Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 252,936
Positions
3,975 132,177 44,458 76,030 11,063 6,252 49,027 31,818 7,262 17,918 559 1 48,013 19,346
Changes from: June 8, 2021 Total Change is: 32,883
298 -2,153 43,029 -5,421 -291 -616 -1,914 -6,216 -893 750 -862 -6 -2,344 891
Percent of Open Interest Represented by Each Category of Trader
1.6 52.3 17.6 30.1 4.4 2.5 19.4 12.6 2.9 7.1 0.2 0.0 19.0 7.6
Number of Traders in Each Category Total Traders: 109
4 10 5 25 9 9 29 20 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 37,057
Positions
1,435 6,669 0 5,197 7,908 614 14,861 5,285 1 0 640 0 14,949 15,940
Changes from: June 8, 2021 Total Change is: -12,145
-8,311 -4,154 -2,114 -1,188 902 179 2,011 -6,322 -740 0 0 -9 -1,973 113
Percent of Open Interest Represented by Each Category of Trader
3.9 18.0 0.0 14.0 21.3 1.7 40.1 14.3 0.0 0.0 1.7 0.0 40.3 43.0
Number of Traders in Each Category Total Traders: 38
. 4 0 5 10 5 9 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 156,059
Positions
4,470 56,986 1,805 55,990 42,806 7,934 44,132 19,069 706 2,975 6,419 0 38,047 20,334
Changes from: June 8, 2021 Total Change is: -15,543
2,081 1,949 -3,293 -12,877 -1,254 74 1,053 -8,955 -3,037 437 38 0 19 -1,065
Percent of Open Interest Represented by Each Category of Trader
2.9 36.5 1.2 35.9 27.4 5.1 28.3 12.2 0.5 1.9 4.1 0.0 24.4 13.0
Number of Traders in Each Category Total Traders: 111
6 6 . 21 24 15 26 19 10 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 155,359
Positions
63,712 900 448 44,634 46,383 4,731 20,987 64,417 568 1,400 566 0 18,879 37,346
Changes from: June 8, 2021 Total Change is: -6,233
8,586 -5,891 -2,213 -1,943 1,282 -649 -3,844 6,595 -4,527 700 0 0 -2,343 -830
Percent of Open Interest Represented by Each Category of Trader
41.0 0.6 0.3 28.7 29.9 3.0 13.5 41.5 0.4 0.9 0.4 0.0 12.2 24.0
Number of Traders in Each Category Total Traders: 118
10 . 4 20 24 9 22 36 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 694,722
Positions
16,470 501,518 2,326 454,721 68,198 22,730 49,079 51,822 4,401 42,946 5,583 2,159 99,890 35,985
Changes from: June 8, 2021 Total Change is: -48,437
-7,371 -16,387 -7,596 1,424 1,814 -461 -14,479 -18,738 -4,510 28 1,552 -1,540 -13,932 -2,571
Percent of Open Interest Represented by Each Category of Trader
2.4 72.2 0.3 65.5 9.8 3.3 7.1 7.5 0.6 6.2 0.8 0.3 14.4 5.2
Number of Traders in Each Category Total Traders: 296
10 16 7 117 26 45 40 43 20 35 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,298
Positions
0 9,554 0 11,474 2,947 2,584 485 5,888 1,196 800 0 0 11,759 6,129
Changes from: June 8, 2021 Total Change is: -320
0 3,724 0 403 -413 1 356 -2,531 -1,033 0 0 0 -47 -68
Percent of Open Interest Represented by Each Category of Trader
0.0 33.8 0.0 40.5 10.4 9.1 1.7 20.8 4.2 2.8 0.0 0.0 41.6 21.7
Number of Traders in Each Category Total Traders: 23
0 . 0 11 4 7 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,871
Positions
3,127 4,638 1,199 6,722 11,506 2,214 2,005 1,545 0 0 910 65 10,539 3,794
Changes from: June 8, 2021 Total Change is: -50
427 7 876 129 459 224 -28 0 -655 0 -10 10 -1,033 -961
Percent of Open Interest Represented by Each Category of Trader
12.1 17.9 4.6 26.0 44.5 8.6 7.7 6.0 0.0 0.0 3.5 0.3 40.7 14.7
Number of Traders in Each Category Total Traders: 23
4 . . 6 9 4 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 124,137
Positions
8,998 25,442 90 51,951 63,836 1,319 31,240 14,084 628 3,649 0 0 26,262 18,738
Changes from: June 8, 2021 Total Change is: -24,503
1,272 -11,713 -5,710 336 6,000 98 -9,595 -6,125 -7,364 2,365 0 -1,120 -4,785 1,431
Percent of Open Interest Represented by Each Category of Trader
7.2 20.5 0.1 41.8 51.4 1.1 25.2 11.3 0.5 2.9 0.0 0.0 21.2 15.1
Number of Traders in Each Category Total Traders: 83
5 7 . 20 11 5 21 17 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 49,039
Positions
425 15,236 8,811 25,285 217 0 9,075 20,884 866 1,686 770 200 2,691 2,055
Changes from: June 8, 2021 Total Change is: 6,858
212 -868 5,231 1,790 67 0 -36 2,103 -135 158 -47 0 -362 507
Percent of Open Interest Represented by Each Category of Trader
0.9 31.1 18.0 51.6 0.4 0.0 18.5 42.6 1.8 3.4 1.6 0.4 5.5 4.2
Number of Traders in Each Category Total Traders: 58
. 5 . 14 . 0 22 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 144,805
Positions
3,161 88,086 505 60,109 6,756 991 67,956 22,929 753 4,661 21,649 0 6,669 3,136
Changes from: June 8, 2021 Total Change is: -15,006
2,226 8,857 -2,373 -3,990 3,279 446 4,590 -7,933 -13,944 859 -2,063 0 -2,820 -1,275
Percent of Open Interest Represented by Each Category of Trader
2.2 60.8 0.3 41.5 4.7 0.7 46.9 15.8 0.5 3.2 15.0 0.0 4.6 2.2
Number of Traders in Each Category Total Traders: 161
6 5 . 27 7 7 59 30 5 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 40,165
Positions
981 16,751 0 15,767 2,373 120 14,496 15,736 253 4,339 2,873 0 4,209 2,059
Changes from: June 8, 2021 Total Change is: -2,337
0 -2,431 0 430 252 0 -2,443 -327 -37 -461 263 0 174 -57
Percent of Open Interest Represented by Each Category of Trader
2.4 41.7 0.0 39.3 5.9 0.3 36.1 39.2 0.6 10.8 7.2 0.0 10.5 5.1
Number of Traders in Each Category Total Traders: 76
. . 0 14 4 . 20 13 . 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 37,913
Positions
3,445 14,302 0 11,768 4,063 819 15,489 13,585 451 134 1,278 20 5,787 3,395
Changes from: June 8, 2021 Total Change is: -7,890
-1,501 -3,476 -669 101 -1,653 -93 -3,080 -670 -1,863 -16 141 -35 -734 428
Percent of Open Interest Represented by Each Category of Trader
9.1 37.7 0.0 31.0 10.7 2.2 40.9 35.8 1.2 0.4 3.4 0.1 15.3 9.0
Number of Traders in Each Category Total Traders: 83
. 4 0 19 7 5 30 15 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 17,502
Positions
2,562 4,890 0 6,822 2,927 0 5,725 8,053 0 687 150 0 1,706 1,482
Changes from: June 8, 2021 Total Change is: -3,861
1,101 4,890 -4,890 507 15 -23 557 -2,544 -1,229 280 0 0 -164 -80
Percent of Open Interest Represented by Each Category of Trader
14.6 27.9 0.0 39.0 16.7 0.0 32.7 46.0 0.0 3.9 0.9 0.0 9.7 8.5
Number of Traders in Each Category Total Traders: 41
. . 0 6 4 0 17 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 59,702
Positions
14,654 20,843 3,589 11,613 1,156 2,365 11,088 7,518 3,623 739 14,330 0 12,034 6,280
Changes from: June 8, 2021 Total Change is: 6,555
475 2,998 2,759 -1,829 15 121 1,106 -1,426 1,397 2 -103 0 2,525 795
Percent of Open Interest Represented by Each Category of Trader
24.5 34.9 6.0 19.5 1.9 4.0 18.6 12.6 6.1 1.2 24.0 0.0 20.2 10.5
Number of Traders in Each Category Total Traders: 112
15 15 9 24 4 7 30 16 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 119,404
Positions
29,307 41,685 7,177 23,225 2,312 4,730 22,175 15,035 7,246 1,477 28,659 0 24,067 12,560
Changes from: June 8, 2021 Total Change is: 13,110
950 5,995 5,518 -3,657 29 242 2,211 -2,852 2,794 3 -206 0 5,049 1,590
Percent of Open Interest Represented by Each Category of Trader
24.5 34.9 6.0 19.5 1.9 4.0 18.6 12.6 6.1 1.2 24.0 0.0 20.2 10.5
Number of Traders in Each Category Total Traders: 112
15 15 9 24 4 7 30 16 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 38,752
Positions
2,911 26,948 6,625 24,030 0 746 2,150 3,330 34 0 0 0 2,256 1,069
Changes from: June 8, 2021 Total Change is: 7,696
229 0 6,428 1,377 0 -395 209 1,120 34 0 0 0 -186 509
Percent of Open Interest Represented by Each Category of Trader
7.5 69.5 17.1 62.0 0.0 1.9 5.5 8.6 0.1 0.0 0.0 0.0 5.8 2.8
Number of Traders in Each Category Total Traders: 33
4 7 4 16 0 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 666,519
Positions
43,307 166,720 73,736 272,582 81,521 63,774 50,233 78,015 54,392 19,841 68,938 3,195 85,458 76,227
Changes from: June 8, 2021 Total Change is: 59,746
-1,185 7,458 21,561 13,754 -2,967 9,898 -3,123 4,984 10,271 -338 1,683 2,417 6,492 4,442
Percent of Open Interest Represented by Each Category of Trader
6.5 25.0 11.1 40.9 12.2 9.6 7.5 11.7 8.2 3.0 10.3 0.5 12.8 11.4
Number of Traders in Each Category Total Traders: 538
36 34 34 171 81 108 73 91 75 30 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 42,987
Positions
16,319 12,220 87 0 0 0 23,873 4,681 102 0 800 0 2,606 25,097
Changes from: June 8, 2021 Total Change is: -554
-1,950 -640 0 0 0 0 698 -664 -98 0 400 0 796 448
Percent of Open Interest Represented by Each Category of Trader
38.0 28.4 0.2 0.0 0.0 0.0 55.5 10.9 0.2 0.0 1.9 0.0 6.1 58.4
Number of Traders in Each Category Total Traders: 21
5 4 . 0 0 0 7 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 37,581
Positions
3,107 23,303 10,210 17,958 1,819 0 4,177 0 396 0 0 0 1,733 1,853
Changes from: June 8, 2021 Total Change is: 13,265
-32 2,788 10,210 2,345 0 0 130 -886 396 0 0 0 216 757
Percent of Open Interest Represented by Each Category of Trader
8.3 62.0 27.2 47.8 4.8 0.0 11.1 0.0 1.1 0.0 0.0 0.0 4.6 4.9
Number of Traders in Each Category Total Traders: 23
4 9 4 5 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 45,052
Positions
15,208 31,992 8,828 12,450 0 595 2,766 1,949 669 0 0 0 4,536 1,019
Changes from: June 8, 2021 Total Change is: 10,689
716 806 8,758 -113 0 595 -817 -52 493 0 0 0 1,057 89
Percent of Open Interest Represented by Each Category of Trader
33.8 71.0 19.6 27.6 0.0 1.3 6.1 4.3 1.5 0.0 0.0 0.0 10.1 2.3
Number of Traders in Each Category Total Traders: 35
6 8 4 12 0 . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,117,658
Positions
225,593 863,151 277,592 1,362,911 407,605 318,871 246,619 481,488 156,631 99,205 340,692 15,977 414,259 255,651
Changes from: June 8, 2021 Total Change is: 301,502
-12,734 23,929 124,365 68,770 -14,833 49,489 -16,488 30,858 49,227 -1,691 6,413 12,085 28,479 19,969
Percent of Open Interest Represented by Each Category of Trader
7.2 27.7 8.9 43.7 13.1 10.2 7.9 15.4 5.0 3.2 10.9 0.5 13.3 8.2
Number of Traders in Each Category Total Traders: 538
37 33 33 171 81 108 71 93 73 30 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 61,435
Positions
3,580 48,948 8,042 40,688 337 126 3,073 1,160 1,296 0 0 0 4,630 1,526
Changes from: June 8, 2021 Total Change is: 8,824
7 -1,257 7,805 -1,093 9 -9 878 0 1,296 0 0 0 -60 980
Percent of Open Interest Represented by Each Category of Trader
5.8 79.7 13.1 66.2 0.5 0.2 5.0 1.9 2.1 0.0 0.0 0.0 7.5 2.5
Number of Traders in Each Category Total Traders: 42
5 7 5 20 . . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,357
Positions
3,425 14,909 2,793 9,382 446 0 0 327 200 0 0 0 3,557 682
Changes from: June 8, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
17.7 77.0 14.4 48.5 2.3 0.0 0.0 1.7 1.0 0.0 0.0 0.0 18.4 3.5
Number of Traders in Each Category Total Traders: 21
. 9 5 5 . 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 21,016
Positions
2,661 18,563 1,465 12,030 38 313 1,174 0 0 0 0 0 3,373 637
Changes from: June 8, 2021 Total Change is: 1,110
-30 -146 1,465 -325 0 0 -523 0 0 0 0 0 523 -209
Percent of Open Interest Represented by Each Category of Trader
12.7 88.3 7.0 57.2 0.2 1.5 5.6 0.0 0.0 0.0 0.0 0.0 16.0 3.0
Number of Traders in Each Category Total Traders: 22
. 7 . 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 16,144
Positions
1,805 10,578 3,224 7,604 0 131 1,615 249 0 0 0 0 1,765 1,962
Changes from: June 8, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.2 65.5 20.0 47.1 0.0 0.8 10.0 1.5 0.0 0.0 0.0 0.0 10.9 12.2
Number of Traders in Each Category Total Traders: 21
. 8 . 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,515
Positions
4,962 9,165 1,180 5,251 1,879 368 599 1,216 0 0 0 0 4,155 2,707
Changes from: June 8, 2021 Total Change is: 3,502
0 -312 1,178 371 4 0 274 663 0 0 0 0 1,679 1,969
Percent of Open Interest Represented by Each Category of Trader
30.0 55.5 7.1 31.8 11.4 2.2 3.6 7.4 0.0 0.0 0.0 0.0 25.2 16.4
Number of Traders in Each Category Total Traders: 24
5 8 5 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 226,994
Positions
23,933 3,310 0 21,958 1,619 75 116,041 125,591 22,461 5,393 1,100 49 37,084 72,789
Changes from: June 8, 2021 Total Change is: 33,610
6,091 171 0 -269 416 -53 5,046 4,153 21,799 -285 1,100 49 1,232 5,975
Percent of Open Interest Represented by Each Category of Trader
10.5 1.5 0.0 9.7 0.7 0.0 51.1 55.3 9.9 2.4 0.5 0.0 16.3 32.1
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . . 8 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 53,396
Positions
4,589 15,253 6,616 27,028 20,745 3,156 3,029 2,812 101 0 0 0 8,877 4,713
Changes from: June 8, 2021 Total Change is: 9,171
-38 840 6,371 1,806 35 816 19 935 21 0 0 0 176 153
Percent of Open Interest Represented by Each Category of Trader
8.6 28.6 12.4 50.6 38.9 5.9 5.7 5.3 0.2 0.0 0.0 0.0 16.6 8.8
Number of Traders in Each Category Total Traders: 72
6 9 7 27 15 12 10 5 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 57,779
Positions
14,320 6,946 4,117 11,766 10,875 1,949 13,336 17,378 2,997 1,364 3,241 131 7,799 10,146
Changes from: June 8, 2021 Total Change is: 10,148
-439 623 3,962 693 683 940 2,931 1,191 1,902 -238 -39 123 275 765
Percent of Open Interest Represented by Each Category of Trader
24.8 12.0 7.1 20.4 18.8 3.4 23.1 30.1 5.2 2.4 5.6 0.2 13.5 17.6
Number of Traders in Each Category Total Traders: 304
29 23 23 55 48 38 46 68 37 12 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 288,897
Positions
71,602 34,728 20,587 58,831 54,377 9,743 66,679 86,892 14,983 6,822 16,203 656 38,994 50,728
Changes from: June 8, 2021 Total Change is: 50,742
-2,193 3,115 19,808 3,464 3,413 4,698 14,656 5,956 9,508 -1,189 -194 615 1,375 3,823
Percent of Open Interest Represented by Each Category of Trader
24.8 12.0 7.1 20.4 18.8 3.4 23.1 30.1 5.2 2.4 5.6 0.2 13.5 17.6
Number of Traders in Each Category Total Traders: 304
29 23 23 55 48 38 46 68 37 12 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 161,681
Positions
0 27,409 122 328 0 0 77,059 97,376 7,302 650 4,271 959 75,261 24,242
Changes from: June 8, 2021 Total Change is: 5,564
0 -691 122 -5 0 0 2,900 -2,138 2,430 100 3,318 692 -675 1,831
Percent of Open Interest Represented by Each Category of Trader
0.0 17.0 0.1 0.2 0.0 0.0 47.7 60.2 4.5 0.4 2.6 0.6 46.5 15.0
Number of Traders in Each Category Total Traders: 28
0 . . . 0 0 8 6 8 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 496,061
Positions
113,760 83,466 45,453 216,139 150,575 41,991 38,914 94,515 5,040 5,622 51,637 317 28,825 23,067
Changes from: June 8, 2021 Total Change is: 33,461
-5,924 -9,969 41,453 -8,889 -3,756 6,428 -868 -3,148 -501 -184 394 287 1,659 2,273
Percent of Open Interest Represented by Each Category of Trader
22.9 16.8 9.2 43.6 30.4 8.5 7.8 19.1 1.0 1.1 10.4 0.1 5.8 4.7
Number of Traders in Each Category Total Traders: 322
27 16 20 95 45 48 41 65 29 10 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 42,419
Positions
6,974 34,622 6,055 24,103 482 0 2,618 437 0 0 0 0 2,669 823
Changes from: June 8, 2021 Total Change is: 6,400
15 -182 6,055 105 -5 0 0 0 0 0 0 0 225 532
Percent of Open Interest Represented by Each Category of Trader
16.4 81.6 14.3 56.8 1.1 0.0 6.2 1.0 0.0 0.0 0.0 0.0 6.3 1.9
Number of Traders in Each Category Total Traders: 31
. 10 4 14 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,728
Positions
0 2,911 0 10,379 0 12 431 5,161 0 1,119 2,241 0 3,787 5,403
Changes from: June 8, 2021 Total Change is: -5,718
0 -3,691 0 191 0 0 -5 -5 -1,326 3 294 -1,084 -3,497 94
Percent of Open Interest Represented by Each Category of Trader
0.0 18.5 0.0 66.0 0.0 0.1 2.7 32.8 0.0 7.1 14.2 0.0 24.1 34.4
Number of Traders in Each Category Total Traders: 22
0 . 0 11 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 43,055
Positions
6,037 2,875 325 11,051 3,137 485 15,324 6,161 4 2,025 2,269 0 7,804 27,799
Changes from: June 8, 2021 Total Change is: -5,037
-3,176 -4,291 -1,224 1,062 98 69 2,365 2,952 -1,493 -2,344 558 -607 311 -1,099
Percent of Open Interest Represented by Each Category of Trader
14.0 6.7 0.8 25.7 7.3 1.1 35.6 14.3 0.0 4.7 5.3 0.0 18.1 64.6
Number of Traders in Each Category Total Traders: 45
5 5 . 12 . 4 10 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 458,949
Positions
25,510 238,531 68,011 267,316 63,997 58,042 17,501 13,639 4,613 6,454 8,768 49 11,453 3,299
Changes from: June 8, 2021 Total Change is: 65,423
-545 -3,574 60,530 6,104 -6,408 -2,747 -2,831 9,135 3,685 21 6,057 0 1,206 -1,255
Percent of Open Interest Represented by Each Category of Trader
5.6 52.0 14.8 58.2 13.9 12.6 3.8 3.0 1.0 1.4 1.9 0.0 2.5 0.7
Number of Traders in Each Category Total Traders: 186
11 18 17 78 33 45 21 14 15 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,349,341
Positions
103,869 564,498 195,270 670,727 268,438 122,323 92,222 40,008 17,551 38,682 59,075 13,280 95,417 68,898
Changes from: June 8, 2021 Total Change is: 263,133
1,982 -6,983 184,090 -26,696 23,209 16,929 9,051 -12,166 12,295 1,578 -10,820 4,679 59,225 51,900
Percent of Open Interest Represented by Each Category of Trader
7.7 41.8 14.5 49.7 19.9 9.1 6.8 3.0 1.3 2.9 4.4 1.0 7.1 5.1
Number of Traders in Each Category Total Traders: 414
29 22 23 167 66 89 63 24 31 29 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 207,826
Positions
38,933 161,664 27,432 15,826 6,897 2,781 113,015 426 8,411 621 137 0 807 78
Changes from: June 8, 2021 Total Change is: 5,348
4,388 4,889 298 70 150 0 536 0 0 -410 0 0 466 11
Percent of Open Interest Represented by Each Category of Trader
18.7 77.8 13.2 7.6 3.3 1.3 54.4 0.2 4.0 0.3 0.1 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 84
10 19 16 13 . . 30 . . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,202,708
Positions
6,565 129,832 3,335 605,293 312,275 230,336 58,657 251,141 25,520 103,203 43,111 2,092 167,707 205,066
Changes from: June 8, 2021 Total Change is: -9,547
511 15,495 67 -19,943 -13,017 2,672 8,892 9,755 -7,295 703 -8,871 -46 4,892 -8,307
Percent of Open Interest Represented by Each Category of Trader
0.5 10.8 0.3 50.3 26.0 19.2 4.9 20.9 2.1 8.6 3.6 0.2 13.9 17.1
Number of Traders in Each Category Total Traders: 202
8 21 . 59 39 54 16 42 16 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,216,149
Positions
20,249 106,230 1,246 697,466 301,443 205,479 69,631 411,503 14,269 65,896 22,160 0 141,913 153,819
Changes from: June 8, 2021 Total Change is: 13,351
1,315 1,171 820 2,483 -16,574 7,251 1,610 44,171 -5,063 -2,310 -523 0 7,245 -17,902
Percent of Open Interest Represented by Each Category of Trader
1.7 8.7 0.1 57.4 24.8 16.9 5.7 33.8 1.2 5.4 1.8 0.0 11.7 12.6
Number of Traders in Each Category Total Traders: 158
. 12 . 66 31 56 6 29 13 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,121,655
Positions
79,406 124,319 22,879 939,608 435,439 288,035 425,896 998,908 52,333 151,405 78,820 1,214 160,879 119,708
Changes from: June 8, 2021 Total Change is: -12,317
-4,738 -9,043 320 -1,043 -13,208 -2,016 -2,228 -10,530 805 -4,925 16,592 -1 1,509 4,764
Percent of Open Interest Represented by Each Category of Trader
3.7 5.9 1.1 44.3 20.5 13.6 20.1 47.1 2.5 7.1 3.7 0.1 7.6 5.6
Number of Traders in Each Category Total Traders: 317
15 29 10 106 30 72 50 50 27 24 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,399,014
Positions
173,838 241,268 27,487 1,596,564 1,597,719 752,822 1,224,909 832,341 65,216 236,925 316,573 2,955 318,298 562,633
Changes from: June 8, 2021 Total Change is: -22,296
30,150 -17,393 -358 2,128 18,564 -1,368 -87,269 53,826 -10,563 36,227 -44,534 90 8,667 -20,560
Percent of Open Interest Represented by Each Category of Trader
4.0 5.5 0.6 36.3 36.3 17.1 27.8 18.9 1.5 5.4 7.2 0.1 7.2 12.8
Number of Traders in Each Category Total Traders: 462
25 39 15 78 113 102 58 96 46 22 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,556,218
Positions
105,563 23,674 5,922 492,791 654,591 172,385 572,412 310,083 25,560 69,598 93,767 705 111,282 269,531
Changes from: June 8, 2021 Total Change is: -98,166
-9,557 -2,978 2,394 -565 1,036 -1,181 -68,842 -33,441 -29,373 16,097 -33,688 -43 -7,096 -892
Percent of Open Interest Represented by Each Category of Trader
6.8 1.5 0.4 31.7 42.1 11.1 36.8 19.9 1.6 4.5 6.0 0.0 7.2 17.3
Number of Traders in Each Category Total Traders: 159
9 6 5 20 63 49 28 16 15 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,537,690
Positions
56,274 146,463 23,877 1,787,478 1,090,600 608,210 396,771 968,598 93,562 263,671 226,842 216 307,631 379,322
Changes from: June 8, 2021 Total Change is: 49,952
-12,530 -6,753 4,197 -796 -16,939 23,722 15,278 52,900 321 30,160 -944 3 -10,403 -6,555
Percent of Open Interest Represented by Each Category of Trader
1.6 4.1 0.7 50.5 30.8 17.2 11.2 27.4 2.6 7.5 6.4 0.0 8.7 10.7
Number of Traders in Each Category Total Traders: 324
13 31 9 78 64 76 32 74 27 10 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,048,854
Positions
416,852 170,287 259,930 13,500 5,202 6,978 74,450 314,517 250,812 601 6,886 2,473 23,258 31,769
Changes from: June 8, 2021 Total Change is: -4,067
-53,939 10,172 21,030 0 -43 11 6,584 -57,173 18,322 1 750 1,273 2,651 1,591
Percent of Open Interest Represented by Each Category of Trader
39.7 16.2 24.8 1.3 0.5 0.7 7.1 30.0 23.9 0.1 0.7 0.2 2.2 3.0
Number of Traders in Each Category Total Traders: 102
22 27 43 . . 5 19 21 32 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,157,266
Positions
2,783,358 1,504,658 1,759,215 665,945 1,056,174 842,055 2,177,910 2,671,723 3,070,284 35,525 302,316 150,789 672,185 800,052
Changes from: June 8, 2021 Total Change is:-1,475,173
-100,179 -257,173 -51,237 -149,676 3,922 -134,175 -572,921 -667,596 -340,131 -27,535 74,412 -87,085 -12,234 -16,110
Percent of Open Interest Represented by Each Category of Trader
22.9 12.4 14.5 5.5 8.7 6.9 17.9 22.0 25.3 0.3 2.5 1.2 5.5 6.6
Number of Traders in Each Category Total Traders: 258
36 37 67 20 16 30 41 73 87 . 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 599,102
Positions
106,391 148,237 192,372 15,085 8,645 3,637 141,826 104,783 132,253 2,678 4,245 4,789 71 141
Changes from: June 8, 2021 Total Change is: 23,178
17,422 7,552 12,275 49 0 35 -2,230 8,491 -3,288 -12 -819 -1,053 -20 -15
Percent of Open Interest Represented by Each Category of Trader
17.8 24.7 32.1 2.5 1.4 0.6 23.7 17.5 22.1 0.4 0.7 0.8 0.0 0.0
Number of Traders in Each Category Total Traders: 113
19 25 26 . 4 . 18 27 33 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 215,289
Positions
29,305 72,791 29,056 5,112 8,886 2,256 90,224 48,998 51,173 6,339 253 1,770 54 106
Changes from: June 8, 2021 Total Change is: 24,045
7,880 4,447 2,835 39 -87 0 1,622 8,157 8,678 3,000 -14 -15 6 44
Percent of Open Interest Represented by Each Category of Trader
13.6 33.8 13.5 2.4 4.1 1.0 41.9 22.8 23.8 2.9 0.1 0.8 0.0 0.0
Number of Traders in Each Category Total Traders: 90
11 22 12 . 5 . 20 23 28 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 81,688
Positions
1,050 20,070 0 1,469 2,169 0 1,428 40,592 18,279 59,428 500 0 34 78
Changes from: June 8, 2021 Total Change is: -83,555
0 -33,778 -1 0 25 0 -186 19,706 -69,477 -13,890 -40 0 -1 10
Percent of Open Interest Represented by Each Category of Trader
1.3 24.6 0.0 1.8 2.7 0.0 1.7 49.7 22.4 72.7 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 26
. 7 0 . 4 0 . 6 . 5 . 0
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Traders in Financial Futures - Futures Only Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,528
Positions
227 153 50 517 629 5 2,603 5,090 489 1,604 199 182 1,851 731
Changes from: June 8, 2021 Total Change is: -38
-8 -28 10 135 -110 -36 96 126 137 -311 -34 -9 -52 -94
Percent of Open Interest Represented by Each Category of Trader
3.0 2.0 0.7 6.9 8.4 0.1 34.6 67.6 6.5 21.3 2.6 2.4 24.6 9.7
Number of Traders in Each Category Total Traders: 73
. . . 4 . . 25 24 12 10 . .
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Traders in Financial Futures - Futures Only Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 18,230
Positions
0 561 0 210 0 0 1,993 5,699 8,052 2,813 1,925 789 4,373 1,204
Changes from: June 8, 2021 Total Change is: -2,914
0 -380 0 0 0 0 -3,899 -3,311 1,527 249 -1,069 143 -934 176
Percent of Open Interest Represented by Each Category of Trader
0.0 3.1 0.0 1.2 0.0 0.0 10.9 31.3 44.2 15.4 10.6 4.3 24.0 6.6
Number of Traders in Each Category Total Traders: 88
0 . 0 . 0 0 10 8 6 54 13 .
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Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,470
Positions
27 63 0 0 75 0 1,448 2,720 42 612 31 113 1,228 426
Changes from: June 8, 2021 Total Change is: -57
0 -4 0 -43 -5 -7 102 58 -17 -99 -67 -32 39 17
Percent of Open Interest Represented by Each Category of Trader
0.8 1.8 0.0 0.0 2.2 0.0 41.7 78.4 1.2 17.6 0.9 3.3 35.4 12.3
Number of Traders in Each Category Total Traders: 42
. . 0 0 . 0 16 13 4 7 . .
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Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,453
Positions
2,301 3,614 1 10,940 11,032 981 9,495 17,294 1,222 5,920 514 16 6,577 2,779
Changes from: June 8, 2021 Total Change is: -12,120
-286 -6,558 0 586 381 -94 -10,185 -1,911 -1,972 1,363 -749 -419 -1,113 -798
Percent of Open Interest Represented by Each Category of Trader
6.1 9.6 0.0 29.2 29.5 2.6 25.4 46.2 3.3 15.8 1.4 0.0 17.6 7.4
Number of Traders in Each Category Total Traders: 104
4 . . 7 10 . 21 23 7 30 6 .
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Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 356,803
Positions
56,870 22,024 14,096 108,952 89,354 34,710 40,672 95,114 62,304 6,810 2,933 10,821 21,568 25,447
Changes from: June 8, 2021 Total Change is: 4,287
-1,102 6,179 476 4,988 471 3,693 -3,140 -1,447 -4,256 447 114 2,402 779 -3,345
Percent of Open Interest Represented by Each Category of Trader
15.9 6.2 4.0 30.5 25.0 9.7 11.4 26.7 17.5 1.9 0.8 3.0 6.0 7.1
Number of Traders in Each Category Total Traders: 175
14 10 17 15 34 23 29 50 52 7 8 11
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Traders in Financial Futures - Futures Only Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 54,346
Positions
4,313 10,659 1,187 37,121 1,203 0 1,414 34,168 6,999 1,462 0 2 1,848 128
Changes from: June 8, 2021 Total Change is: 8,551
-2,006 2,100 1,147 -29 -18 0 816 -1,698 6,999 205 0 1 1,418 20
Percent of Open Interest Represented by Each Category of Trader
7.9 19.6 2.2 68.3 2.2 0.0 2.6 62.9 12.9 2.7 0.0 0.0 3.4 0.2
Number of Traders in Each Category Total Traders: 57
4 5 . 15 . 0 6 7 4 17 0 .
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Updated June 21, 2021