Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 205,713
Positions
4,931 22,961 46,121 46,383 38,634 4,730 27,775 42,759 17,935 12,842 4,311 516 44,480 27,746
Changes from: December 7, 2021 Total Change is: 34,966
-10,635 1,134 32,777 -290 -3,273 554 -2,378 2,708 1,924 1,970 539 -492 11,535 -906
Percent of Open Interest Represented by Each Category of Trader
2.4 11.2 22.4 22.5 18.8 2.3 13.5 20.8 8.7 6.2 2.1 0.3 21.6 13.5
Number of Traders in Each Category Total Traders: 108
5 8 9 18 18 9 16 26 17 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,159
Positions
19,600 1,456 442 4,699 14,393 1,166 2,904 4,372 981 0 479 0 11,367 17,870
Changes from: December 7, 2021 Total Change is: -12,817
-7,650 -55 -332 97 -1,471 -483 -628 -5,306 -3,432 0 479 0 -389 -2,217
Percent of Open Interest Represented by Each Category of Trader
47.6 3.5 1.1 11.4 35.0 2.8 7.1 10.6 2.4 0.0 1.2 0.0 27.6 43.4
Number of Traders in Each Category Total Traders: 37
. . . 5 14 5 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 236,009
Positions
123,420 10,428 6,701 30,100 115,861 4,232 29,317 32,844 17,073 4,548 8,979 0 20,619 39,892
Changes from: December 7, 2021 Total Change is: -23,504
7,335 1,909 -11,766 -251 3,924 -615 -12,155 -14,872 -1,891 29 599 0 -4,190 -793
Percent of Open Interest Represented by Each Category of Trader
52.3 4.4 2.8 12.8 49.1 1.8 12.4 13.9 7.2 1.9 3.8 0.0 8.7 16.9
Number of Traders in Each Category Total Traders: 125
8 5 7 11 40 15 20 28 19 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 190,972
Positions
90,133 2,373 1,931 38,484 85,791 6,042 24,037 47,068 11,397 507 489 45 18,395 35,837
Changes from: December 7, 2021 Total Change is: -30,961
-19,556 -16,878 -3,318 -1,320 2,805 -807 5,677 -2,319 -9,678 -759 414 -57 -1,143 -1,122
Percent of Open Interest Represented by Each Category of Trader
47.2 1.2 1.0 20.2 44.9 3.2 12.6 24.6 6.0 0.3 0.3 0.0 9.6 18.8
Number of Traders in Each Category Total Traders: 110
10 . 7 16 29 13 19 29 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 713,310
Positions
33,017 275,456 14,929 404,492 166,263 33,111 44,867 104,007 49,129 46,279 11,380 4,573 82,913 54,462
Changes from: December 7, 2021 Total Change is: -54,957
-17,351 -21,002 -31,174 8,541 6,183 -2,463 -5,087 266 -632 5 920 -1,036 -5,759 -6,019
Percent of Open Interest Represented by Each Category of Trader
4.6 38.6 2.1 56.7 23.3 4.6 6.3 14.6 6.9 6.5 1.6 0.6 11.6 7.6
Number of Traders in Each Category Total Traders: 342
17 17 15 111 47 53 39 56 36 37 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,668
Positions
1,317 12,367 0 14,823 8,339 2,648 432 4,977 6 0 0 0 13,442 4,331
Changes from: December 7, 2021 Total Change is: -4,590
428 702 -1,548 -62 -570 -1 -97 52 -1,683 0 0 0 -1,627 -1,542
Percent of Open Interest Represented by Each Category of Trader
4.0 37.9 0.0 45.4 25.5 8.1 1.3 15.2 0.0 0.0 0.0 0.0 41.1 13.3
Number of Traders in Each Category Total Traders: 27
. . 0 16 5 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 34,124
Positions
7,926 0 5,842 5,065 17,597 1,391 6,070 2,285 421 0 0 0 7,409 6,588
Changes from: December 7, 2021 Total Change is: 5,852
-514 0 5,333 9 1,660 1 844 0 50 0 0 0 129 -1,192
Percent of Open Interest Represented by Each Category of Trader
23.2 0.0 17.1 14.8 51.6 4.1 17.8 6.7 1.2 0.0 0.0 0.0 21.7 19.3
Number of Traders in Each Category Total Traders: 23
. 0 . 4 10 5 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 209,472
Positions
121,330 3,582 2,610 25,769 109,508 5,069 26,176 41,514 7,914 2,120 1,903 370 18,114 37,002
Changes from: December 7, 2021 Total Change is: -15,639
-880 -657 -6,049 -1,965 453 -1,207 -855 -4,770 -2,392 294 -572 154 -2,738 -598
Percent of Open Interest Represented by Each Category of Trader
57.9 1.7 1.2 12.3 52.3 2.4 12.5 19.8 3.8 1.0 0.9 0.2 8.6 17.7
Number of Traders in Each Category Total Traders: 97
9 4 7 13 21 12 15 28 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 64,500
Positions
352 33,835 11,246 33,604 0 62 9,189 8,215 2,751 2,805 4,979 2,261 2,230 1,151
Changes from: December 7, 2021 Total Change is: 4,530
-35 107 0 -1,399 -116 0 3,026 122 2,059 -558 234 2,261 -824 -137
Percent of Open Interest Represented by Each Category of Trader
0.5 52.5 17.4 52.1 0.0 0.1 14.2 12.7 4.3 4.3 7.7 3.5 3.5 1.8
Number of Traders in Each Category Total Traders: 48
. 4 . 13 0 . 16 . . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 101,462
Positions
4,116 16,974 505 52,774 19,961 2,032 34,330 33,612 467 3,235 22,154 85 3,918 5,672
Changes from: December 7, 2021 Total Change is: -98,860
-42,787 -73,679 -14,824 1,887 -6,848 381 -39,937 -1,406 -2,398 -154 311 -88 -940 -309
Percent of Open Interest Represented by Each Category of Trader
4.1 16.7 0.5 52.0 19.7 2.0 33.8 33.1 0.5 3.2 21.8 0.1 3.9 5.6
Number of Traders in Each Category Total Traders: 139
6 4 . 12 15 6 37 40 8 6 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 27,744
Positions
7,197 3,260 1,228 5,019 4,957 159 6,080 12,979 0 5,542 2,267 0 2,519 2,894
Changes from: December 7, 2021 Total Change is: 2,163
100 0 139 -579 -194 13 271 1,739 -34 2,324 407 0 -71 93
Percent of Open Interest Represented by Each Category of Trader
25.9 11.8 4.4 18.1 17.9 0.6 21.9 46.8 0.0 20.0 8.2 0.0 9.1 10.4
Number of Traders in Each Category Total Traders: 70
4 . . 7 7 . 13 20 0 13 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 41,227
Positions
20,220 1,636 0 2,624 19,893 52 13,894 11,861 628 692 1,730 32 3,085 5,395
Changes from: December 7, 2021 Total Change is: -14,751
9,130 -10,037 -1,960 790 1,763 -450 -19,238 -1,542 -3,090 177 197 0 -110 368
Percent of Open Interest Represented by Each Category of Trader
49.0 4.0 0.0 6.4 48.3 0.1 33.7 28.8 1.5 1.7 4.2 0.1 7.5 13.1
Number of Traders in Each Category Total Traders: 91
9 . 0 7 20 5 19 25 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,179
Positions
4,216 0 0 1,464 2,611 0 2,987 4,741 0 471 638 15 1,026 2,174
Changes from: December 7, 2021 Total Change is: -2,490
2,527 -2,253 -236 -196 136 0 -4,438 393 -127 104 -154 1 -125 -250
Percent of Open Interest Represented by Each Category of Trader
41.4 0.0 0.0 14.4 25.7 0.0 29.3 46.6 0.0 4.6 6.3 0.1 10.1 21.4
Number of Traders in Each Category Total Traders: 30
. 0 0 4 5 0 5 10 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 60,672
Positions
14,800 18,088 9,990 12,200 2,037 358 10,811 4,040 2,850 0 15,103 0 9,662 8,208
Changes from: December 7, 2021 Total Change is: 8,665
107 -1,219 9,002 -3,098 -124 69 -1,180 -1,098 2,384 -34 -840 -49 1,462 539
Percent of Open Interest Represented by Each Category of Trader
24.4 29.8 16.5 20.1 3.4 0.6 17.8 6.7 4.7 0.0 24.9 0.0 15.9 13.5
Number of Traders in Each Category Total Traders: 99
17 15 21 18 7 6 24 12 18 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 121,344
Positions
29,600 36,175 19,981 24,400 4,073 716 21,623 8,079 5,699 0 30,206 0 19,325 16,415
Changes from: December 7, 2021 Total Change is: 17,329
214 -2,437 18,005 -6,195 -248 137 -2,359 -2,196 4,769 -68 -1,680 -98 2,924 1,078
Percent of Open Interest Represented by Each Category of Trader
24.4 29.8 16.5 20.1 3.4 0.6 17.8 6.7 4.7 0.0 24.9 0.0 15.9 13.5
Number of Traders in Each Category Total Traders: 99
17 15 21 18 7 6 24 12 18 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 72,101
Positions
7,956 24,439 30,967 25,968 9,403 1,921 1,333 4,108 1,011 0 0 0 2,945 252
Changes from: December 7, 2021 Total Change is: 31,693
-144 929 29,294 472 -213 389 110 385 1,011 0 0 0 561 -102
Percent of Open Interest Represented by Each Category of Trader
11.0 33.9 42.9 36.0 13.0 2.7 1.8 5.7 1.4 0.0 0.0 0.0 4.1 0.3
Number of Traders in Each Category Total Traders: 40
6 7 5 19 . 4 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 709,938
Positions
40,146 132,212 58,335 211,461 92,131 75,285 59,021 51,024 157,131 28,647 71,750 6,323 73,588 65,746
Changes from: December 7, 2021 Total Change is: 34,413
1,424 448 -1,164 -6,632 6,554 7,247 3,291 -2,761 14,801 707 208 2,585 12,154 6,494
Percent of Open Interest Represented by Each Category of Trader
5.7 18.6 8.2 29.8 13.0 10.6 8.3 7.2 22.1 4.0 10.1 0.9 10.4 9.3
Number of Traders in Each Category Total Traders: 552
33 34 52 148 82 111 84 80 116 53 36 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 40,118
Positions
12,415 27,123 7,946 11,043 0 0 3,841 491 1,015 0 0 0 3,858 3,543
Changes from: December 7, 2021 Total Change is: 9,191
1,056 85 7,946 -413 -2,568 0 -483 -40 1,015 0 0 0 70 2,753
Percent of Open Interest Represented by Each Category of Trader
30.9 67.6 19.8 27.5 0.0 0.0 9.6 1.2 2.5 0.0 0.0 0.0 9.6 8.8
Number of Traders in Each Category Total Traders: 35
4 11 5 12 0 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,549,688
Positions
200,729 661,062 291,676 1,057,303 460,656 376,424 295,107 255,118 785,657 143,237 358,748 31,616 367,940 328,731
Changes from: December 7, 2021 Total Change is: 172,063
7,118 2,241 -5,819 -33,162 32,769 36,237 16,454 -13,804 74,005 3,535 1,041 12,925 60,770 32,469
Percent of Open Interest Represented by Each Category of Trader
5.7 18.6 8.2 29.8 13.0 10.6 8.3 7.2 22.1 4.0 10.1 0.9 10.4 9.3
Number of Traders in Each Category Total Traders: 552
33 34 52 148 82 111 84 80 116 53 36 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 39,951
Positions
16,488 27,435 9,667 8,374 473 0 1,486 960 266 0 0 0 3,670 1,150
Changes from: December 7, 2021 Total Change is: 3,609
0 99 4,167 178 -1,245 0 -431 189 217 0 0 0 -522 182
Percent of Open Interest Represented by Each Category of Trader
41.3 68.7 24.2 21.0 1.2 0.0 3.7 2.4 0.7 0.0 0.0 0.0 9.2 2.9
Number of Traders in Each Category Total Traders: 35
7 6 4 14 . 0 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 29,456
Positions
7,984 23,111 5,018 11,344 0 0 930 386 133 0 0 0 4,047 808
Changes from: December 7, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
27.1 78.5 17.0 38.5 0.0 0.0 3.2 1.3 0.5 0.0 0.0 0.0 13.7 2.7
Number of Traders in Each Category Total Traders: 20
4 7 6 4 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 25,804
Positions
9,526 20,384 499 9,566 154 2,798 623 757 13 0 0 0 2,779 1,199
Changes from: December 7, 2021 Total Change is: 2,072
0 -934 499 -1,398 0 2,523 103 -325 13 0 0 0 332 296
Percent of Open Interest Represented by Each Category of Trader
36.9 79.0 1.9 37.1 0.6 10.8 2.4 2.9 0.1 0.0 0.0 0.0 10.8 4.6
Number of Traders in Each Category Total Traders: 21
. 10 . 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 239,886
Positions
44,480 6,708 0 16,265 3,824 166 50,823 160,916 25,815 0 0 0 102,337 42,457
Changes from: December 7, 2021 Total Change is: 18,946
8,436 620 -214 -107 -1,395 -129 1,260 8,506 9,933 -1,183 0 0 949 1,624
Percent of Open Interest Represented by Each Category of Trader
18.5 2.8 0.0 6.8 1.6 0.1 21.2 67.1 10.8 0.0 0.0 0.0 42.7 17.7
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 5 9 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 41,277
Positions
5,587 11,054 727 19,930 20,764 2,426 3,351 2,031 13 295 0 2 8,946 4,260
Changes from: December 7, 2021 Total Change is: -212
-1,129 464 540 367 41 -25 -71 -1,140 -156 -27 0 2 287 62
Percent of Open Interest Represented by Each Category of Trader
13.5 26.8 1.8 48.3 50.3 5.9 8.1 4.9 0.0 0.7 0.0 0.0 21.7 10.3
Number of Traders in Each Category Total Traders: 69
4 8 4 27 17 10 6 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 549,733
Positions
99,425 75,408 44,372 196,227 155,634 59,555 56,009 102,912 41,419 15,103 43,886 2,737 34,886 23,811
Changes from: December 7, 2021 Total Change is: 71,641
4,430 -9,862 37,016 -9,986 -9,367 9,311 8,990 21,289 19,586 896 -990 2,507 -1,109 2,152
Percent of Open Interest Represented by Each Category of Trader
18.1 13.7 8.1 35.7 28.3 10.8 10.2 18.7 7.5 2.7 8.0 0.5 6.3 4.3
Number of Traders in Each Category Total Traders: 364
29 24 17 99 56 53 53 71 47 14 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 30,225
Positions
9,659 24,451 4,097 13,281 497 0 1,438 612 115 0 0 0 1,635 453
Changes from: December 7, 2021 Total Change is: 4,346
-100 266 4,097 -69 0 0 0 -50 115 0 0 0 303 -82
Percent of Open Interest Represented by Each Category of Trader
32.0 80.9 13.6 43.9 1.6 0.0 4.8 2.0 0.4 0.0 0.0 0.0 5.4 1.5
Number of Traders in Each Category Total Traders: 29
4 6 . 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 57,136
Positions
800 4,965 555 1,413 0 0 33,982 32,754 4,719 231 1,183 9 15,427 12,951
Changes from: December 7, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.4 8.7 1.0 2.5 0.0 0.0 59.5 57.3 8.3 0.4 2.1 0.0 27.0 22.7
Number of Traders in Each Category Total Traders: 20
. . . . 0 0 . 9 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,643
Positions
0 2,792 0 10,503 0 16 677 6,211 0 674 3,236 14 3,759 3,374
Changes from: December 7, 2021 Total Change is: -10,205
-9 -10,242 -876 -1 0 0 -1,847 4,541 -4,122 -23 2,158 -1,102 -2,225 -562
Percent of Open Interest Represented by Each Category of Trader
0.0 17.8 0.0 67.1 0.0 0.1 4.3 39.7 0.0 4.3 20.7 0.1 24.0 21.6
Number of Traders in Each Category Total Traders: 25
0 . 0 11 0 . . 4 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 41,070
Positions
5,373 3,564 658 12,705 5,178 714 9,199 6,082 409 5,849 0 0 6,163 24,465
Changes from: December 7, 2021 Total Change is: -20,898
-15,081 -1,885 -2,071 -258 197 289 1,404 -6,709 -4,734 526 -27 -185 -788 -5,773
Percent of Open Interest Represented by Each Category of Trader
13.1 8.7 1.6 30.9 12.6 1.7 22.4 14.8 1.0 14.2 0.0 0.0 15.0 59.6
Number of Traders in Each Category Total Traders: 52
8 5 . 11 4 4 11 8 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 431,256
Positions
34,930 227,451 39,257 271,793 88,351 45,615 17,285 6,506 3,726 6,571 8,358 1,253 10,826 10,739
Changes from: December 7, 2021 Total Change is: 30,581
1,506 -14,573 34,455 -7,713 3,339 1,424 -2,522 -7,541 3,349 -1,648 4,185 942 788 5,001
Percent of Open Interest Represented by Each Category of Trader
8.1 52.7 9.1 63.0 20.5 10.6 4.0 1.5 0.9 1.5 1.9 0.3 2.5 2.5
Number of Traders in Each Category Total Traders: 184
13 13 12 72 44 39 21 9 12 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,331,354
Positions
92,999 473,952 204,704 689,385 370,822 148,314 85,850 52,995 18,520 55,499 24,650 3,649 32,434 33,748
Changes from: December 7, 2021 Total Change is: 218,435
9,382 4,503 193,560 -31,422 -18,337 21,413 3,151 -12,468 9,780 7,049 -369 -819 6,341 21,172
Percent of Open Interest Represented by Each Category of Trader
7.0 35.6 15.4 51.8 27.9 11.1 6.4 4.0 1.4 4.2 1.9 0.3 2.4 2.5
Number of Traders in Each Category Total Traders: 404
29 18 25 142 83 89 52 36 31 26 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 244,695
Positions
35,709 181,669 39,455 19,279 7,397 2,532 133,298 755 12,651 1,448 177 0 323 59
Changes from: December 7, 2021 Total Change is: 2,589
-175 1,059 887 230 0 -224 1,005 0 867 -1 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
14.6 74.2 16.1 7.9 3.0 1.0 54.5 0.3 5.2 0.6 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
10 24 15 12 . . 27 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 65,371
Positions
10,945 16,679 3,504 13,548 8,206 2,118 10,462 10,398 11,772 2,562 2,459 678 9,781 9,557
Changes from: December 7, 2021 Total Change is: 3,286
-1,799 -533 1,411 -1,239 -34 1,484 441 -73 1,445 448 -849 155 941 281
Percent of Open Interest Represented by Each Category of Trader
16.7 25.5 5.4 20.7 12.6 3.2 16.0 15.9 18.0 3.9 3.8 1.0 15.0 14.6
Number of Traders in Each Category Total Traders: 306
33 17 25 62 40 38 47 54 60 28 23 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 326,855
Positions
54,727 83,396 17,518 67,739 41,028 10,592 52,311 51,990 58,858 12,811 12,297 3,392 48,907 47,783
Changes from: December 7, 2021 Total Change is: 16,428
-8,997 -2,665 7,054 -6,196 -171 7,418 2,204 -365 7,223 2,241 -4,247 776 4,705 1,405
Percent of Open Interest Represented by Each Category of Trader
16.7 25.5 5.4 20.7 12.6 3.2 16.0 15.9 18.0 3.9 3.8 1.0 15.0 14.6
Number of Traders in Each Category Total Traders: 306
33 17 25 62 40 38 47 54 60 28 23 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 165,514
Positions
1,301 2,333 2,788 649 0 0 105,504 128,647 7,412 5,098 3,712 113 42,649 20,509
Changes from: December 7, 2021 Total Change is: 12,780
263 -6,075 2,520 67 0 0 2,303 28,429 -2,303 1,919 -1,131 106 7,905 -8,765
Percent of Open Interest Represented by Each Category of Trader
0.8 1.4 1.7 0.4 0.0 0.0 63.7 77.7 4.5 3.1 2.2 0.1 25.8 12.4
Number of Traders in Each Category Total Traders: 38
4 . . . 0 0 9 10 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,400,836
Positions
7,393 104,731 34,321 548,607 264,357 295,950 104,507 377,025 112,198 84,273 34,818 10,623 202,964 166,814
Changes from: December 7, 2021 Total Change is: 3,128
2,761 -4,338 -287 -4,536 2,276 4,593 9,182 29,041 -10,403 2,009 1,972 -1,191 1,001 -18,535
Percent of Open Interest Represented by Each Category of Trader
0.5 7.5 2.5 39.2 18.9 21.1 7.5 26.9 8.0 6.0 2.5 0.8 14.5 11.9
Number of Traders in Each Category Total Traders: 194
9 17 18 67 31 61 20 37 36 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,254,222
Positions
39,786 48,810 2,169 676,414 272,723 202,058 79,896 574,193 25,696 72,419 5,516 24 155,760 123,033
Changes from: December 7, 2021 Total Change is: 22,419
-1,329 3,744 497 9,856 5,704 805 14,442 31,105 -5,225 1,238 100 0 2,134 -14,311
Percent of Open Interest Represented by Each Category of Trader
3.2 3.9 0.2 53.9 21.7 16.1 6.4 45.8 2.0 5.8 0.4 0.0 12.4 9.8
Number of Traders in Each Category Total Traders: 151
6 8 5 72 26 58 10 21 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,978,810
Positions
53,402 153,458 11,186 612,879 667,057 409,660 603,509 178,069 114,692 46,606 245,908 5,769 121,107 193,011
Changes from: December 7, 2021 Total Change is: 75,814
-4,932 -1,475 578 32,117 29,389 -5,514 78,053 29,932 -8,674 -7,864 22,598 36 -7,986 8,944
Percent of Open Interest Represented by Each Category of Trader
2.7 7.8 0.6 31.0 33.7 20.7 30.5 9.0 5.8 2.4 12.4 0.3 6.1 9.8
Number of Traders in Each Category Total Traders: 334
14 28 10 77 84 84 41 51 32 8 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,396,755
Positions
172,022 153,649 173,849 1,524,685 1,377,005 837,642 694,840 443,313 438,389 108,293 256,934 134,452 312,584 581,523
Changes from: December 7, 2021 Total Change is: -52,183
-772 13,388 18,262 -27,825 -35,822 2,729 7,472 26,293 -57,640 -4,326 -17,296 3,586 6,331 -5,684
Percent of Open Interest Represented by Each Category of Trader
3.9 3.5 4.0 34.7 31.3 19.1 15.8 10.1 10.0 2.5 5.8 3.1 7.1 13.2
Number of Traders in Each Category Total Traders: 431
21 37 38 88 105 110 50 81 86 23 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,368,110
Positions
81,480 19,055 6,240 393,030 491,032 216,176 478,207 289,943 20,857 68,293 41,728 0 103,827 283,079
Changes from: December 7, 2021 Total Change is: -6,319
41 -10,021 619 -870 -7,932 7,279 -11,667 4,655 -7,815 9,519 -912 0 -3,425 7,808
Percent of Open Interest Represented by Each Category of Trader
6.0 1.4 0.5 28.7 35.9 15.8 35.0 21.2 1.5 5.0 3.1 0.0 7.6 20.7
Number of Traders in Each Category Total Traders: 155
6 6 5 28 59 56 21 21 13 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,924,516
Positions
45,574 205,225 62,786 1,940,105 957,113 729,906 205,020 853,867 356,911 301,822 241,820 15,336 267,057 501,553
Changes from: December 7, 2021 Total Change is: 63,592
8,796 -7,535 18,125 -57,611 52,307 49,782 63,206 -38,141 -12,644 -15,000 3,398 1,787 7,152 -3,487
Percent of Open Interest Represented by Each Category of Trader
1.2 5.2 1.6 49.4 24.4 18.6 5.2 21.8 9.1 7.7 6.2 0.4 6.8 12.8
Number of Traders in Each Category Total Traders: 355
11 36 20 74 82 95 35 74 60 11 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,331,096
Positions
375,132 201,509 534,721 24,003 8,267 27,629 42,068 234,477 285,769 19,671 3,812 0 22,103 34,912
Changes from: December 7, 2021 Total Change is: -7,148
18,739 38,636 -23,888 -1,602 -85 1,434 7,407 -19,221 -6,466 -33 -1,207 -2,815 76 6,464
Percent of Open Interest Represented by Each Category of Trader
28.2 15.1 40.2 1.8 0.6 2.1 3.2 17.6 21.5 1.5 0.3 0.0 1.7 2.6
Number of Traders in Each Category Total Traders: 110
23 29 46 . 4 . 14 29 32 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,356,176
Positions
2,872,822 1,181,618 3,360,666 853,422 1,547,926 1,228,139 1,107,841 1,395,167 9,100,365 93,604 332,370 241,781 497,536 968,144
Changes from: December 7, 2021 Total Change is:-5,175,353
167,850 -421,139 -820,505 139,707 -132,060 -635,630 -509,634 345,890 -3,506,994 49,917 76,136 -70,533 10,469 -10,519
Percent of Open Interest Represented by Each Category of Trader
14.8 6.1 17.4 4.4 8.0 6.3 5.7 7.2 47.0 0.5 1.7 1.2 2.6 5.0
Number of Traders in Each Category Total Traders: 268
29 38 64 17 25 35 32 94 100 10 18 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 1,613,208
Positions
634,688 426,308 482,345 30,741 75,269 60,833 114,923 322,576 219,047 55,839 11,808 12,243 2,548 2,778
Changes from: December 7, 2021 Total Change is: 175,232
3,951 61,118 75,395 11,235 5,745 16,719 38,891 -10,288 23,780 2,988 231 706 1,567 1,827
Percent of Open Interest Represented by Each Category of Trader
39.3 26.4 29.9 1.9 4.7 3.8 7.1 20.0 13.6 3.5 0.7 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 154
33 32 50 5 10 6 26 20 37 9 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 212,267
Positions
89,809 66,754 33,305 5,732 2,356 1,779 33,712 55,998 44,049 57 4,130 3,725 99 171
Changes from: December 7, 2021 Total Change is: 19,659
11,379 11,405 5,550 156 -139 -310 2,528 3,025 -103 -1 -292 494 -34 29
Percent of Open Interest Represented by Each Category of Trader
42.3 31.4 15.7 2.7 1.1 0.8 15.9 26.4 20.8 0.0 1.9 1.8 0.0 0.1
Number of Traders in Each Category Total Traders: 85
15 24 24 . . . 21 17 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 103,457
Positions
0 21,762 0 0 1,592 0 7,848 54,245 25,148 70,461 652 0 0 58
Changes from: December 7, 2021 Total Change is: -87,947
0 -29,069 0 0 0 -406 -4,458 28,049 -86,523 3,443 0 0 -3 2
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 0.0 1.5 0.0 7.6 52.4 24.3 68.1 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 6 0 0 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,945
Positions
443 870 75 5,890 778 69 2,095 7,826 1,649 1,817 1,293 294 1,612 1,091
Changes from: December 7, 2021 Total Change is: 344
-36 -212 -12 -72 60 15 198 -287 526 82 330 -258 -100 181
Percent of Open Interest Represented by Each Category of Trader
3.2 6.2 0.5 42.2 5.6 0.5 15.0 56.1 11.8 13.0 9.3 2.1 11.6 7.8
Number of Traders in Each Category Total Traders: 94
. . . 7 . 4 26 32 21 12 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 41,265
Positions
1,456 89 1 34 0 0 18,401 26,761 5,466 3,973 1,290 6,354 5,580 1,304
Changes from: December 7, 2021 Total Change is: 4,390
-392 48 -9 -108 -70 0 3,570 2,888 475 259 -261 1,062 -467 257
Percent of Open Interest Represented by Each Category of Trader
3.5 0.2 0.0 0.1 0.0 0.0 44.6 64.9 13.2 9.6 3.1 15.4 13.5 3.2
Number of Traders in Each Category Total Traders: 131
. . . . 0 0 13 12 . 80 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,910
Positions
106 0 89 0 113 30 1,803 3,368 550 987 90 148 1,197 522
Changes from: December 7, 2021 Total Change is: 375
-92 -63 20 -25 39 -17 598 120 321 -157 58 -168 -105 65
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 1.8 0.0 2.3 0.6 36.7 68.6 11.2 20.1 1.8 3.0 24.4 10.6
Number of Traders in Each Category Total Traders: 47
. 0 . 0 . . 15 16 9 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 6,342
Positions
0 568 0 0 0 0 2,795 4,228 0 2,910 1,396 0 637 150
Changes from: December 7, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 9.0 0.0 0.0 0.0 0.0 44.1 66.7 0.0 45.9 22.0 0.0 10.0 2.4
Number of Traders in Each Category Total Traders: 44
0 . 0 0 0 0 7 . 0 26 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,267
Positions
807 34,310 0 23,170 600 612 15,313 13,420 483 4,618 952 187 7,076 1,703
Changes from: December 7, 2021 Total Change is: -7,842
59 -6,562 0 1,156 -453 -40 -620 6,383 -6,572 -1,236 27 35 -625 -661
Percent of Open Interest Represented by Each Category of Trader
1.5 65.6 0.0 44.3 1.1 1.2 29.3 25.7 0.9 8.8 1.8 0.4 13.5 3.3
Number of Traders in Each Category Total Traders: 126
. . 0 22 . 4 40 14 6 36 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 296,559
Positions
44,657 19,707 10,440 95,494 48,705 31,938 26,078 83,850 59,574 6,799 7,858 4,137 17,442 30,350
Changes from: December 7, 2021 Total Change is: -3,523
-1,023 -2,542 -2,354 -7,585 8,979 -1,316 2,057 -16,266 10,048 330 -1,004 -1,490 -2,190 2,422
Percent of Open Interest Represented by Each Category of Trader
15.1 6.6 3.5 32.2 16.4 10.8 8.8 28.3 20.1 2.3 2.6 1.4 5.9 10.2
Number of Traders in Each Category Total Traders: 172
10 15 17 19 29 27 32 43 52 6 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 53,502
Positions
3,595 4,311 11,366 25,850 3,027 1,316 1,744 32,697 592 8,403 69 97 539 27
Changes from: December 7, 2021 Total Change is: 5,291
-315 -95 11,366 -7,405 -200 100 1,247 -6,528 592 -237 69 1 -58 -14
Percent of Open Interest Represented by Each Category of Trader
6.7 8.1 21.2 48.3 5.7 2.5 3.3 61.1 1.1 15.7 0.1 0.2 1.0 0.1
Number of Traders in Each Category Total Traders: 47
. . . 12 4 . 8 5 . 10 . .
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Updated December 17, 2021