Traders in Financial Futures - Options and Futures Combined 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 154,125
Positions
31,871 14,624 7,183 40,627 44,142 4,714 11,760 37,161 14,664 13,263 5,253 456 29,587 25,929
Changes from: December 28, 2021 Total Change is: -2,450
-1,019 -811 119 359 2,192 -406 -1,058 -4,401 1,986 -146 331 -4 -2,280 -1,455
Percent of Open Interest Represented by Each Category of Trader
20.7 9.5 4.7 26.4 28.6 3.1 7.6 24.1 9.5 8.6 3.4 0.3 19.2 16.8
Number of Traders in Each Category Total Traders: 109
7 7 9 15 22 11 14 25 18 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 47,170
Positions
20,437 2,067 758 4,272 12,842 1,203 5,894 10,062 3,087 0 486 0 11,519 16,666
Changes from: December 28, 2021 Total Change is: 4,518
677 626 369 -587 -1,015 -184 3,634 3,512 1,758 0 0 0 -1,150 -548
Percent of Open Interest Represented by Each Category of Trader
43.3 4.4 1.6 9.1 27.2 2.6 12.5 21.3 6.5 0.0 1.0 0.0 24.4 35.3
Number of Traders in Each Category Total Traders: 44
4 . . 4 13 5 10 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 221,580
Positions
97,021 25,548 9,932 35,836 86,423 5,194 29,521 36,284 18,381 4,469 7,951 0 21,227 31,867
Changes from: December 28, 2021 Total Change is: -4,298
-13,534 5,773 1,371 2,792 -8,177 736 5,605 -3,264 511 -30 -694 0 -1,749 -554
Percent of Open Interest Represented by Each Category of Trader
43.8 11.5 4.5 16.2 39.0 2.3 13.3 16.4 8.3 2.0 3.6 0.0 9.6 14.4
Number of Traders in Each Category Total Traders: 131
7 8 6 15 35 15 24 30 22 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 266,893
Positions
125,007 3,076 3,805 42,857 105,235 8,688 40,690 78,402 25,213 1,008 497 13 19,613 41,965
Changes from: December 28, 2021 Total Change is: 42,975
20,675 -134 1,305 772 7,977 1,527 7,531 18,975 7,914 995 22 -7 2,265 5,398
Percent of Open Interest Represented by Each Category of Trader
46.8 1.2 1.4 16.1 39.4 3.3 15.2 29.4 9.4 0.4 0.2 0.0 7.3 15.7
Number of Traders in Each Category Total Traders: 135
13 . 9 21 32 15 22 39 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 726,109
Positions
41,351 290,916 15,586 405,283 172,369 34,030 48,698 102,261 41,401 51,794 9,014 4,941 83,025 55,590
Changes from: December 28, 2021 Total Change is: 6,741
6,899 6,259 1,696 -5,007 4,980 436 -2,810 -4,639 -3,179 4,107 -474 298 4,300 1,363
Percent of Open Interest Represented by Each Category of Trader
5.7 40.1 2.1 55.8 23.7 4.7 6.7 14.1 5.7 7.1 1.2 0.7 11.4 7.7
Number of Traders in Each Category Total Traders: 338
17 16 13 109 47 51 45 51 34 38 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 193,233
Positions
118,279 5,270 2,859 29,658 98,541 5,163 6,559 38,211 8,777 2,347 4,293 0 19,590 30,119
Changes from: December 28, 2021 Total Change is: -2,317
-33 1,311 242 748 -4,198 -594 -5,830 2,032 1,527 128 2,462 0 1,493 -5,100
Percent of Open Interest Represented by Each Category of Trader
61.2 2.7 1.5 15.3 51.0 2.7 3.4 19.8 4.5 1.2 2.2 0.0 10.1 15.6
Number of Traders in Each Category Total Traders: 99
8 6 6 11 23 11 7 32 12 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 119,931
Positions
630 28,287 576 65,299 3,898 1,037 40,981 60,435 202 5,282 21,917 0 5,923 3,578
Changes from: December 28, 2021 Total Change is: 17,321
-592 4,412 -2 7,224 -3,949 -185 9,340 17,557 -90 588 227 0 1,039 -648
Percent of Open Interest Represented by Each Category of Trader
0.5 23.6 0.5 54.4 3.3 0.9 34.2 50.4 0.2 4.4 18.3 0.0 4.9 3.0
Number of Traders in Each Category Total Traders: 142
. 10 . 18 11 5 44 28 7 10 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 28,294
Positions
6,853 0 1,924 6,628 2,057 0 4,214 18,518 0 6,017 2,930 0 2,658 2,865
Changes from: December 28, 2021 Total Change is: -9,137
-2,240 -3,260 -495 2,365 -454 -154 -5,156 -773 -3,425 -147 -692 0 115 116
Percent of Open Interest Represented by Each Category of Trader
24.2 0.0 6.8 23.4 7.3 0.0 14.9 65.4 0.0 21.3 10.4 0.0 9.4 10.1
Number of Traders in Each Category Total Traders: 55
. 0 . 7 4 0 8 18 0 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 40,308
Positions
21,529 1,981 0 4,060 19,648 620 9,988 11,215 621 450 1,693 34 3,006 4,496
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 48.7 1.5 24.8 27.8 1.5 1.1 4.2 0.1 7.5 11.2
Number of Traders in Each Category Total Traders: 95
10 . 0 7 20 7 22 25 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 50,997
Positions
14,573 19,814 498 14,530 939 340 12,959 8,113 357 0 14,103 0 7,741 6,834
Changes from: December 28, 2021 Total Change is: 2,521
-831 1,178 110 2,758 -329 59 80 1,970 -56 0 -1,406 0 401 995
Percent of Open Interest Represented by Each Category of Trader
28.6 38.9 1.0 28.5 1.8 0.7 25.4 15.9 0.7 0.0 27.7 0.0 15.2 13.4
Number of Traders in Each Category Total Traders: 104
15 15 . 24 4 5 25 15 11 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 101,994
Positions
29,146 39,627 996 29,059 1,878 679 25,918 16,227 714 0 28,205 0 15,482 13,668
Changes from: December 28, 2021 Total Change is: 5,042
-1,662 2,355 220 5,516 -657 118 160 3,940 -113 0 -2,812 0 802 1,991
Percent of Open Interest Represented by Each Category of Trader
28.6 38.9 1.0 28.5 1.8 0.7 25.4 15.9 0.7 0.0 27.7 0.0 15.2 13.4
Number of Traders in Each Category Total Traders: 104
15 15 . 24 4 5 25 15 11 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 582,289
Positions
30,947 122,160 23,074 223,723 76,234 57,237 52,146 72,971 102,022 29,764 73,825 2,651 60,725 52,115
Changes from: December 28, 2021 Total Change is: -9,597
-1,217 -2,030 633 -423 414 -1,401 3,838 5,233 -12,716 -311 43 -93 2,093 319
Percent of Open Interest Represented by Each Category of Trader
5.3 21.0 4.0 38.4 13.1 9.8 9.0 12.5 17.5 5.1 12.7 0.5 10.4 9.0
Number of Traders in Each Category Total Traders: 523
29 30 33 159 67 109 77 79 91 49 31 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 2,911,443
Positions
154,733 610,798 115,370 1,118,615 381,169 286,184 260,732 364,857 510,110 148,822 369,127 13,253 303,624 260,576
Changes from: December 28, 2021 Total Change is: -47,984
-6,085 -10,150 3,167 -2,117 2,072 -7,007 19,188 26,164 -63,578 -1,553 214 -463 10,463 1,597
Percent of Open Interest Represented by Each Category of Trader
5.3 21.0 4.0 38.4 13.1 9.8 9.0 12.5 17.5 5.1 12.7 0.5 10.4 9.0
Number of Traders in Each Category Total Traders: 523
29 30 33 159 67 109 77 79 91 49 31 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 111,803
Positions
13,465 6,276 0 21,214 3,824 153 22,025 29,293 7,456 0 0 0 47,490 64,801
Changes from: December 28, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.0 5.6 0.0 19.0 3.4 0.1 19.7 26.2 6.7 0.0 0.0 0.0 42.5 58.0
Number of Traders in Each Category Total Traders: 20
. . 0 6 . . . 8 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 466,222
Positions
93,400 107,678 2,107 209,466 134,844 50,878 59,143 97,837 14,322 5,442 39,654 412 31,051 18,490
Changes from: December 28, 2021 Total Change is: -8,728
-4,497 9,168 1,227 7,383 -18,937 927 -4,177 5,632 -847 -7,287 -5,391 20 -1,478 -527
Percent of Open Interest Represented by Each Category of Trader
20.0 23.1 0.5 44.9 28.9 10.9 12.7 21.0 3.1 1.2 8.5 0.1 6.7 4.0
Number of Traders in Each Category Total Traders: 356
31 19 5 103 56 52 48 73 31 12 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 49,137
Positions
8,862 15,341 864 14,949 6,865 828 7,087 8,902 5,694 1,907 2,700 356 8,591 7,587
Changes from: December 28, 2021 Total Change is: -192
-1,639 1,372 148 2 -763 -7 468 -668 -55 6 -205 11 874 -25
Percent of Open Interest Represented by Each Category of Trader
18.0 31.2 1.8 30.4 14.0 1.7 14.4 18.1 11.6 3.9 5.5 0.7 17.5 15.4
Number of Traders in Each Category Total Traders: 279
30 17 9 59 38 30 34 51 32 25 24 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 245,685
Positions
44,309 76,706 4,319 74,747 34,326 4,138 35,433 44,510 28,470 9,534 13,500 1,779 42,955 37,935
Changes from: December 28, 2021 Total Change is: -961
-8,193 6,860 739 11 -3,814 -36 2,340 -3,340 -274 29 -1,025 55 4,368 -126
Percent of Open Interest Represented by Each Category of Trader
18.0 31.2 1.8 30.4 14.0 1.7 14.4 18.1 11.6 3.9 5.5 0.7 17.5 15.4
Number of Traders in Each Category Total Traders: 279
30 17 9 59 38 30 34 51 32 25 24 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 72,751
Positions
1,721 1,346 0 900 0 0 27,411 44,730 3,515 3,369 502 37 35,798 22,620
Changes from: December 28, 2021 Total Change is: 11,391
727 799 0 -4 0 0 5,769 12,275 20 737 -952 37 4,105 -788
Percent of Open Interest Represented by Each Category of Trader
2.4 1.9 0.0 1.2 0.0 0.0 37.7 61.5 4.8 4.6 0.7 0.1 49.2 31.1
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 8 10 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,344,981
Positions
10,196 92,560 27,423 547,113 260,076 280,224 109,152 379,392 83,062 82,304 35,283 10,573 194,933 176,388
Changes from: December 28, 2021 Total Change is: 45,645
2,022 -4,887 8,725 -13,312 -3,174 10,982 398 -5,307 23,652 7,597 1,188 4,296 1,285 10,170
Percent of Open Interest Represented by Each Category of Trader
0.8 6.9 2.0 40.7 19.3 20.8 8.1 28.2 6.2 6.1 2.6 0.8 14.5 13.1
Number of Traders in Each Category Total Traders: 189
9 15 16 61 35 63 23 35 36 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,235,350
Positions
35,671 56,605 1,598 667,975 282,585 199,419 86,040 534,866 16,288 74,718 11,058 122 153,520 132,809
Changes from: December 28, 2021 Total Change is: -12,990
-1,071 239 -434 -10,544 6,517 -2,002 4,520 -26,377 -2,052 4,828 1,767 0 -6,234 9,352
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 6.0 0.9 0.0 12.4 10.8
Number of Traders in Each Category Total Traders: 149
6 9 4 69 27 57 8 20 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,961,147
Positions
56,686 160,202 18,735 676,257 670,598 392,954 540,888 166,281 100,795 45,272 252,895 8,875 120,685 189,812
Changes from: December 28, 2021 Total Change is: -18,271
5,321 -24,107 5,887 35,093 11,309 -12,066 -29,961 5,981 -23,667 4,137 14,588 -583 -2,432 4,387
Percent of Open Interest Represented by Each Category of Trader
2.9 8.2 1.0 34.5 34.2 20.0 27.6 8.5 5.1 2.3 12.9 0.5 6.2 9.7
Number of Traders in Each Category Total Traders: 344
18 34 8 81 79 83 51 42 32 10 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,583,909
Positions
148,811 141,786 185,489 1,624,033 1,417,047 854,232 683,146 556,785 496,652 168,197 262,389 86,842 336,508 582,686
Changes from: December 28, 2021 Total Change is: 276,606
-33,324 -12,282 48,115 21,759 -849 52,168 55,119 16,373 144,157 -34,436 13,000 -5,747 28,796 21,671
Percent of Open Interest Represented by Each Category of Trader
3.2 3.1 4.0 35.4 30.9 18.6 14.9 12.1 10.8 3.7 5.7 1.9 7.3 12.7
Number of Traders in Each Category Total Traders: 430
21 30 30 88 110 110 55 80 82 26 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,980,338
Positions
35,026 211,214 50,736 2,138,079 921,723 696,040 161,026 995,289 302,025 329,935 268,761 18,140 249,333 516,410
Changes from: December 28, 2021 Total Change is: 13,561
-5,381 -21,474 3,508 70,755 15,391 -6,625 -4,683 -24,747 15,780 -44,107 31,749 1,430 -17,115 -1,451
Percent of Open Interest Represented by Each Category of Trader
0.9 5.3 1.3 53.7 23.2 17.5 4.0 25.0 7.6 8.3 6.8 0.5 6.3 13.0
Number of Traders in Each Category Total Traders: 356
9 33 18 76 83 96 33 76 59 15 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 is19,997,158
Positions
3,018,750 1,291,548 3,553,809 927,789 1,515,068 1,305,062 1,070,721 1,447,949 9,341,056 31,827 390,392 258,424 489,720 893,849
Changes from: December 28, 2021 Total Change is: 248,173
57,965 46,239 41,658 101,212 -29,566 -15,580 -95,793 12,698 149,333 -328 20,021 -2,987 12,694 26,357
Percent of Open Interest Represented by Each Category of Trader
15.1 6.5 17.8 4.6 7.6 6.5 5.4 7.2 46.7 0.2 2.0 1.3 2.4 4.5
Number of Traders in Each Category Total Traders: 271
30 42 68 15 25 33 33 91 99 9 21 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,698,791
Positions
678,616 378,979 515,338 17,109 137,751 68,670 90,937 317,148 259,845 56,338 8,935 9,708 2,229 2,416
Changes from: December 28, 2021 Total Change is: 116,633
64,762 17,603 21,136 2,118 34,634 -1,828 9,127 24,999 20,897 778 -348 -370 13 -90
Percent of Open Interest Represented by Each Category of Trader
39.9 22.3 30.3 1.0 8.1 4.0 5.4 18.7 15.3 3.3 0.5 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 173
40 32 56 6 12 7 28 23 40 13 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 10,909
Positions
463 401 38 5,697 900 14 1,332 6,806 935 729 813 178 1,523 823
Changes from: December 28, 2021 Total Change is: -1,995
4 -139 -213 9 41 2 -1,030 -1,310 -498 34 346 -171 -134 -53
Percent of Open Interest Represented by Each Category of Trader
4.2 3.7 0.3 52.2 8.3 0.1 12.2 62.4 8.6 6.7 7.5 1.6 14.0 7.5
Number of Traders in Each Category Total Traders: 74
. . . 6 4 . 16 31 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 58,168
Positions
3,026 42,389 0 24,486 720 555 17,415 11,115 493 4,493 837 122 7,578 1,937
Changes from: December 28, 2021 Total Change is: 186
1,690 1,768 0 -38 -237 5 792 -1,471 -83 -2,279 74 -4 103 134
Percent of Open Interest Represented by Each Category of Trader
5.2 72.9 0.0 42.1 1.2 1.0 29.9 19.1 0.8 7.7 1.4 0.2 13.0 3.3
Number of Traders in Each Category Total Traders: 126
. . 0 20 . 4 36 17 7 37 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 07, 2022