Traders in Financial Futures - Futures Only Positions as of June 22, 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 202,787
Positions
11,865 127,988 699 67,142 15,022 6,852 50,537 27,637 4,275 18,356 718 1 43,060 19,595
Changes from: June 15, 2021 Total Change is: -50,149
7,890 -4,189 -43,759 -8,888 3,959 600 1,510 -4,181 -2,987 438 159 0 -4,953 249
Percent of Open Interest Represented by Each Category of Trader
5.9 63.1 0.3 33.1 7.4 3.4 24.9 13.6 2.1 9.1 0.4 0.0 21.2 9.7
Number of Traders in Each Category Total Traders: 104
6 7 . 21 14 10 23 19 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,889
Positions
4,494 6,477 0 2,938 9,494 690 23,014 6,368 77 0 640 0 10,676 18,143
Changes from: June 15, 2021 Total Change is: 4,832
3,059 -192 0 -2,259 1,586 76 8,153 1,083 76 0 0 0 -4,273 2,203
Percent of Open Interest Represented by Each Category of Trader
10.7 15.5 0.0 7.0 22.7 1.6 54.9 15.2 0.2 0.0 1.5 0.0 25.5 43.3
Number of Traders in Each Category Total Traders: 49
4 4 0 4 12 5 15 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 171,280
Positions
31,961 57,436 1,548 43,759 48,258 7,258 48,628 24,161 2,381 3,275 6,419 0 32,470 23,819
Changes from: June 15, 2021 Total Change is: 15,221
27,491 450 -257 -12,231 5,452 -676 4,496 5,092 1,675 300 0 0 -5,577 3,485
Percent of Open Interest Represented by Each Category of Trader
18.7 33.5 0.9 25.5 28.2 4.2 28.4 14.1 1.4 1.9 3.7 0.0 19.0 13.9
Number of Traders in Each Category Total Traders: 114
5 8 5 17 26 14 30 19 13 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 190,545
Positions
89,044 1,485 547 42,821 64,346 5,282 32,954 75,791 2,190 716 1,605 0 16,991 39,299
Changes from: June 15, 2021 Total Change is: 35,186
25,332 585 99 -1,813 17,963 551 11,967 11,374 1,622 -684 1,039 0 -1,888 1,953
Percent of Open Interest Represented by Each Category of Trader
46.7 0.8 0.3 22.5 33.8 2.8 17.3 39.8 1.1 0.4 0.8 0.0 8.9 20.6
Number of Traders in Each Category Total Traders: 131
11 . 4 19 27 8 26 41 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 694,804
Positions
19,485 457,928 3,634 448,787 84,289 23,896 52,382 68,507 7,450 38,864 4,316 3,738 96,568 41,046
Changes from: June 15, 2021 Total Change is: 82
3,015 -43,590 1,308 -5,934 16,091 1,166 3,303 16,685 3,049 -4,082 -1,267 1,579 -3,322 5,061
Percent of Open Interest Represented by Each Category of Trader
2.8 65.9 0.5 64.6 12.1 3.4 7.5 9.9 1.1 5.6 0.6 0.5 13.9 5.9
Number of Traders in Each Category Total Traders: 295
10 16 8 113 32 46 41 44 22 31 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 28,494
Positions
0 9,567 0 11,432 3,784 2,584 485 4,655 1,196 800 0 0 11,997 6,708
Changes from: June 15, 2021 Total Change is: 196
0 13 0 -42 837 0 0 -1,233 0 0 0 0 238 579
Percent of Open Interest Represented by Each Category of Trader
0.0 33.6 0.0 40.1 13.3 9.1 1.7 16.3 4.2 2.8 0.0 0.0 42.1 23.5
Number of Traders in Each Category Total Traders: 22
0 . 0 11 4 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 22,145
Positions
1,013 1,195 0 7,040 12,847 2,269 2,275 1,545 0 0 888 87 9,461 3,314
Changes from: June 15, 2021 Total Change is: -3,726
-2,114 -3,443 -1,199 318 1,341 55 270 0 0 0 -22 22 -1,078 -480
Percent of Open Interest Represented by Each Category of Trader
4.6 5.4 0.0 31.8 58.0 10.2 10.3 7.0 0.0 0.0 4.0 0.4 42.7 15.0
Number of Traders in Each Category Total Traders: 24
. . 0 7 10 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 147,814
Positions
21,622 22,968 298 46,538 73,504 1,575 47,822 22,425 1,377 6,488 800 0 22,094 24,867
Changes from: June 15, 2021 Total Change is: 23,677
12,624 -2,474 208 -5,413 9,668 256 16,582 8,341 749 2,839 800 0 -4,168 6,129
Percent of Open Interest Represented by Each Category of Trader
14.6 15.5 0.2 31.5 49.7 1.1 32.4 15.2 0.9 4.4 0.5 0.0 14.9 16.8
Number of Traders in Each Category Total Traders: 93
8 5 . 16 14 7 22 24 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 39,818
Positions
510 22,020 0 26,697 592 0 8,550 15,330 0 1,428 1,006 0 2,633 870
Changes from: June 15, 2021 Total Change is: -9,221
85 6,784 -8,811 1,412 375 0 -525 -5,554 -866 -258 236 -200 -58 -1,185
Percent of Open Interest Represented by Each Category of Trader
1.3 55.3 0.0 67.0 1.5 0.0 21.5 38.5 0.0 3.6 2.5 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 57
. 5 0 13 . 0 22 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 139,874
Positions
10,930 88,213 505 55,578 5,005 1,381 60,524 19,923 1,089 3,894 20,281 0 5,973 3,477
Changes from: June 15, 2021 Total Change is: -4,931
7,769 127 0 -4,531 -1,751 390 -7,432 -3,006 336 -767 -1,368 0 -696 341
Percent of Open Interest Represented by Each Category of Trader
7.8 63.1 0.4 39.7 3.6 1.0 43.3 14.2 0.8 2.8 14.5 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 142
5 8 . 20 8 7 49 29 9 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 42,078
Positions
1,433 16,751 0 17,520 2,523 120 13,509 16,444 464 3,572 2,290 70 5,390 3,416
Changes from: June 15, 2021 Total Change is: 1,913
452 0 0 1,753 150 0 -987 708 211 -767 -583 70 1,181 1,357
Percent of Open Interest Represented by Each Category of Trader
3.4 39.8 0.0 41.6 6.0 0.3 32.1 39.1 1.1 8.5 5.4 0.2 12.8 8.1
Number of Traders in Each Category Total Traders: 74
4 . 0 14 4 . 18 13 . 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 39,285
Positions
8,053 14,611 0 5,041 5,752 887 20,154 12,533 515 0 1,196 20 4,615 3,771
Changes from: June 15, 2021 Total Change is: 1,372
4,608 309 0 -6,727 1,689 68 4,665 -1,052 64 -134 -82 0 -1,172 376
Percent of Open Interest Represented by Each Category of Trader
20.5 37.2 0.0 12.8 14.6 2.3 51.3 31.9 1.3 0.0 3.0 0.1 11.7 9.6
Number of Traders in Each Category Total Traders: 90
9 . 0 14 10 5 30 19 8 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 18,239
Positions
2,684 4,890 0 9,426 2,539 0 4,184 9,051 0 597 150 0 1,348 1,609
Changes from: June 15, 2021 Total Change is: 737
122 0 0 2,604 -388 0 -1,541 998 0 -90 0 0 -358 127
Percent of Open Interest Represented by Each Category of Trader
14.7 26.8 0.0 51.7 13.9 0.0 22.9 49.6 0.0 3.3 0.8 0.0 7.4 8.8
Number of Traders in Each Category Total Traders: 41
. . 0 7 . 0 13 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 51,309
Positions
15,215 17,865 567 11,791 1,788 1,665 10,292 7,494 2,286 615 14,236 0 8,879 5,409
Changes from: June 15, 2021 Total Change is: -8,394
561 -2,978 -3,022 178 632 -700 -796 -24 -1,337 -124 -94 0 -3,155 -871
Percent of Open Interest Represented by Each Category of Trader
29.7 34.8 1.1 23.0 3.5 3.2 20.1 14.6 4.5 1.2 27.7 0.0 17.3 10.5
Number of Traders in Each Category Total Traders: 109
14 13 . 27 7 9 27 15 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 102,617
Positions
30,429 35,730 1,133 23,581 3,575 3,330 20,584 14,987 4,572 1,230 28,472 0 17,758 10,818
Changes from: June 15, 2021 Total Change is: -16,787
1,122 -5,955 -6,044 356 1,263 -1,400 -1,591 -48 -2,674 -247 -187 0 -6,309 -1,742
Percent of Open Interest Represented by Each Category of Trader
29.7 34.8 1.1 23.0 3.5 3.2 20.1 14.6 4.5 1.2 27.7 0.0 17.3 10.5
Number of Traders in Each Category Total Traders: 109
14 13 . 27 7 9 27 15 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 37,848
Positions
1,382 33,891 0 31,373 0 793 1,674 2,637 0 0 0 0 2,626 527
Changes from: June 15, 2021 Total Change is: -904
-1,529 6,943 -6,625 7,343 0 47 -476 -693 -34 0 0 0 370 -542
Percent of Open Interest Represented by Each Category of Trader
3.7 89.5 0.0 82.9 0.0 2.1 4.4 7.0 0.0 0.0 0.0 0.0 6.9 1.4
Number of Traders in Each Category Total Traders: 33
. 8 0 16 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 519,840
Positions
33,457 153,143 27,057 275,604 81,961 52,499 34,461 72,349 15,635 23,604 66,088 1,398 56,125 49,711
Changes from: June 15, 2021 Total Change is: -146,679
-9,850 -13,577 -46,679 3,022 440 -11,275 -15,773 -5,666 -38,756 3,763 -2,851 -1,798 -29,333 -26,516
Percent of Open Interest Represented by Each Category of Trader
6.4 29.5 5.2 53.0 15.8 10.1 6.6 13.9 3.0 4.5 12.7 0.3 10.8 9.6
Number of Traders in Each Category Total Traders: 521
31 29 16 174 79 104 61 90 56 33 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 22,703
Positions
4,722 19,511 31 13,312 0 0 1,199 1,791 259 0 0 0 3,180 1,111
Changes from: June 15, 2021 Total Change is: -22,349
-10,486 -12,481 -8,797 862 0 -595 -1,567 -158 -410 0 0 0 -1,356 92
Percent of Open Interest Represented by Each Category of Trader
20.8 85.9 0.1 58.6 0.0 0.0 5.3 7.9 1.1 0.0 0.0 0.0 14.0 4.9
Number of Traders in Each Category Total Traders: 29
4 7 . 11 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 2,563,884
Positions
167,287 783,343 117,283 1,378,019 409,803 262,497 179,131 350,369 66,243 118,020 330,938 6,489 268,915 236,919
Changes from: June 15, 2021 Total Change is: -553,774
-58,306 -79,808 -160,309 15,108 2,198 -56,374 -67,488 -131,119 -90,388 18,815 -9,754 -9,488 -145,344 -18,732
Percent of Open Interest Represented by Each Category of Trader
6.5 30.6 4.6 53.7 16.0 10.2 7.0 13.7 2.6 4.6 12.9 0.3 10.5 9.2
Number of Traders in Each Category Total Traders: 521
31 29 14 174 79 104 62 89 55 33 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 43,548
Positions
2,310 40,849 0 34,975 337 225 1,711 388 261 0 0 0 4,066 1,488
Changes from: June 15, 2021 Total Change is: -17,887
-1,270 -8,099 -8,042 -5,713 0 99 -1,362 -772 -1,035 0 0 0 -564 -38
Percent of Open Interest Represented by Each Category of Trader
5.3 93.8 0.0 80.3 0.8 0.5 3.9 0.9 0.6 0.0 0.0 0.0 9.3 3.4
Number of Traders in Each Category Total Traders: 39
4 9 0 18 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 18,980
Positions
665 18,035 0 13,455 38 313 1,424 0 0 0 0 0 3,123 594
Changes from: June 15, 2021 Total Change is: -2,036
-1,996 -528 -1,465 1,425 0 0 250 0 0 0 0 0 -250 -43
Percent of Open Interest Represented by Each Category of Trader
3.5 95.0 0.0 70.9 0.2 1.6 7.5 0.0 0.0 0.0 0.0 0.0 16.5 3.1
Number of Traders in Each Category Total Traders: 20
. 7 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 43,879
Positions
3,893 13,513 148 26,374 21,152 2,304 2,152 2,194 18 0 0 0 8,990 4,550
Changes from: June 15, 2021 Total Change is: -9,517
-696 -1,740 -6,468 -654 407 -852 -877 -618 -83 0 0 0 113 -163
Percent of Open Interest Represented by Each Category of Trader
8.9 30.8 0.3 60.1 48.2 5.3 4.9 5.0 0.0 0.0 0.0 0.0 20.5 10.4
Number of Traders in Each Category Total Traders: 64
. 9 . 27 15 10 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 414,761
Positions
85,346 62,358 4,043 214,438 149,169 37,380 39,601 85,685 2,894 5,185 52,567 16 25,858 20,649
Changes from: June 15, 2021 Total Change is: -81,300
-28,414 -21,108 -41,410 -1,701 -1,406 -4,611 687 -8,830 -2,146 -437 930 -301 -2,967 -2,418
Percent of Open Interest Represented by Each Category of Trader
20.6 15.0 1.0 51.7 36.0 9.0 9.5 20.7 0.7 1.3 12.7 0.0 6.2 5.0
Number of Traders in Each Category Total Traders: 321
28 13 . 88 46 49 42 72 18 9 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 33,215
Positions
5,656 31,531 0 23,983 482 0 1,273 695 21 0 0 0 2,282 486
Changes from: June 15, 2021 Total Change is: -9,204
-1,318 -3,091 -6,055 -120 0 0 -1,345 258 21 0 0 0 -387 -337
Percent of Open Interest Represented by Each Category of Trader
17.0 94.9 0.0 72.2 1.5 0.0 3.8 2.1 0.1 0.0 0.0 0.0 6.9 1.5
Number of Traders in Each Category Total Traders: 27
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 15,977
Positions
275 3,227 0 10,377 221 12 230 5,219 0 1,118 2,214 0 3,965 5,084
Changes from: June 15, 2021 Total Change is: 249
275 316 0 -2 221 0 -201 58 0 -1 -27 0 178 -319
Percent of Open Interest Represented by Each Category of Trader
1.7 20.2 0.0 64.9 1.4 0.1 1.4 32.7 0.0 7.0 13.9 0.0 24.8 31.8
Number of Traders in Each Category Total Traders: 23
. . 0 11 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 42,653
Positions
6,623 3,176 309 9,632 3,494 494 17,385 4,121 73 2,007 1,783 0 6,130 29,203
Changes from: June 15, 2021 Total Change is: -402
586 301 -16 -1,419 357 9 2,061 -2,040 69 -18 -486 0 -1,674 1,404
Percent of Open Interest Represented by Each Category of Trader
15.5 7.4 0.7 22.6 8.2 1.2 40.8 9.7 0.2 4.7 4.2 0.0 14.4 68.5
Number of Traders in Each Category Total Traders: 50
6 5 . 12 4 4 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 410,709
Positions
32,163 260,623 8,725 275,198 64,428 58,366 17,679 10,097 929 5,993 3,654 49 11,607 3,838
Changes from: June 15, 2021 Total Change is: -48,240
6,653 22,092 -59,286 7,882 431 324 178 -3,542 -3,684 -461 -5,114 0 154 539
Percent of Open Interest Represented by Each Category of Trader
7.8 63.5 2.1 67.0 15.7 14.2 4.3 2.5 0.2 1.5 0.9 0.0 2.8 0.9
Number of Traders in Each Category Total Traders: 183
17 11 9 79 35 43 21 11 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 1,017,644
Positions
84,857 499,320 3,793 640,512 276,905 109,831 84,184 40,703 6,553 36,136 46,125 8,525 43,253 25,889
Changes from: June 15, 2021 Total Change is: -331,697
-19,012 -65,178 -191,477 -30,215 8,467 -12,492 -8,038 695 -10,998 -2,546 -12,950 -4,755 -52,164 -43,009
Percent of Open Interest Represented by Each Category of Trader
8.3 49.1 0.4 62.9 27.2 10.8 8.3 4.0 0.6 3.6 4.5 0.8 4.3 2.5
Number of Traders in Each Category Total Traders: 399
28 18 8 167 62 86 56 29 27 27 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 208,163
Positions
39,027 161,874 27,345 15,896 6,897 2,781 113,293 585 8,411 1,155 157 1 254 112
Changes from: June 15, 2021 Total Change is: 337
94 210 -87 70 0 0 278 159 0 534 20 1 -553 34
Percent of Open Interest Represented by Each Category of Trader
18.7 77.8 13.1 7.6 3.3 1.3 54.4 0.3 4.0 0.6 0.1 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 86
10 19 16 13 . . 30 . . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 44,754
Positions
10,425 6,580 234 11,029 10,176 1,316 12,498 14,031 560 1,740 3,079 38 6,915 8,741
Changes from: June 15, 2021 Total Change is: -13,026
-3,896 -366 -3,884 -737 -700 -633 -838 -3,348 -2,437 376 -162 -94 -884 -1,404
Percent of Open Interest Represented by Each Category of Trader
23.3 14.7 0.5 24.6 22.7 2.9 27.9 31.4 1.3 3.9 6.9 0.1 15.5 19.5
Number of Traders in Each Category Total Traders: 295
22 23 5 55 48 35 46 63 19 14 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 223,769
Positions
52,124 32,900 1,169 55,144 50,879 6,579 62,490 70,153 2,799 8,700 15,395 188 34,576 43,707
Changes from: June 15, 2021 Total Change is: -65,128
-19,478 -1,828 -19,418 -3,687 -3,498 -3,164 -4,189 -16,739 -12,184 1,878 -808 -468 -4,418 -7,021
Percent of Open Interest Represented by Each Category of Trader
23.3 14.7 0.5 24.6 22.7 2.9 27.9 31.4 1.3 3.9 6.9 0.1 15.5 19.5
Number of Traders in Each Category Total Traders: 295
22 23 5 55 48 35 46 63 19 14 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 1,178,960
Positions
6,696 116,244 3,691 569,813 314,395 231,099 60,751 259,241 26,614 109,540 38,315 2,358 168,398 187,003
Changes from: June 15, 2021 Total Change is: -23,748
131 -13,588 356 -35,480 2,120 763 2,094 8,100 1,094 6,337 -4,796 266 691 -18,063
Percent of Open Interest Represented by Each Category of Trader
0.6 9.9 0.3 48.3 26.7 19.6 5.2 22.0 2.3 9.3 3.2 0.2 14.3 15.9
Number of Traders in Each Category Total Traders: 202
7 22 5 53 40 52 15 46 15 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 1,198,560
Positions
18,894 107,259 270 676,060 286,941 205,179 67,881 411,455 15,602 71,443 25,308 0 143,231 146,546
Changes from: June 15, 2021 Total Change is: -17,589
-1,355 1,029 -976 -21,406 -14,502 -300 -1,750 -48 1,333 5,547 3,148 0 1,318 -7,273
Percent of Open Interest Represented by Each Category of Trader
1.6 8.9 0.0 56.4 23.9 17.1 5.7 34.3 1.3 6.0 2.1 0.0 12.0 12.2
Number of Traders in Each Category Total Traders: 157
. 12 . 70 27 57 7 26 9 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 2,054,631
Positions
82,651 109,080 21,714 883,256 473,159 305,685 411,456 816,953 72,174 136,163 127,195 1,240 140,292 127,431
Changes from: June 15, 2021 Total Change is: -67,024
3,245 -15,239 -1,165 -56,352 37,720 17,650 -14,440 -181,955 19,841 -15,242 48,375 26 -20,587 7,723
Percent of Open Interest Represented by Each Category of Trader
4.0 5.3 1.1 43.0 23.0 14.9 20.0 39.8 3.5 6.6 6.2 0.1 6.8 6.2
Number of Traders in Each Category Total Traders: 313
15 31 7 94 38 74 46 54 26 20 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 4,268,567
Positions
175,198 251,255 30,100 1,590,114 1,524,980 768,585 1,143,664 748,703 61,695 193,170 316,348 2,861 303,180 564,040
Changes from: June 15, 2021 Total Change is: -130,447
1,360 9,987 2,613 -6,450 -72,739 15,763 -81,245 -83,638 -3,521 -43,755 -225 -94 -15,118 1,407
Percent of Open Interest Represented by Each Category of Trader
4.1 5.9 0.7 37.3 35.7 18.0 26.8 17.5 1.4 4.5 7.4 0.1 7.1 13.2
Number of Traders in Each Category Total Traders: 454
24 41 12 78 114 109 58 89 43 18 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 1,518,047
Positions
108,833 22,132 2,526 484,275 656,714 174,739 565,312 297,344 6,442 59,618 87,498 792 115,510 269,860
Changes from: June 15, 2021 Total Change is: -38,171
3,270 -1,542 -3,396 -8,516 2,123 2,354 -7,100 -12,739 -19,118 -9,980 -6,269 87 4,228 329
Percent of Open Interest Represented by Each Category of Trader
7.2 1.5 0.2 31.9 43.3 11.5 37.2 19.6 0.4 3.9 5.8 0.1 7.6 17.8
Number of Traders in Each Category Total Traders: 159
9 6 4 21 65 49 27 15 10 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 3,446,997
Positions
57,826 136,628 22,026 1,762,896 1,120,987 597,779 381,411 825,327 120,775 232,438 211,907 224 271,622 411,344
Changes from: June 15, 2021 Total Change is: -90,693
1,552 -9,835 -1,851 -24,582 30,387 -10,431 -15,360 -143,271 27,213 -31,233 -14,935 8 -36,009 32,022
Percent of Open Interest Represented by Each Category of Trader
1.7 4.0 0.6 51.1 32.5 17.3 11.1 23.9 3.5 6.7 6.1 0.0 7.9 11.9
Number of Traders in Each Category Total Traders: 322
18 23 10 76 66 74 36 68 28 10 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 1,072,201
Positions
320,230 171,414 335,842 15,546 6,587 7,023 129,144 278,881 234,600 600 5,565 0 29,216 32,289
Changes from: June 15, 2021 Total Change is: 23,347
-96,622 1,127 75,912 2,046 1,385 45 54,694 -35,636 -16,212 -1 -1,321 -2,473 5,958 520
Percent of Open Interest Represented by Each Category of Trader
29.9 16.0 31.3 1.4 0.6 0.7 12.0 26.0 21.9 0.1 0.5 0.0 2.7 3.0
Number of Traders in Each Category Total Traders: 103
20 34 47 . . 4 23 15 31 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 is12,197,914
Positions
2,774,311 1,562,441 1,977,348 572,509 1,064,715 783,887 2,295,370 2,676,484 2,985,472 34,654 180,909 166,598 607,765 800,060
Changes from: June 15, 2021 Total Change is: 40,648
-9,047 57,783 218,133 -93,436 8,541 -58,168 117,460 4,761 -84,812 -871 -121,407 15,809 -64,420 8
Percent of Open Interest Represented by Each Category of Trader
22.7 12.8 16.2 4.7 8.7 6.4 18.8 21.9 24.5 0.3 1.5 1.4 5.0 6.6
Number of Traders in Each Category Total Traders: 246
33 41 69 22 15 25 42 63 89 4 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 587,910
Positions
121,752 140,736 174,125 14,568 6,617 6,343 133,183 121,744 132,028 650 981 5,221 40 115
Changes from: June 15, 2021 Total Change is: -11,192
15,361 -7,501 -18,247 -517 -2,028 2,706 -8,643 16,961 -225 -2,028 -3,264 432 -31 -26
Percent of Open Interest Represented by Each Category of Trader
20.7 23.9 29.6 2.5 1.1 1.1 22.7 20.7 22.5 0.1 0.2 0.9 0.0 0.0
Number of Traders in Each Category Total Traders: 108
21 22 24 . 4 . 17 27 32 7 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 214,157
Positions
32,259 77,726 31,350 4,791 7,383 2,464 76,413 34,143 59,530 6,174 348 1,139 37 74
Changes from: June 15, 2021 Total Change is: -1,132
2,954 4,935 2,294 -321 -1,503 208 -13,811 -14,855 8,357 -165 95 -631 -17 -32
Percent of Open Interest Represented by Each Category of Trader
15.1 36.3 14.6 2.2 3.4 1.2 35.7 15.9 27.8 2.9 0.2 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 89
11 20 14 . 5 . 15 29 25 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 90,771
Positions
1,050 24,794 0 1,469 2,294 0 1,519 40,681 22,422 64,258 500 0 53 80
Changes from: June 15, 2021 Total Change is: 9,083
0 4,724 0 0 125 0 91 89 4,143 4,830 0 0 19 2
Percent of Open Interest Represented by Each Category of Trader
1.2 27.3 0.0 1.6 2.5 0.0 1.7 44.8 24.7 70.8 0.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 25
. 7 0 . 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,914
Positions
255 145 81 419 739 0 2,563 4,927 474 1,910 361 299 1,913 888
Changes from: June 15, 2021 Total Change is: 386
28 -8 31 -98 110 -5 -40 -163 -15 306 162 117 62 157
Percent of Open Interest Represented by Each Category of Trader
3.2 1.8 1.0 5.3 9.3 0.0 32.4 62.3 6.0 24.1 4.6 3.8 24.2 11.2
Number of Traders in Each Category Total Traders: 67
. . . . 4 0 19 23 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 28,720
Positions
214 1,273 0 60 0 0 9,516 10,915 10,379 2,570 4,988 112 5,869 1,053
Changes from: June 15, 2021 Total Change is: 10,490
214 712 0 -150 0 0 7,523 5,216 2,327 -243 3,063 -677 1,496 -151
Percent of Open Interest Represented by Each Category of Trader
0.7 4.4 0.0 0.2 0.0 0.0 33.1 38.0 36.1 8.9 17.4 0.4 20.4 3.7
Number of Traders in Each Category Total Traders: 82
. . 0 . 0 0 8 10 8 49 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 2,896
Positions
53 78 33 0 126 0 1,174 2,217 54 477 78 0 1,105 310
Changes from: June 15, 2021 Total Change is: -574
26 15 33 0 51 0 -274 -503 12 -135 47 -113 -123 -116
Percent of Open Interest Represented by Each Category of Trader
1.8 2.7 1.1 0.0 4.4 0.0 40.5 76.6 1.9 16.5 2.7 0.0 38.2 10.7
Number of Traders in Each Category Total Traders: 41
. . . 0 . 0 11 15 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 34,629
Positions
1,435 3,554 2 11,845 5,778 1,076 8,955 20,144 709 3,389 365 37 7,181 2,964
Changes from: June 15, 2021 Total Change is: -2,824
-866 -60 1 905 -5,254 95 -540 2,850 -513 -2,531 -149 21 604 185
Percent of Open Interest Represented by Each Category of Trader
4.1 10.3 0.0 34.2 16.7 3.1 25.9 58.2 2.0 9.8 1.1 0.1 20.7 8.6
Number of Traders in Each Category Total Traders: 99
. . . 11 7 . 18 26 4 28 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 317,297
Positions
52,570 17,176 10,480 101,259 82,086 34,553 31,151 86,342 53,257 7,522 2,727 4,249 22,256 26,427
Changes from: June 15, 2021 Total Change is: -39,506
-4,300 -4,848 -3,616 -7,693 -7,268 -157 -9,521 -8,772 -9,047 712 -206 -6,572 688 980
Percent of Open Interest Represented by Each Category of Trader
16.6 5.4 3.3 31.9 25.9 10.9 9.8 27.2 16.8 2.4 0.9 1.3 7.0 8.3
Number of Traders in Each Category Total Traders: 161
12 11 18 13 33 22 28 46 47 4 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 22, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 46,173
Positions
4,205 7,976 25 38,300 2,251 0 468 35,791 0 2,446 27 0 729 103
Changes from: June 15, 2021 Total Change is: -8,173
-108 -2,683 -1,162 1,179 1,048 0 -946 1,623 -6,999 984 27 -2 -1,119 -25
Percent of Open Interest Represented by Each Category of Trader
9.1 17.3 0.1 82.9 4.9 0.0 1.0 77.5 0.0 5.3 0.1 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 49
. 4 . 13 4 0 4 7 0 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 25, 2021