Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 135,633
Positions
31,920 14,752 1,615 40,125 44,157 4,254 11,260 35,482 5,596 12,767 4,164 447 27,649 25,166
Changes from: December 28, 2021 Total Change is: -3,059
-1,098 -710 0 564 2,072 -563 -1,206 -4,403 1,639 -127 490 -5 -2,263 -1,579
Percent of Open Interest Represented by Each Category of Trader
23.5 10.9 1.2 29.6 32.6 3.1 8.3 26.2 4.1 9.4 3.1 0.3 20.4 18.6
Number of Traders in Each Category Total Traders: 103
7 7 . 14 20 7 14 25 13 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,251
Positions
19,582 2,104 4 4,272 12,842 1,203 5,691 9,014 33 0 486 0 11,466 16,565
Changes from: December 28, 2021 Total Change is: 2,129
625 623 4 -587 -1,015 -184 3,431 3,270 -8 0 0 0 -1,152 -561
Percent of Open Interest Represented by Each Category of Trader
46.3 5.0 0.0 10.1 30.4 2.8 13.5 21.3 0.1 0.0 1.2 0.0 27.1 39.2
Number of Traders in Each Category Total Traders: 43
. 4 . 4 13 5 8 10 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 200,007
Positions
96,727 27,333 3,839 36,031 85,125 4,478 31,194 36,859 3,559 3,606 7,896 0 20,573 30,918
Changes from: December 28, 2021 Total Change is: -5,371
-12,536 6,675 89 2,912 -8,144 474 5,373 -3,022 -65 0 -723 0 -1,618 -655
Percent of Open Interest Represented by Each Category of Trader
48.4 13.7 1.9 18.0 42.6 2.2 15.6 18.4 1.8 1.8 3.9 0.0 10.3 15.5
Number of Traders in Each Category Total Traders: 125
7 8 4 16 32 13 25 28 16 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 234,068
Positions
121,341 4,722 25 41,272 107,457 5,502 40,072 68,556 6,517 1,000 468 0 18,339 40,821
Changes from: December 28, 2021 Total Change is: 30,254
19,211 615 -249 451 9,222 -9 6,919 14,534 1,117 1,000 -10 0 1,814 5,034
Percent of Open Interest Represented by Each Category of Trader
51.8 2.0 0.0 17.6 45.9 2.4 17.1 29.3 2.8 0.4 0.2 0.0 7.8 17.4
Number of Traders in Each Category Total Traders: 128
11 5 . 17 32 10 20 38 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 678,218
Positions
40,946 288,602 5,579 399,303 172,641 32,177 53,226 103,086 9,822 51,782 8,940 4,354 81,029 53,017
Changes from: December 28, 2021 Total Change is: 4,945
9,219 7,441 -643 -4,620 5,134 686 -4,411 -4,952 -4,063 4,101 -489 386 4,290 1,445
Percent of Open Interest Represented by Each Category of Trader
6.0 42.6 0.8 58.9 25.5 4.7 7.8 15.2 1.4 7.6 1.3 0.6 11.9 7.8
Number of Traders in Each Category Total Traders: 333
18 15 6 107 45 44 45 51 24 37 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,462
Positions
1,341 12,364 0 15,223 8,014 2,857 433 4,257 0 0 0 0 13,608 5,970
Changes from: December 28, 2021 Total Change is: 1,090
-8 0 0 538 593 200 1 517 0 0 0 0 359 -220
Percent of Open Interest Represented by Each Category of Trader
4.0 36.9 0.0 45.5 23.9 8.5 1.3 12.7 0.0 0.0 0.0 0.0 40.7 17.8
Number of Traders in Each Category Total Traders: 27
. . 0 17 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,461
Positions
9,828 0 0 5,062 16,734 1,412 2,156 2,907 0 0 0 0 8,003 5,408
Changes from: December 28, 2021 Total Change is: -237
-10 0 0 45 -990 0 -113 1,362 -421 0 0 0 262 -188
Percent of Open Interest Represented by Each Category of Trader
37.1 0.0 0.0 19.1 63.2 5.3 8.1 11.0 0.0 0.0 0.0 0.0 30.2 20.4
Number of Traders in Each Category Total Traders: 22
. 0 0 4 11 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 180,107
Positions
116,983 6,382 599 27,466 98,575 4,185 10,204 36,962 905 1,705 2,996 0 18,060 29,503
Changes from: December 28, 2021 Total Change is: -3,045
-194 1,647 1 599 -3,349 -644 -4,462 1,731 290 90 2,296 0 1,275 -5,017
Percent of Open Interest Represented by Each Category of Trader
65.0 3.5 0.3 15.2 54.7 2.3 5.7 20.5 0.5 0.9 1.7 0.0 10.0 16.4
Number of Traders in Each Category Total Traders: 94
7 7 . 12 21 7 11 28 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 47,674
Positions
0 33,499 0 36,320 265 62 5,738 5,837 0 2,980 6,981 17 2,557 1,013
Changes from: December 28, 2021 Total Change is: -52
-143 181 0 1,905 265 0 -2,323 -724 0 163 2 17 329 207
Percent of Open Interest Represented by Each Category of Trader
0.0 70.3 0.0 76.2 0.6 0.1 12.0 12.2 0.0 6.3 14.6 0.0 5.4 2.1
Number of Traders in Each Category Total Traders: 50
0 7 0 13 . . 13 7 0 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 119,748
Positions
630 28,358 505 65,299 3,898 1,037 40,963 60,435 172 5,282 21,846 0 5,860 3,497
Changes from: December 28, 2021 Total Change is: 17,330
-592 4,410 0 7,224 -3,949 -185 9,338 17,557 -88 588 229 0 1,045 -644
Percent of Open Interest Represented by Each Category of Trader
0.5 23.7 0.4 54.5 3.3 0.9 34.2 50.5 0.1 4.4 18.2 0.0 4.9 2.9
Number of Traders in Each Category Total Traders: 141
. 10 . 18 11 5 44 28 6 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,218
Positions
6,853 0 1,924 6,628 2,057 0 4,214 18,442 0 5,942 2,930 0 2,657 2,865
Changes from: December 28, 2021 Total Change is: -9,166
-2,240 -3,260 -495 2,365 -454 -154 -5,156 -802 -3,425 -176 -692 0 115 116
Percent of Open Interest Represented by Each Category of Trader
24.3 0.0 6.8 23.5 7.3 0.0 14.9 65.4 0.0 21.1 10.4 0.0 9.4 10.2
Number of Traders in Each Category Total Traders: 54
. 0 . 7 4 0 8 17 0 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,302
Positions
21,529 1,981 0 4,060 19,648 620 9,988 11,215 621 450 1,693 34 3,000 4,490
Changes from: December 28, 2021 Total Change is: -1,560
454 262 0 50 -460 -4 -1,845 -971 152 -344 -327 2 -25 -214
Percent of Open Interest Represented by Each Category of Trader
53.4 4.9 0.0 10.1 48.8 1.5 24.8 27.8 1.5 1.1 4.2 0.1 7.4 11.1
Number of Traders in Each Category Total Traders: 95
10 . 0 7 20 7 22 25 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 9,958
Positions
3,960 0 0 3,515 2,613 0 1,082 4,281 369 126 833 0 906 1,862
Changes from: December 28, 2021 Total Change is: -595
33 0 0 85 18 0 -296 -888 -154 -355 368 -15 107 76
Percent of Open Interest Represented by Each Category of Trader
39.8 0.0 0.0 35.3 26.2 0.0 10.9 43.0 3.7 1.3 8.4 0.0 9.1 18.7
Number of Traders in Each Category Total Traders: 29
. 0 0 4 5 0 4 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,879
Positions
14,573 19,814 498 14,530 939 340 12,899 8,115 322 0 14,103 0 7,718 6,750
Changes from: December 28, 2021 Total Change is: 2,504
-831 1,178 110 2,758 -329 59 59 1,968 -59 0 -1,406 0 408 983
Percent of Open Interest Represented by Each Category of Trader
28.6 38.9 1.0 28.6 1.8 0.7 25.4 15.9 0.6 0.0 27.7 0.0 15.2 13.3
Number of Traders in Each Category Total Traders: 104
15 15 . 24 4 5 25 15 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 101,757
Positions
29,146 39,627 996 29,059 1,878 679 25,797 16,229 644 0 28,205 0 15,436 13,499
Changes from: December 28, 2021 Total Change is: 5,008
-1,662 2,355 220 5,516 -657 118 118 3,936 -117 0 -2,812 0 815 1,965
Percent of Open Interest Represented by Each Category of Trader
28.6 38.9 1.0 28.6 1.8 0.7 25.4 15.9 0.6 0.0 27.7 0.0 15.2 13.3
Number of Traders in Each Category Total Traders: 104
15 15 . 24 4 5 25 15 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,944
Positions
14,062 29,207 0 25,286 9,655 1,513 1,628 4,002 0 0 0 0 2,455 567
Changes from: December 28, 2021 Total Change is: 1,590
2,315 2,039 0 -453 408 -308 -94 -386 0 0 0 0 130 -163
Percent of Open Interest Represented by Each Category of Trader
31.3 65.0 0.0 56.3 21.5 3.4 3.6 8.9 0.0 0.0 0.0 0.0 5.5 1.3
Number of Traders in Each Category Total Traders: 36
5 5 0 20 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 459,458
Positions
30,525 121,599 8,417 222,930 76,593 53,602 53,291 73,066 6,811 29,569 73,723 575 53,737 45,072
Changes from: December 28, 2021 Total Change is: 1,888
-2,219 -2,062 1,975 -343 539 -1,459 2,277 2,599 248 -425 -17 29 1,804 36
Percent of Open Interest Represented by Each Category of Trader
6.6 26.5 1.8 48.5 16.7 11.7 11.6 15.9 1.5 6.4 16.0 0.1 11.7 9.8
Number of Traders in Each Category Total Traders: 493
26 33 16 159 66 99 67 80 45 38 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,990
Positions
10,418 20,961 0 10,013 3,761 0 3,350 1,537 0 0 0 0 3,209 731
Changes from: December 28, 2021 Total Change is: 153
30 -2 0 445 0 0 102 4 0 0 0 0 -424 151
Percent of Open Interest Represented by Each Category of Trader
38.6 77.7 0.0 37.1 13.9 0.0 12.4 5.7 0.0 0.0 0.0 0.0 11.9 2.7
Number of Traders in Each Category Total Traders: 33
4 9 0 12 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,297,290
Positions
152,625 607,993 42,083 1,114,652 382,967 268,011 266,454 365,329 34,055 147,847 368,613 2,877 268,686 225,362
Changes from: December 28, 2021 Total Change is: 9,438
-11,095 -10,309 9,874 -1,715 2,693 -7,295 11,387 12,995 1,241 -2,126 -86 145 9,022 180
Percent of Open Interest Represented by Each Category of Trader
6.6 26.5 1.8 48.5 16.7 11.7 11.6 15.9 1.5 6.4 16.0 0.1 11.7 9.8
Number of Traders in Each Category Total Traders: 493
26 33 16 159 66 99 67 80 45 38 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,157
Positions
13,078 22,954 0 8,113 938 0 1,216 1,517 67 0 0 0 3,683 681
Changes from: December 28, 2021 Total Change is: 187
-256 0 0 -70 0 0 -190 477 -6 0 0 0 709 -284
Percent of Open Interest Represented by Each Category of Trader
50.0 87.8 0.0 31.0 3.6 0.0 4.6 5.8 0.3 0.0 0.0 0.0 14.1 2.6
Number of Traders in Each Category Total Traders: 33
4 7 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,986
Positions
13,465 6,276 0 21,214 3,824 153 21,153 29,270 102 0 0 0 44,899 61,361
Changes from: December 28, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.3 6.2 0.0 21.0 3.8 0.2 20.9 29.0 0.1 0.0 0.0 0.0 44.5 60.8
Number of Traders in Each Category Total Traders: 20
. . 0 6 . . . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,194
Positions
4,008 7,014 256 18,722 23,586 2,348 2,926 894 14 0 0 0 9,920 4,082
Changes from: December 28, 2021 Total Change is: 786
65 -1,571 160 -1,554 3,599 -47 866 -760 1 0 0 0 1,295 -596
Percent of Open Interest Represented by Each Category of Trader
10.5 18.4 0.7 49.0 61.8 6.1 7.7 2.3 0.0 0.0 0.0 0.0 26.0 10.7
Number of Traders in Each Category Total Traders: 63
. 6 . 29 16 12 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 455,202
Positions
93,400 107,678 2,107 209,318 134,758 50,824 59,488 98,133 4,361 5,379 39,654 218 30,107 17,469
Changes from: December 28, 2021 Total Change is: -6,613
-4,497 9,168 1,227 7,392 -18,935 938 -3,926 6,068 815 -7,288 -5,391 40 -1,314 -543
Percent of Open Interest Represented by Each Category of Trader
20.5 23.7 0.5 46.0 29.6 11.2 13.1 21.6 1.0 1.2 8.7 0.0 6.6 3.8
Number of Traders in Each Category Total Traders: 350
31 19 5 102 56 51 48 71 21 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,780
Positions
6,959 23,854 0 15,942 482 0 1,401 1,101 0 0 0 0 1,478 343
Changes from: December 28, 2021 Total Change is: 3,110
0 2,667 0 2,805 -15 0 -39 306 0 0 0 0 344 152
Percent of Open Interest Represented by Each Category of Trader
27.0 92.5 0.0 61.8 1.9 0.0 5.4 4.3 0.0 0.0 0.0 0.0 5.7 1.3
Number of Traders in Each Category Total Traders: 29
. 7 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,764
Positions
0 3,134 0 10,418 0 1 230 7,175 0 674 1,656 0 4,441 3,798
Changes from: December 28, 2021 Total Change is: 445
0 -51 0 26 0 -20 0 497 0 0 -711 -33 472 763
Percent of Open Interest Represented by Each Category of Trader
0.0 19.9 0.0 66.1 0.0 0.0 1.5 45.5 0.0 4.3 10.5 0.0 28.2 24.1
Number of Traders in Each Category Total Traders: 22
0 . 0 11 0 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,197
Positions
3,860 3,707 688 13,583 3,909 843 12,267 13,830 0 6,176 484 2 6,778 20,734
Changes from: December 28, 2021 Total Change is: 2,501
-354 832 -5 996 -189 -32 1,649 3,898 0 -48 484 2 293 -2,489
Percent of Open Interest Represented by Each Category of Trader
8.7 8.4 1.6 30.7 8.8 1.9 27.8 31.3 0.0 14.0 1.1 0.0 15.3 46.9
Number of Traders in Each Category Total Traders: 58
6 6 . 13 4 4 13 12 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 385,699
Positions
32,054 220,380 4,370 260,431 86,002 41,268 26,290 5,801 531 9,519 19,691 937 10,299 6,719
Changes from: December 28, 2021 Total Change is: -405
-234 4,768 -678 -11,509 8,543 -482 8,006 -13,411 422 4,450 -319 651 -1,031 101
Percent of Open Interest Represented by Each Category of Trader
8.3 57.1 1.1 67.5 22.3 10.7 6.8 1.5 0.1 2.5 5.1 0.2 2.7 1.7
Number of Traders in Each Category Total Traders: 186
12 12 9 74 45 38 22 8 . 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,071,267
Positions
112,229 482,578 3,725 673,846 340,968 121,717 81,047 66,833 4,625 46,023 33,943 1,057 26,998 15,821
Changes from: December 28, 2021 Total Change is: -6,540
2,986 -7,867 -276 -9,522 1,697 -9,207 7,826 -305 -289 -291 8,392 -142 2,375 1,457
Percent of Open Interest Represented by Each Category of Trader
10.5 45.0 0.3 62.9 31.8 11.4 7.6 6.2 0.4 4.3 3.2 0.1 2.5 1.5
Number of Traders in Each Category Total Traders: 386
28 18 7 140 75 79 50 35 24 23 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 187,996
Positions
24,777 150,813 15,175 17,450 5,885 742 113,657 755 14,558 1,314 0 0 323 68
Changes from: December 28, 2021 Total Change is: 3,342
1,124 1,111 891 -35 0 28 -31 0 1,315 30 0 0 20 -3
Percent of Open Interest Represented by Each Category of Trader
13.2 80.2 8.1 9.3 3.1 0.4 60.5 0.4 7.7 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 73
7 20 14 9 . . 26 . 8 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 42,186
Positions
8,858 15,340 223 14,951 6,734 739 7,019 9,019 583 1,827 2,596 39 7,947 6,914
Changes from: December 28, 2021 Total Change is: -33
-1,641 1,385 63 -34 -800 25 464 -757 284 -71 -262 20 858 11
Percent of Open Interest Represented by Each Category of Trader
21.0 36.4 0.5 35.4 16.0 1.8 16.6 21.4 1.4 4.3 6.2 0.1 18.8 16.4
Number of Traders in Each Category Total Traders: 261
29 18 4 60 37 28 36 45 20 16 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 210,931
Positions
44,292 76,702 1,115 74,755 33,669 3,695 35,097 45,095 2,913 9,133 12,978 194 39,737 34,570
Changes from: December 28, 2021 Total Change is: -166
-8,205 6,923 317 -171 -4,002 124 2,319 -3,786 1,418 -356 -1,312 99 4,289 53
Percent of Open Interest Represented by Each Category of Trader
21.0 36.4 0.5 35.4 16.0 1.8 16.6 21.4 1.4 4.3 6.2 0.1 18.8 16.4
Number of Traders in Each Category Total Traders: 261
29 18 4 60 37 28 36 45 20 16 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 70,927
Positions
1,721 1,346 0 900 0 0 27,479 44,563 2,616 3,366 500 0 34,845 21,902
Changes from: December 28, 2021 Total Change is: 11,645
727 799 0 -4 0 0 5,903 12,017 289 734 -951 0 3,996 -509
Percent of Open Interest Represented by Each Category of Trader
2.4 1.9 0.0 1.3 0.0 0.0 38.7 62.8 3.7 4.7 0.7 0.0 49.1 30.9
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 9 9 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,210,353
Positions
13,536 97,645 1,559 535,301 262,422 259,584 117,699 378,746 13,622 84,433 34,445 2,353 182,266 159,977
Changes from: December 28, 2021 Total Change is: 2,353
2,565 -697 -1 -17,132 -985 4,110 7,577 -4,584 -1,235 9,610 566 0 -3,141 5,179
Percent of Open Interest Represented by Each Category of Trader
1.1 8.1 0.1 44.2 21.7 21.4 9.7 31.3 1.1 7.0 2.8 0.2 15.1 13.2
Number of Traders in Each Category Total Traders: 183
8 16 . 58 36 60 20 34 15 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,235,006
Positions
35,671 56,605 1,598 667,961 282,589 199,387 86,045 534,866 16,253 74,718 11,058 122 153,251 132,528
Changes from: December 28, 2021 Total Change is: -13,184
-1,071 239 -434 -10,550 6,521 -2,034 4,525 -26,377 -2,087 4,828 1,767 0 -6,361 9,221
Percent of Open Interest Represented by Each Category of Trader
2.9 4.6 0.1 54.1 22.9 16.1 7.0 43.3 1.3 6.1 0.9 0.0 12.4 10.7
Number of Traders in Each Category Total Traders: 149
6 9 4 69 27 57 8 20 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,947,598
Positions
56,686 160,245 18,572 676,257 670,610 392,906 538,073 163,692 90,446 45,272 252,895 8,875 120,511 189,357
Changes from: December 28, 2021 Total Change is: -18,692
5,321 -24,116 5,900 35,093 11,308 -12,064 -30,220 5,744 -23,831 4,137 14,588 -583 -2,445 4,362
Percent of Open Interest Represented by Each Category of Trader
2.9 8.2 1.0 34.7 34.4 20.2 27.6 8.4 4.6 2.3 13.0 0.5 6.2 9.7
Number of Traders in Each Category Total Traders: 343
18 34 7 81 79 83 49 43 28 10 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,875,093
Positions
195,429 135,355 26,944 1,592,716 1,361,005 797,583 679,051 604,408 114,639 138,439 265,715 20,342 309,950 549,102
Changes from: December 28, 2021 Total Change is: 28,711
-9,478 -17,104 -1,854 -1,048 -18,446 35,387 54,193 18,728 -1,331 -65,063 1,443 -129 18,034 12,017
Percent of Open Interest Represented by Each Category of Trader
5.0 3.5 0.7 41.1 35.1 20.6 17.5 15.6 3.0 3.6 6.9 0.5 8.0 14.2
Number of Traders in Each Category Total Traders: 417
22 29 11 85 109 105 42 88 42 19 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,381,817
Positions
86,340 15,627 5,088 382,880 526,304 188,430 485,976 290,333 13,748 99,511 64,323 0 119,844 277,964
Changes from: December 28, 2021 Total Change is: 14,571
13,192 -910 -291 -13,983 4,525 -7,953 5,219 -6,903 -3,742 21,520 21,805 0 609 8,040
Percent of Open Interest Represented by Each Category of Trader
6.2 1.1 0.4 27.7 38.1 13.6 35.2 21.0 1.0 7.2 4.7 0.0 8.7 20.1
Number of Traders in Each Category Total Traders: 155
6 5 4 24 62 57 23 18 12 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,702,047
Positions
35,063 231,013 9,922 2,137,149 918,192 662,640 162,719 989,945 115,694 332,559 269,582 2,412 243,889 502,647
Changes from: December 28, 2021 Total Change is: -39,280
-6,912 -16,388 -1,465 51,477 14,502 -3,328 -7,809 -51,506 -11,059 -45,355 30,890 394 -15,223 -1,320
Percent of Open Interest Represented by Each Category of Trader
0.9 6.2 0.3 57.7 24.8 17.9 4.4 26.7 3.1 9.0 7.3 0.1 6.6 13.6
Number of Traders in Each Category Total Traders: 352
8 34 9 76 82 92 27 79 29 15 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,306,160
Positions
349,987 153,424 590,798 21,883 4,764 23,207 41,723 261,265 232,250 21,722 1,712 600 23,990 38,140
Changes from: December 28, 2021 Total Change is: -60,740
-21,085 -32,354 -3,139 852 -204 -5,001 3,251 15,019 -36,700 21 577 600 461 462
Percent of Open Interest Represented by Each Category of Trader
26.8 11.7 45.2 1.7 0.4 1.8 3.2 20.0 17.8 1.7 0.1 0.0 1.8 2.9
Number of Traders in Each Category Total Traders: 100
25 25 46 . . . 12 25 34 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,248,084
Positions
3,419,095 972,276 2,035,771 860,127 1,430,699 792,529 1,291,941 2,516,921 2,136,505 27,243 294,242 231,711 453,162 837,430
Changes from: December 28, 2021 Total Change is: 97,491
45,860 39,649 30,214 57,619 -2,099 -24,429 -138,274 -104,616 113,527 0 23,457 -3,569 16,543 25,357
Percent of Open Interest Represented by Each Category of Trader
30.4 8.6 18.1 7.6 12.7 7.0 11.5 22.4 19.0 0.2 2.6 2.1 4.0 7.4
Number of Traders in Each Category Total Traders: 235
34 37 65 11 22 24 23 83 78 . 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,695,730
Positions
678,702 378,979 515,218 17,109 137,792 68,612 89,406 315,661 258,409 56,338 8,935 9,708 2,228 2,416
Changes from: December 28, 2021 Total Change is: 115,010
64,848 17,680 21,052 2,118 34,636 -1,829 7,507 23,386 20,893 778 -348 -370 13 -90
Percent of Open Interest Represented by Each Category of Trader
40.0 22.3 30.4 1.0 8.1 4.0 5.3 18.6 15.2 3.3 0.5 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 172
40 32 55 6 12 7 27 23 38 13 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 182,896
Positions
86,385 55,134 35,039 5,923 70 1,704 22,630 59,774 27,496 1,634 1,501 2,021 64 157
Changes from: December 28, 2021 Total Change is: -42,352
-3,486 -18,252 -8,104 335 -2,218 -112 -11,874 9,823 -18,886 1,578 -2,657 -1,772 -31 -174
Percent of Open Interest Represented by Each Category of Trader
47.2 30.1 19.2 3.2 0.0 0.9 12.4 32.7 15.0 0.9 0.8 1.1 0.0 0.1
Number of Traders in Each Category Total Traders: 84
13 27 25 . . . 17 19 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 89,603
Positions
1,026 8,692 0 0 1,809 0 9,474 43,500 35,051 44,052 500 0 0 51
Changes from: December 28, 2021 Total Change is: -17,278
1,026 -13,715 0 0 152 0 2,120 -8,949 5,385 -25,809 -152 0 0 1
Percent of Open Interest Represented by Each Category of Trader
1.1 9.7 0.0 0.0 2.0 0.0 10.6 48.5 39.1 49.2 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. 5 0 0 5 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,563
Positions
463 401 38 5,541 900 2 1,451 6,807 666 749 793 155 1,498 801
Changes from: December 28, 2021 Total Change is: -1,905
4 -139 -213 -13 41 0 -1,002 -1,297 -435 52 367 -190 -108 -39
Percent of Open Interest Represented by Each Category of Trader
4.4 3.8 0.4 52.5 8.5 0.0 13.7 64.4 6.3 7.1 7.5 1.5 14.2 7.6
Number of Traders in Each Category Total Traders: 73
. . . 5 4 . 17 30 8 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,821
Positions
466 345 0 183 0 0 4,317 5,353 2,752 3,864 6,956 366 4,873 1,049
Changes from: December 28, 2021 Total Change is: -24,460
-1,112 238 -10 107 0 0 -18,811 -22,284 -2,649 -70 1,216 -906 -1,009 -65
Percent of Open Interest Represented by Each Category of Trader
2.8 2.1 0.0 1.1 0.0 0.0 25.7 31.8 16.4 23.0 41.4 2.2 29.0 6.2
Number of Traders in Each Category Total Traders: 122
. . 0 4 0 0 12 12 . 78 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,530
Positions
152 0 59 43 111 30 1,092 2,604 179 769 3 95 1,111 449
Changes from: December 28, 2021 Total Change is: -1,024
-8 -40 -3 43 0 0 -251 -619 -315 -312 -18 -25 -153 -4
Percent of Open Interest Represented by Each Category of Trader
4.3 0.0 1.7 1.2 3.1 0.8 30.9 73.8 5.1 21.8 0.1 2.7 31.5 12.7
Number of Traders in Each Category Total Traders: 46
. 0 . . . . 19 13 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 10,140
Positions
0 357 0 0 0 0 2,092 7,847 223 6,475 1,202 371 979 140
Changes from: December 28, 2021 Total Change is: -10,721
0 -1,287 0 0 0 0 -12,129 -9,145 193 1,270 -480 -17 -38 15
Percent of Open Interest Represented by Each Category of Trader
0.0 3.5 0.0 0.0 0.0 0.0 20.6 77.4 2.2 63.9 11.9 3.7 9.7 1.4
Number of Traders in Each Category Total Traders: 77
0 . 0 0 0 0 7 4 . 57 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,089
Positions
3,026 42,389 0 24,486 720 555 17,415 11,137 465 4,477 797 94 7,571 1,932
Changes from: December 28, 2021 Total Change is: 197
1,690 1,768 0 -38 -237 5 792 -1,477 -71 -2,279 78 -2 100 133
Percent of Open Interest Represented by Each Category of Trader
5.2 73.0 0.0 42.2 1.2 1.0 30.0 19.2 0.8 7.7 1.4 0.2 13.0 3.3
Number of Traders in Each Category Total Traders: 122
. . 0 20 . 4 36 17 5 35 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 301,754
Positions
44,952 13,699 14,562 93,619 75,451 37,568 33,535 81,621 40,607 10,433 2,803 6,966 19,512 28,477
Changes from: December 28, 2021 Total Change is: 24,252
7,089 -4,462 3,443 1,203 13,296 7,003 4,801 5,118 -5,266 1,116 322 3,169 1,694 1,629
Percent of Open Interest Represented by Each Category of Trader
14.9 4.5 4.8 31.0 25.0 12.4 11.1 27.0 13.5 3.5 0.9 2.3 6.5 9.4
Number of Traders in Each Category Total Traders: 165
11 16 19 16 35 25 29 41 40 6 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,172
Positions
3,615 14,955 90 32,618 509 872 413 31,562 0 8,268 157 0 2,296 27
Changes from: December 28, 2021 Total Change is: 7,837
0 1,745 15 5,912 -70 0 0 6,219 0 114 -57 0 1,796 -15
Percent of Open Interest Represented by Each Category of Trader
7.5 31.0 0.2 67.7 1.1 1.8 0.9 65.5 0.0 17.2 0.3 0.0 4.8 0.1
Number of Traders in Each Category Total Traders: 43
. 4 . 14 . . 4 7 0 9 . 0
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Updated January 07, 2022