 3.8 6.0 0.2 3.2 0.8
Number of Traders in Each Category Total Traders: 431
35 13 8 182 62 75 68 26 18 32 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 171,928
Positions
17,116 125,268 29,316 21,988 4,500 3,146 89,726 305 9,300 1,063 55 0 273 38
Changes from: January 12, 2021 Total Change is: 2,543
-307 202 3,544 -617 0 0 1,057 5 -151 -20 0 0 -963 -1,057
Percent of Open Interest Represented by Each Category of Trader
10.0 72.9 17.1 12.8 2.6 1.8 52.2 0.2 5.4 0.6 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 86
11 18 14 14 . . 31 . 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,313,465
Positions
10,240 119,061 34,917 656,424 177,257 218,121 45,747 436,837 88,124 67,929 32,446 19,863 172,098 186,839
Changes from: January 12, 2021 Total Change is: -17,895
-770 -5,121 390 -12,690 -2,347 5,508 -3,239 -1,751 -8,718 -1,555 4,621 -2,902 6,080 -7,575
Percent of Open Interest Represented by Each Category of Trader
0.8 9.1 2.7 50.0 13.5 16.6 3.5 33.3 6.7 5.2 2.5 1.5 13.1 14.2
Number of Traders in Each Category Total Traders: 186
9 21 22 56 26 46 10 43 34 12 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,074,911
Positions
26,576 111,252 0 555,417 212,200 200,518 88,943 381,716 6,468 60,455 18,147 0 136,534 144,610
Changes from: January 12, 2021 Total Change is: 14,491
1,634 10,111 0 668 -787 -1,021 14,061 7,580 -1,852 91 -1,194 0 910 1,653
Percent of Open Interest Represented by Each Category of Trader
2.5 10.3 0.0 51.7 19.7 18.7 8.3 35.5 0.6 5.6 1.7 0.0 12.7 13.5
Number of Traders in Each Category Total Traders: 140
4 11 0 57 27 53 6 26 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,973,910
Positions
60,937 144,588 16,102 858,159 466,096 274,761 395,746 905,422 22,940 170,539 42,505 1,155 173,571 100,341
Changes from: January 12, 2021 Total Change is: -3,251
19,648 10,584 1,531 -22,550 -55,690 6,221 7,709 55,668 -15,901 -3,146 -6,253 -1,283 4,520 1,873
Percent of Open Interest Represented by Each Category of Trader
3.1 7.3 0.8 43.5 23.6 13.9 20.0 45.9 1.2 8.6 2.2 0.1 8.8 5.1
Number of Traders in Each Category Total Traders: 273
12 26 9 89 29 68 51 37 24 21 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 4,245,615
Positions
190,861 251,198 184,130 1,221,689 1,193,343 808,242 509,969 448,368 579,834 262,035 164,241 122,815 366,041 493,444
Changes from: January 12, 2021 Total Change is: -179,796
-34,813 28,088 2,343 -10,752 -10,359 1,122 9,671 -66,721 -77,295 -11,285 -698 -38,334 -20,453 -17,942
Percent of Open Interest Represented by Each Category of Trader
4.5 5.9 4.3 28.8 28.1 19.0 12.0 10.6 13.7 6.2 3.9 2.9 8.6 11.6
Number of Traders in Each Category Total Traders: 407
30 39 49 89 77 96 53 72 80 25 22 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,056,434
Positions
67,963 23,774 6,345 432,399 402,592 117,943 255,935 235,671 8,256 48,525 41,952 0 119,068 219,901
Changes from: January 12, 2021 Total Change is: -6,262
-15,258 -7,848 2,169 23,774 10,157 -2,789 -17,259 -13,122 -194 -430 -6,852 0 3,725 12,217
Percent of Open Interest Represented by Each Category of Trader
6.4 2.3 0.6 40.9 38.1 11.2 24.2 22.3 0.8 4.6 4.0 0.0 11.3 20.8
Number of Traders in Each Category Total Traders: 129
5 6 4 25 53 44 21 8 12 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 3,396,858
Positions
52,258 243,697 31,349 1,400,052 710,469 582,622 434,054 1,143,289 212,642 370,725 130,282 18,600 294,556 323,908
Changes from: January 12, 2021 Total Change is: -38,934
-16,714 15,971 -3,809 -5,218 75,742 10,099 -13,611 -127,246 -12,054 4,544 -1,690 -3,975 1,803 8,027
Percent of Open Interest Represented by Each Category of Trader
1.5 7.2 0.9 41.2 20.9 17.2 12.8 33.7 6.3 10.9 3.8 0.5 8.7 9.5
Number of Traders in Each Category Total Traders: 301
10 23 14 90 51 75 39 60 44 15 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,061,488
Positions
346,194 319,189 215,761 31,732 6,799 12,230 208,065 257,622 222,329 6,833 0 1,595 16,749 25,963
Changes from: January 12, 2021 Total Change is: 27,133
10,831 4,103 8,427 1,188 2 -1,202 -3,017 3,608 14,148 -580 0 1,595 -4,257 -3,548
Percent of Open Interest Represented by Each Category of Trader
32.6 30.1 20.3 3.0 0.6 1.2 19.6 24.3 20.9 0.6 0.0 0.2 1.6 2.4
Number of Traders in Each Category Total Traders: 100
27 14 36 . 4 . 23 22 39 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 is17,740,078
Positions
2,640,730 2,315,587 2,861,683 326,240 561,765 1,049,127 921,131 699,085 8,965,005 12,731 150,325 371,154 592,278 766,348
Changes from: January 12, 2021 Total Change is: 36,531
259,264 132,749 -183,864 -3,451 -58,310 28,689 -104,238 71,955 81,931 2,931 1,618 -14,169 -30,561 -24,067
Percent of Open Interest Represented by Each Category of Trader
14.9 13.1 16.1 1.8 3.2 5.9 5.2 3.9 50.5 0.1 0.8 2.1 3.3 4.3
Number of Traders in Each Category Total Traders: 258
36 41 71 17 17 25 54 56 89 10 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 480,576
Positions
14,073 217,815 82,989 2,195 15,721 8,193 239,812 23,095 127,744 693 108 4,652 225 259
Changes from: January 12, 2021 Total Change is: -789
-2,568 -8,754 279 -72 713 -910 -1,300 3,764 1,621 -222 108 2,392 -9 -2
Percent of Open Interest Represented by Each Category of Trader
2.9 45.3 17.3 0.5 3.3 1.7 49.9 4.8 26.6 0.1 0.0 1.0 0.0 0.1
Number of Traders in Each Category Total Traders: 91
10 23 21 . . . 22 20 30 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 193,464
Positions
19,554 106,435 27,344 4,486 7,405 1,013 85,796 15,589 33,926 20,137 477 1,157 51 118
Changes from: January 12, 2021 Total Change is: 17,317
-995 2,102 2,832 14 1,851 -300 11,057 6,003 4,698 0 121 13 -2 -3
Percent of Open Interest Represented by Each Category of Trader
10.1 55.0 14.1 2.3 3.8 0.5 44.3 8.1 17.5 10.4 0.2 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 79
8 17 12 . . . 23 20 23 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 126,918
Positions
0 24,321 0 3,404 2,087 0 4,081 55,900 43,989 75,444 544 0 0 77
Changes from: January 12, 2021 Total Change is: 6,953
0 212 0 0 0 0 -347 -756 7,503 -199 0 0 -4 -6
Percent of Open Interest Represented by Each Category of Trader
0.0 19.2 0.0 2.7 1.6 0.0 3.2 44.0 34.7 59.4 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
0 6 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,055
Positions
413 709 0 639 123 10 3,874 9,135 1,242 2,879 662 316 3,682 858
Changes from: January 12, 2021 Total Change is: 31
89 -45 0 -94 123 5 -114 -396 111 357 310 -177 -146 100
Percent of Open Interest Represented by Each Category of Trader
3.2 5.4 0.0 4.9 0.9 0.1 29.7 70.0 9.5 22.1 5.1 2.4 28.2 6.6
Number of Traders in Each Category Total Traders: 91
. . 0 4 . . 33 16 14 26 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 36,139
Positions
9,529 1,573 2 6,495 10,029 1,202 10,320 15,947 1,054 1,650 2,672 39 5,848 3,620
Changes from: January 12, 2021 Total Change is: 1,219
899 75 1 110 27 27 -56 1,923 -654 -329 -102 -12 1,233 -66
Percent of Open Interest Represented by Each Category of Trader
26.4 4.4 0.0 18.0 27.8 3.3 28.6 44.1 2.9 4.6 7.4 0.1 16.2 10.0
Number of Traders in Each Category Total Traders: 98
. . . 6 10 . 17 30 5 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 349,134
Positions
41,208 24,700 9,887 148,310 65,939 22,836 34,706 135,813 46,684 13,729 3,086 11,565 20,209 28,624
Changes from: January 12, 2021 Total Change is: 23,981
951 7,437 -513 10,559 1,024 -21 1,075 2,813 6,280 -884 222 4,051 2,483 2,688
Percent of Open Interest Represented by Each Category of Trader
11.8 7.1 2.8 42.5 18.9 6.5 9.9 38.9 13.4 3.9 0.9 3.3 5.8 8.2
Number of Traders in Each Category Total Traders: 175
10 12 16 13 26 13 25 58 46 14 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 39,201
Positions
3,334 3,549 60 30,749 2,039 365 2,067 33,115 0 2,345 0 0 281 73
Changes from: January 12, 2021 Total Change is: 7,388
0 0 0 7,246 2 81 102 7,290 0 -30 0 0 -11 15
Percent of Open Interest Represented by Each Category of Trader
8.5 9.1 0.2 78.4 5.2 0.9 5.3 84.5 0.0 6.0 0.0 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 5 7 0 14 0 0
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Updated January 22, 2021