Traders in Financial Futures - Futures Only Positions as of January 11, 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 138,571
Positions
28,712 21,217 1,621 42,020 44,284 3,735 13,785 34,470 4,811 12,158 2,084 1,022 30,707 25,327
Changes from: January 4, 2022 Total Change is: 2,938
-3,208 6,465 6 1,895 127 -519 2,525 -1,012 -785 -609 -2,080 575 3,058 161
Percent of Open Interest Represented by Each Category of Trader
20.7 15.3 1.2 30.3 32.0 2.7 9.9 24.9 3.5 8.8 1.5 0.7 22.2 18.3
Number of Traders in Each Category Total Traders: 99
6 7 . 16 20 8 13 24 15 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 42,713
Positions
22,141 2,129 0 3,734 13,298 829 5,871 7,894 14 0 486 0 10,124 18,063
Changes from: January 4, 2022 Total Change is: 462
2,559 25 -4 -538 456 -374 180 -1,120 -19 0 0 0 -1,342 1,498
Percent of Open Interest Represented by Each Category of Trader
51.8 5.0 0.0 8.7 31.1 1.9 13.7 18.5 0.0 0.0 1.1 0.0 23.7 42.3
Number of Traders in Each Category Total Traders: 47
5 4 0 5 15 5 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 200,493
Positions
91,565 35,534 2,986 38,648 77,414 4,237 33,775 37,946 2,827 3,609 7,837 0 22,846 31,712
Changes from: January 4, 2022 Total Change is: 486
-5,162 8,201 -853 2,617 -7,711 -241 2,581 1,087 -732 3 -59 0 2,273 794
Percent of Open Interest Represented by Each Category of Trader
45.7 17.7 1.5 19.3 38.6 2.1 16.8 18.9 1.4 1.8 3.9 0.0 11.4 15.8
Number of Traders in Each Category Total Traders: 125
6 9 4 16 31 13 25 28 13 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 234,005
Positions
132,397 3,507 28 39,706 106,931 5,920 33,224 74,129 4,249 850 743 0 17,631 38,498
Changes from: January 4, 2022 Total Change is: -63
11,056 -1,215 3 -1,566 -526 418 -6,848 5,573 -2,268 -150 275 0 -708 -2,323
Percent of Open Interest Represented by Each Category of Trader
56.6 1.5 0.0 17.0 45.7 2.5 14.2 31.7 1.8 0.4 0.3 0.0 7.5 16.5
Number of Traders in Each Category Total Traders: 133
10 5 . 16 32 12 20 43 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 682,293
Positions
41,212 296,028 5,310 400,495 166,713 32,991 58,385 106,059 8,886 50,067 8,744 4,954 79,993 52,608
Changes from: January 4, 2022 Total Change is: 4,075
266 7,426 -269 1,192 -5,928 814 5,159 2,973 -936 -1,715 -196 600 -1,036 -409
Percent of Open Interest Represented by Each Category of Trader
6.0 43.4 0.8 58.7 24.4 4.8 8.6 15.5 1.3 7.3 1.3 0.7 11.7 7.7
Number of Traders in Each Category Total Traders: 328
17 16 7 105 49 47 46 46 26 35 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 33,633
Positions
1,341 12,370 0 15,268 8,001 2,857 433 4,243 0 0 0 0 13,734 6,162
Changes from: January 4, 2022 Total Change is: 171
0 6 0 45 -13 0 0 -14 0 0 0 0 126 192
Percent of Open Interest Represented by Each Category of Trader
4.0 36.8 0.0 45.4 23.8 8.5 1.3 12.6 0.0 0.0 0.0 0.0 40.8 18.3
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 11, 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 24,444
Positions
9,790 494 0 5,679 13,807 867 0 3,984 0 0 0 0 8,108 5,292
Changes from: January 4, 2022 Total Change is: -2,017
-38 494 0 617 -2,927 -545 -2,156 1,077 0 0 0 0 105 -116
Percent of Open Interest Represented by Each Category of Trader
40.1 2.0 0.0 23.2 56.5 3.5 0.0 16.3 0.0 0.0 0.0 0.0 33.2 21.6
Number of Traders in Each Category Total Traders: 21
. . 0 5 10 5 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 185,453
Positions
119,936 5,091 586 29,010 102,475 4,378 10,966 37,903 1,331 840 3,160 0 18,406 30,529
Changes from: January 4, 2022 Total Change is: 5,346
2,953 -1,291 -13 1,544 3,900 193 762 941 426 -865 164 0 346 1,026
Percent of Open Interest Represented by Each Category of Trader
64.7 2.7 0.3 15.6 55.3 2.4 5.9 20.4 0.7 0.5 1.7 0.0 9.9 16.5
Number of Traders in Each Category Total Traders: 91
9 5 . 11 21 6 13 26 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 44,981
Positions
121 32,905 0 32,305 289 116 6,980 3,495 140 2,955 7,129 7 2,357 900
Changes from: January 4, 2022 Total Change is: -2,693
121 -594 0 -4,015 24 54 1,242 -2,342 140 -25 148 -10 -200 -113
Percent of Open Interest Represented by Each Category of Trader
0.3 73.2 0.0 71.8 0.6 0.3 15.5 7.8 0.3 6.6 15.8 0.0 5.2 2.0
Number of Traders in Each Category Total Traders: 50
. 5 0 12 . . 13 9 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 127,155
Positions
638 33,658 505 67,101 3,856 1,367 46,042 62,052 117 5,084 22,512 0 6,301 3,088
Changes from: January 4, 2022 Total Change is: 7,407
8 5,300 0 1,802 -42 330 5,079 1,617 -55 -198 666 0 441 -409
Percent of Open Interest Represented by Each Category of Trader
0.5 26.5 0.4 52.8 3.0 1.1 36.2 48.8 0.1 4.0 17.7 0.0 5.0 2.4
Number of Traders in Each Category Total Traders: 148
. 12 . 18 11 6 50 26 4 10 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 31,087
Positions
7,079 0 1,917 5,452 1,938 323 5,406 17,856 3,593 4,596 2,703 0 2,721 2,757
Changes from: January 4, 2022 Total Change is: 2,869
226 0 -7 -1,176 -119 323 1,192 -586 3,593 -1,346 -227 0 64 -108
Percent of Open Interest Represented by Each Category of Trader
22.8 0.0 6.2 17.5 6.2 1.0 17.4 57.4 11.6 14.8 8.7 0.0 8.8 8.9
Number of Traders in Each Category Total Traders: 58
4 0 . 7 4 . 12 17 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 42,066
Positions
21,448 1,873 0 4,195 19,061 793 11,940 13,186 427 250 2,013 34 2,979 4,679
Changes from: January 4, 2022 Total Change is: 1,764
-81 -108 0 135 -587 173 1,952 1,971 -194 -200 320 0 -21 189
Percent of Open Interest Represented by Each Category of Trader
51.0 4.5 0.0 10.0 45.3 1.9 28.4 31.3 1.0 0.6 4.8 0.1 7.1 11.1
Number of Traders in Each Category Total Traders: 102
9 . 0 7 22 7 26 26 5 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 11,284
Positions
3,960 0 0 4,041 2,581 0 1,827 5,986 352 126 665 0 978 1,700
Changes from: January 4, 2022 Total Change is: 1,326
0 0 0 526 -32 0 745 1,705 -17 0 -168 0 72 -162
Percent of Open Interest Represented by Each Category of Trader
35.1 0.0 0.0 35.8 22.9 0.0 16.2 53.0 3.1 1.1 5.9 0.0 8.7 15.1
Number of Traders in Each Category Total Traders: 33
. 0 0 4 5 0 8 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 46,567
Positions
15,477 17,355 196 10,057 1,416 463 11,618 6,864 385 788 13,889 0 7,585 6,002
Changes from: January 4, 2022 Total Change is: -4,312
904 -2,459 -303 -4,473 477 124 -1,281 -1,251 63 788 -214 0 -133 -748
Percent of Open Interest Represented by Each Category of Trader
33.2 37.3 0.4 21.6 3.0 1.0 24.9 14.7 0.8 1.7 29.8 0.0 16.3 12.9
Number of Traders in Each Category Total Traders: 103
18 10 . 23 4 6 28 14 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 93,134
Positions
30,953 34,709 391 20,114 2,831 926 23,235 13,727 769 1,576 27,778 0 15,170 12,003
Changes from: January 4, 2022 Total Change is: -8,623
1,807 -4,918 -605 -8,945 953 247 -2,562 -2,502 125 1,576 -427 0 -266 -1,496
Percent of Open Interest Represented by Each Category of Trader
33.2 37.3 0.4 21.6 3.0 1.0 24.9 14.7 0.8 1.7 29.8 0.0 16.3 12.9
Number of Traders in Each Category Total Traders: 103
18 10 . 23 4 6 28 14 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 45,468
Positions
13,234 29,299 0 26,133 9,230 1,266 1,978 5,218 0 0 0 0 2,857 455
Changes from: January 4, 2022 Total Change is: 524
-828 92 0 847 -425 -247 350 1,216 0 0 0 0 402 -112
Percent of Open Interest Represented by Each Category of Trader
29.1 64.4 0.0 57.5 20.3 2.8 4.4 11.5 0.0 0.0 0.0 0.0 6.3 1.0
Number of Traders in Each Category Total Traders: 37
5 5 0 20 . 4 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 456,734
Positions
31,195 128,914 6,906 223,622 77,778 53,543 50,815 62,368 6,419 27,187 75,049 984 56,063 44,773
Changes from: January 4, 2022 Total Change is: -2,724
670 7,316 -1,510 692 1,184 -59 -2,476 -10,697 -392 -2,383 1,326 408 2,325 -300
Percent of Open Interest Represented by Each Category of Trader
6.8 28.2 1.5 49.0 17.0 11.7 11.1 13.7 1.4 6.0 16.4 0.2 12.3 9.8
Number of Traders in Each Category Total Traders: 497
31 30 15 157 74 100 63 79 51 34 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 27,857
Positions
9,334 25,640 5 11,981 0 0 3,148 1,548 0 0 0 0 3,389 664
Changes from: January 4, 2022 Total Change is: 867
-1,084 4,679 5 1,968 -3,761 0 -202 11 0 0 0 0 180 -67
Percent of Open Interest Represented by Each Category of Trader
33.5 92.0 0.0 43.0 0.0 0.0 11.3 5.6 0.0 0.0 0.0 0.0 12.2 2.4
Number of Traders in Each Category Total Traders: 33
5 10 . 12 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 2,283,672
Positions
155,977 644,571 34,531 1,118,110 388,888 267,717 254,075 311,842 32,097 135,933 375,244 4,919 280,313 223,863
Changes from: January 4, 2022 Total Change is: -13,618
3,352 36,578 -7,552 3,458 5,921 -294 -12,379 -53,487 -1,958 -11,914 6,631 2,042 11,627 -1,499
Percent of Open Interest Represented by Each Category of Trader
6.8 28.2 1.5 49.0 17.0 11.7 11.1 13.7 1.4 6.0 16.4 0.2 12.3 9.8
Number of Traders in Each Category Total Traders: 497
31 30 15 157 74 100 63 79 51 34 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 28,722
Positions
12,615 26,709 0 10,970 347 0 1,286 974 19 0 0 0 3,832 673
Changes from: January 4, 2022 Total Change is: 2,565
-463 3,755 0 2,857 -591 0 70 -543 -48 0 0 0 149 -8
Percent of Open Interest Represented by Each Category of Trader
43.9 93.0 0.0 38.2 1.2 0.0 4.5 3.4 0.1 0.0 0.0 0.0 13.3 2.3
Number of Traders in Each Category Total Traders: 31
4 7 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 140,066
Positions
23,503 7,193 0 22,624 3,824 88 35,648 50,404 6,059 2,477 0 0 49,667 72,498
Changes from: January 4, 2022 Total Change is: 39,080
10,038 917 0 1,410 0 -65 14,495 21,134 5,957 2,477 0 0 4,768 11,137
Percent of Open Interest Represented by Each Category of Trader
16.8 5.1 0.0 16.2 2.7 0.1 25.5 36.0 4.3 1.8 0.0 0.0 35.5 51.8
Number of Traders in Each Category Total Traders: 22
. . 0 7 . . 4 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 42,494
Positions
6,170 5,481 207 20,950 29,616 2,174 3,557 949 14 257 0 0 9,165 4,053
Changes from: January 4, 2022 Total Change is: 4,300
2,162 -1,533 -49 2,228 6,030 -174 631 55 0 257 0 0 -755 -29
Percent of Open Interest Represented by Each Category of Trader
14.5 12.9 0.5 49.3 69.7 5.1 8.4 2.2 0.0 0.6 0.0 0.0 21.6 9.5
Number of Traders in Each Category Total Traders: 66
4 6 . 29 16 9 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 457,276
Positions
88,840 99,730 1,389 199,736 145,412 51,560 71,298 97,474 4,108 10,656 38,661 172 29,517 18,770
Changes from: January 4, 2022 Total Change is: 2,074
-4,560 -7,948 -718 -9,582 10,654 736 11,810 -659 -253 5,277 -993 -46 -590 1,301
Percent of Open Interest Represented by Each Category of Trader
19.4 21.8 0.3 43.7 31.8 11.3 15.6 21.3 0.9 2.3 8.5 0.0 6.5 4.1
Number of Traders in Each Category Total Traders: 342
28 20 4 96 55 44 44 72 21 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 26,521
Positions
6,959 24,581 0 16,354 482 0 1,907 1,152 0 0 0 0 1,301 306
Changes from: January 4, 2022 Total Change is: 741
0 727 0 412 0 0 506 51 0 0 0 0 -177 -37
Percent of Open Interest Represented by Each Category of Trader
26.2 92.7 0.0 61.7 1.8 0.0 7.2 4.3 0.0 0.0 0.0 0.0 4.9 1.2
Number of Traders in Each Category Total Traders: 31
. 7 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 15,879
Positions
0 5,038 0 10,436 0 18 755 5,810 0 674 1,735 0 3,996 3,278
Changes from: January 4, 2022 Total Change is: 115
0 1,904 0 18 0 17 525 -1,365 0 0 79 0 -445 -520
Percent of Open Interest Represented by Each Category of Trader
0.0 31.7 0.0 65.7 0.0 0.1 4.8 36.6 0.0 4.2 10.9 0.0 25.2 20.6
Number of Traders in Each Category Total Traders: 25
0 4 0 11 0 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 44,643
Positions
7,056 2,763 812 13,450 5,490 1,060 9,652 15,839 88 6,312 1,168 4 6,209 17,419
Changes from: January 4, 2022 Total Change is: 446
3,196 -944 124 -133 1,581 217 -2,615 2,009 88 136 684 2 -569 -3,315
Percent of Open Interest Represented by Each Category of Trader
15.8 6.2 1.8 30.1 12.3 2.4 21.6 35.5 0.2 14.1 2.6 0.0 13.9 39.0
Number of Traders in Each Category Total Traders: 61
10 4 . 12 6 4 12 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 386,195
Positions
31,204 207,230 3,438 262,326 97,700 44,061 23,570 8,328 545 10,195 19,331 740 10,116 4,822
Changes from: January 4, 2022 Total Change is: 496
-850 -13,150 -932 1,895 11,698 2,793 -2,720 2,527 14 676 -360 -197 -183 -1,897
Percent of Open Interest Represented by Each Category of Trader
8.1 53.7 0.9 67.9 25.3 11.4 6.1 2.2 0.1 2.6 5.0 0.2 2.6 1.2
Number of Traders in Each Category Total Traders: 190
12 12 8 75 46 39 21 10 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 1,086,106
Positions
113,308 485,791 3,013 679,949 351,786 119,072 85,192 66,679 6,419 48,939 33,336 876 29,338 19,134
Changes from: January 4, 2022 Total Change is: 14,839
1,079 3,213 -712 6,103 10,818 -2,645 4,145 -154 1,794 2,916 -607 -181 2,340 3,313
Percent of Open Interest Represented by Each Category of Trader
10.4 44.7 0.3 62.6 32.4 11.0 7.8 6.1 0.6 4.5 3.1 0.1 2.7 1.8
Number of Traders in Each Category Total Traders: 391
27 19 7 144 76 80 53 33 22 23 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 197,409
Positions
18,964 156,079 17,040 17,450 5,885 742 124,761 755 16,800 1,329 52 0 323 56
Changes from: January 4, 2022 Total Change is: 9,413
-5,813 5,266 1,865 0 0 0 11,104 0 2,242 15 52 0 0 -12
Percent of Open Interest Represented by Each Category of Trader
9.6 79.1 8.6 8.8 3.0 0.4 63.2 0.4 8.5 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 74
7 20 14 9 . . 26 . 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 44,044
Positions
8,084 11,470 303 14,549 9,417 765 9,187 9,649 675 2,012 3,644 264 8,207 7,860
Changes from: January 4, 2022 Total Change is: 1,858
-775 -3,871 80 -402 2,683 26 2,168 630 92 185 1,048 225 259 946
Percent of Open Interest Represented by Each Category of Trader
18.4 26.0 0.7 33.0 21.4 1.7 20.9 21.9 1.5 4.6 8.3 0.6 18.6 17.8
Number of Traders in Each Category Total Traders: 290
28 15 7 59 45 27 46 50 26 23 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 220,222
Positions
40,419 57,348 1,515 72,744 47,083 3,824 45,935 48,243 3,373 10,060 18,218 1,319 41,033 39,299
Changes from: January 4, 2022 Total Change is: 9,291
-3,873 -19,354 400 -2,011 13,414 129 10,838 3,148 460 927 5,240 1,125 1,296 4,729
Percent of Open Interest Represented by Each Category of Trader
18.4 26.0 0.7 33.0 21.4 1.7 20.9 21.9 1.5 4.6 8.3 0.6 18.6 17.8
Number of Traders in Each Category Total Traders: 290
28 15 7 59 45 27 46 50 26 23 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 97,064
Positions
2,465 322 0 1,098 0 0 37,563 74,718 2,820 4,964 1,531 160 47,994 17,513
Changes from: January 4, 2022 Total Change is: 26,137
744 -1,024 0 198 0 0 10,084 30,155 204 1,598 1,031 160 13,149 -4,389
Percent of Open Interest Represented by Each Category of Trader
2.5 0.3 0.0 1.1 0.0 0.0 38.7 77.0 2.9 5.1 1.6 0.2 49.4 18.0
Number of Traders in Each Category Total Traders: 37
. . 0 . 0 0 8 11 6 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 1,214,729
Positions
12,692 92,621 2,758 544,198 261,542 259,445 122,107 369,787 16,410 85,312 35,725 2,355 169,452 174,086
Changes from: January 4, 2022 Total Change is: 4,376
-844 -5,024 1,199 8,897 -880 -139 4,408 -8,959 2,788 879 1,280 2 -12,814 14,109
Percent of Open Interest Represented by Each Category of Trader
1.0 7.6 0.2 44.8 21.5 21.4 10.1 30.4 1.4 7.0 2.9 0.2 13.9 14.3
Number of Traders in Each Category Total Traders: 189
8 15 4 56 40 65 23 35 17 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 1,245,989
Positions
34,426 58,836 1,725 674,122 262,488 205,428 86,375 554,909 18,515 76,674 10,018 122 148,602 133,948
Changes from: January 4, 2022 Total Change is: 10,983
-1,245 2,231 127 6,161 -20,101 6,041 330 20,043 2,262 1,956 -1,040 0 -4,649 1,420
Percent of Open Interest Represented by Each Category of Trader
2.8 4.7 0.1 54.1 21.1 16.5 6.9 44.5 1.5 6.2 0.8 0.0 11.9 10.8
Number of Traders in Each Category Total Traders: 147
5 9 4 70 25 60 8 20 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 2,017,016
Positions
49,618 170,922 12,688 732,298 661,120 392,316 530,263 199,563 113,825 45,621 258,233 15,093 125,294 193,256
Changes from: January 4, 2022 Total Change is: 69,418
-7,068 10,677 -5,884 56,041 -9,490 -590 -7,810 35,871 23,379 349 5,338 6,218 4,783 3,899
Percent of Open Interest Represented by Each Category of Trader
2.5 8.5 0.6 36.3 32.8 19.5 26.3 9.9 5.6 2.3 12.8 0.7 6.2 9.6
Number of Traders in Each Category Total Traders: 347
14 34 7 80 74 81 46 56 31 11 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 3,809,163
Positions
174,992 136,725 24,897 1,608,440 1,360,916 792,673 715,487 576,918 61,760 97,527 263,108 17,822 315,565 574,344
Changes from: January 4, 2022 Total Change is: -65,930
-20,437 1,370 -2,047 15,724 -89 -4,910 36,436 -27,490 -52,879 -40,912 -2,607 -2,520 5,615 25,242
Percent of Open Interest Represented by Each Category of Trader
4.6 3.6 0.7 42.2 35.7 20.8 18.8 15.1 1.6 2.6 6.9 0.5 8.3 15.1
Number of Traders in Each Category Total Traders: 412
24 26 15 84 108 99 42 86 50 18 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 1,387,558
Positions
97,559 15,927 5,705 389,761 559,471 191,754 462,238 220,535 40,242 98,379 65,699 0 101,920 288,225
Changes from: January 4, 2022 Total Change is: 5,741
11,219 300 617 6,881 33,167 3,324 -23,738 -69,798 26,494 -1,132 1,376 0 -17,924 10,261
Percent of Open Interest Represented by Each Category of Trader
7.0 1.1 0.4 28.1 40.3 13.8 33.3 15.9 2.9 7.1 4.7 0.0 7.3 20.8
Number of Traders in Each Category Total Traders: 158
9 4 4 26 62 58 24 17 15 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 3,830,246
Positions
67,247 221,612 13,546 2,094,890 1,020,288 696,287 262,742 935,678 122,040 311,788 298,548 6,784 254,922 515,463
Changes from: January 4, 2022 Total Change is: 128,199
32,184 -9,401 3,624 -42,259 102,096 33,647 100,023 -54,267 6,346 -20,771 28,966 4,372 11,033 12,816
Percent of Open Interest Represented by Each Category of Trader
1.8 5.8 0.4 54.7 26.6 18.2 6.9 24.4 3.2 8.1 7.8 0.2 6.7 13.5
Number of Traders in Each Category Total Traders: 373
16 34 8 72 93 93 40 71 30 15 32 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 1,534,232
Positions
287,505 206,397 698,766 17,543 4,833 25,390 137,621 252,202 304,646 28,195 4,966 600 33,966 36,432
Changes from: January 4, 2022 Total Change is: 228,072
-62,482 52,973 107,968 -4,340 69 2,183 95,898 -9,063 72,396 6,473 3,254 0 9,976 -1,708
Percent of Open Interest Represented by Each Category of Trader
18.7 13.5 45.5 1.1 0.3 1.7 9.0 16.4 19.9 1.8 0.3 0.0 2.2 2.4
Number of Traders in Each Category Total Traders: 119
25 31 50 . . . 19 27 39 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 is11,368,090
Positions
3,334,018 957,591 2,077,280 990,933 1,349,865 768,853 1,214,703 2,589,508 2,294,826 28,767 285,475 231,682 427,028 813,010
Changes from: January 4, 2022 Total Change is: 120,006
-85,077 -14,685 41,509 130,806 -80,834 -23,676 -77,238 72,587 158,321 1,524 -8,767 -29 -26,134 -24,420
Percent of Open Interest Represented by Each Category of Trader
29.3 8.4 18.3 8.7 11.9 6.8 10.7 22.8 20.2 0.3 2.5 2.0 3.8 7.2
Number of Traders in Each Category Total Traders: 240
34 35 63 10 26 28 27 83 82 5 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 1,819,049
Positions
670,794 285,849 588,850 21,123 166,324 58,179 100,943 390,653 295,965 60,841 9,442 18,782 3,572 5,005
Changes from: January 4, 2022 Total Change is: 123,319
-7,908 -93,130 73,632 4,014 28,532 -10,433 11,537 74,992 37,556 4,503 507 9,074 1,344 2,589
Percent of Open Interest Represented by Each Category of Trader
36.9 15.7 32.4 1.2 9.1 3.2 5.5 21.5 16.3 3.3 0.5 1.0 0.2 0.3
Number of Traders in Each Category Total Traders: 192
41 39 62 5 14 7 21 37 45 15 15 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 296,422
Positions
107,803 55,085 74,390 29,880 0 6,440 34,473 118,968 37,661 1,934 1,651 2,086 1,755 141
Changes from: January 4, 2022 Total Change is: 113,526
21,418 -49 39,351 23,957 -70 4,736 11,843 59,194 10,165 300 150 65 1,691 -16
Percent of Open Interest Represented by Each Category of Trader
36.4 18.6 25.1 10.1 0.0 2.2 11.6 40.1 12.7 0.7 0.6 0.7 0.6 0.0
Number of Traders in Each Category Total Traders: 105
20 27 29 4 0 . 19 27 31 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 73,970
Positions
428 2,271 0 0 1,799 0 8,994 25,337 39,261 25,286 5,250 0 1 52
Changes from: January 4, 2022 Total Change is: -15,633
-598 -6,421 0 0 -10 0 -480 -18,163 4,210 -18,766 4,750 0 1 1
Percent of Open Interest Represented by Each Category of Trader
0.6 3.1 0.0 0.0 2.4 0.0 12.2 34.3 53.1 34.2 7.1 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. 5 0 0 5 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 10,855
Positions
404 264 37 5,419 968 3 1,464 7,159 932 1,085 540 70 1,441 882
Changes from: January 4, 2022 Total Change is: 292
-59 -137 -1 -122 68 1 13 352 266 336 -253 -85 -57 81
Percent of Open Interest Represented by Each Category of Trader
3.7 2.4 0.3 49.9 8.9 0.0 13.5 66.0 8.6 10.0 5.0 0.6 13.3 8.1
Number of Traders in Each Category Total Traders: 83
. 4 . 6 4 . 19 32 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 30,142
Positions
1,180 87 0 184 0 0 18,542 18,179 540 3,728 9,614 511 5,457 1,211
Changes from: January 4, 2022 Total Change is: 13,321
714 -258 0 1 0 0 14,225 12,826 -2,212 -136 2,658 145 584 162
Percent of Open Interest Represented by Each Category of Trader
3.9 0.3 0.0 0.6 0.0 0.0 61.5 60.3 1.8 12.4 31.9 1.7 18.1 4.0
Number of Traders in Each Category Total Traders: 130
. . 0 4 0 0 10 16 . 78 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 3,880
Positions
117 62 38 17 109 44 1,031 2,408 556 927 92 81 1,069 490
Changes from: January 4, 2022 Total Change is: 350
-35 62 -21 -26 -2 14 -61 -196 377 158 89 -14 -42 41
Percent of Open Interest Represented by Each Category of Trader
3.0 1.6 1.0 0.4 2.8 1.1 26.6 62.1 14.3 23.9 2.4 2.1 27.6 12.6
Number of Traders in Each Category Total Traders: 44
. . . . . . 16 13 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 35,375
Positions
0 6,002 0 0 0 0 23,497 27,029 0 9,061 841 1,369 1,448 134
Changes from: January 4, 2022 Total Change is: 25,235
0 5,645 0 0 0 0 21,405 19,182 -223 2,586 -361 998 469 -6
Percent of Open Interest Represented by Each Category of Trader
0.0 17.0 0.0 0.0 0.0 0.0 66.4 76.4 0.0 25.6 2.4 3.9 4.1 0.4
Number of Traders in Each Category Total Traders: 98
0 . 0 0 0 0 6 5 0 78 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 57,218
Positions
4,921 42,406 0 23,862 600 577 14,533 9,981 584 4,262 845 83 8,396 2,142
Changes from: January 4, 2022 Total Change is: -871
1,895 17 0 -624 -120 22 -2,882 -1,156 119 -215 48 -11 825 210
Percent of Open Interest Represented by Each Category of Trader
8.6 74.1 0.0 41.7 1.0 1.0 25.4 17.4 1.0 7.4 1.5 0.1 14.7 3.7
Number of Traders in Each Category Total Traders: 116
. . 0 20 . 4 34 20 5 32 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 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 308,888
Positions
46,441 15,613 15,451 87,027 75,644 37,802 39,824 80,859 46,371 8,592 1,047 5,644 21,736 30,457
Changes from: January 4, 2022 Total Change is: 7,134
1,489 1,914 889 -6,592 193 234 6,289 -762 5,764 -1,841 -1,756 -1,322 2,224 1,980
Percent of Open Interest Represented by Each Category of Trader
15.0 5.1 5.0 28.2 24.5 12.2 12.9 26.2 15.0 2.8 0.3 1.8 7.0 9.9
Number of Traders in Each Category Total Traders: 163
12 15 19 14 33 26 30 41 40 9 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022
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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 53,734
Positions
3,615 15,015 30 40,410 0 1,086 446 37,388 0 7,567 193 0 580 22
Changes from: January 4, 2022 Total Change is: 5,562
0 60 -60 7,792 -509 214 33 5,826 0 -701 36 0 -1,716 -5
Percent of Open Interest Represented by Each Category of Trader
6.7 27.9 0.1 75.2 0.0 2.0 0.8 69.6 0.0 14.1 0.4 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 43
. 4 . 15 0 . 5 7 0 9 . 0
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Updated January 14, 2022