Traders in Financial Futures - Futures Only Positions as of June 29, 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 196,928
Positions
7,994 128,705 632 65,203 11,394 7,518 50,375 24,639 3,908 17,677 1,492 13 43,608 18,627
Changes from: June 22, 2021 Total Change is: -5,859
-3,871 717 -67 -1,939 -3,628 666 -162 -2,998 -367 -679 774 12 548 -968
Percent of Open Interest Represented by Each Category of Trader
4.1 65.4 0.3 33.1 5.8 3.8 25.6 12.5 2.0 9.0 0.8 0.0 22.1 9.5
Number of Traders in Each Category Total Traders: 103
5 7 . 23 12 9 26 17 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 42,684
Positions
7,110 6,477 13 2,589 10,300 525 21,447 5,903 135 0 642 0 10,865 18,689
Changes from: June 22, 2021 Total Change is: 795
2,616 0 13 -349 806 -165 -1,567 -465 58 0 2 0 189 546
Percent of Open Interest Represented by Each Category of Trader
16.7 15.2 0.0 6.1 24.1 1.2 50.2 13.8 0.3 0.0 1.5 0.0 25.5 43.8
Number of Traders in Each Category Total Traders: 47
6 . . . 13 4 13 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 169,230
Positions
28,892 56,101 1,860 44,384 47,417 6,557 48,548 26,797 1,677 3,285 6,419 0 34,027 22,402
Changes from: June 22, 2021 Total Change is: -2,050
-3,069 -1,335 312 625 -841 -701 -80 2,636 -704 10 0 0 1,557 -1,417
Percent of Open Interest Represented by Each Category of Trader
17.1 33.2 1.1 26.2 28.0 3.9 28.7 15.8 1.0 1.9 3.8 0.0 20.1 13.2
Number of Traders in Each Category Total Traders: 118
4 8 4 17 28 15 29 22 18 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 195,698
Positions
99,898 835 539 42,985 69,061 5,295 26,020 76,282 1,765 700 1,605 0 18,496 40,316
Changes from: June 22, 2021 Total Change is: 5,153
10,854 -650 -8 164 4,715 13 -6,934 491 -425 -16 0 0 1,505 1,017
Percent of Open Interest Represented by Each Category of Trader
51.0 0.4 0.3 22.0 35.3 2.7 13.3 39.0 0.9 0.4 0.8 0.0 9.5 20.6
Number of Traders in Each Category Total Traders: 126
11 . 4 19 27 10 21 41 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 697,425
Positions
21,157 455,454 3,702 450,042 86,760 24,723 51,345 64,095 7,503 40,744 6,435 3,722 94,487 45,031
Changes from: June 22, 2021 Total Change is: 2,621
1,672 -2,474 68 1,255 2,471 827 -1,037 -4,412 53 1,880 2,119 -16 -2,081 3,985
Percent of Open Interest Represented by Each Category of Trader
3.0 65.3 0.5 64.5 12.4 3.5 7.4 9.2 1.1 5.8 0.9 0.5 13.5 6.5
Number of Traders in Each Category Total Traders: 302
13 14 7 114 33 46 43 45 23 31 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 28,766
Positions
0 9,567 0 10,957 4,197 2,684 479 4,762 1,196 800 0 0 12,650 6,360
Changes from: June 22, 2021 Total Change is: 272
0 0 0 -475 413 100 -6 107 0 0 0 0 653 -348
Percent of Open Interest Represented by Each Category of Trader
0.0 33.3 0.0 38.1 14.6 9.3 1.7 16.6 4.2 2.8 0.0 0.0 44.0 22.1
Number of Traders in Each Category Total Traders: 23
0 . 0 11 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 23,497
Positions
1,444 1,193 0 7,028 14,097 2,251 3,567 1,545 0 0 975 0 9,207 3,436
Changes from: June 22, 2021 Total Change is: 1,352
431 -2 0 -12 1,250 -18 1,292 0 0 0 87 -87 -254 122
Percent of Open Interest Represented by Each Category of Trader
6.1 5.1 0.0 29.9 60.0 9.6 15.2 6.6 0.0 0.0 4.1 0.0 39.2 14.6
Number of Traders in Each Category Total Traders: 26
. . 0 7 10 5 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 140,482
Positions
19,555 22,539 427 46,291 73,543 2,054 40,989 16,960 1,234 5,459 800 0 24,473 22,925
Changes from: June 22, 2021 Total Change is: -7,332
-2,067 -429 129 -247 39 479 -6,833 -5,465 -143 -1,029 0 0 2,379 -1,942
Percent of Open Interest Represented by Each Category of Trader
13.9 16.0 0.3 33.0 52.4 1.5 29.2 12.1 0.9 3.9 0.6 0.0 17.4 16.3
Number of Traders in Each Category Total Traders: 89
7 6 . 14 16 7 23 20 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 44,362
Positions
451 22,298 0 30,822 0 0 8,511 19,901 0 1,449 903 95 3,034 1,165
Changes from: June 22, 2021 Total Change is: 4,544
-59 278 0 4,125 -592 0 -39 4,571 0 21 -103 95 401 295
Percent of Open Interest Represented by Each Category of Trader
1.0 50.3 0.0 69.5 0.0 0.0 19.2 44.9 0.0 3.3 2.0 0.2 6.8 2.6
Number of Traders in Each Category Total Traders: 58
. 5 0 16 0 0 22 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 144,435
Positions
2,890 90,574 506 63,051 7,951 1,107 63,628 18,708 878 4,595 21,448 0 7,780 3,263
Changes from: June 22, 2021 Total Change is: 4,561
-8,040 2,361 1 7,473 2,946 -274 3,104 -1,215 -211 701 1,167 0 1,807 -214
Percent of Open Interest Represented by Each Category of Trader
2.0 62.7 0.4 43.7 5.5 0.8 44.1 13.0 0.6 3.2 14.8 0.0 5.4 2.3
Number of Traders in Each Category Total Traders: 147
4 7 . 24 7 5 55 26 8 13 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 47,708
Positions
981 16,751 1,548 16,715 3,545 0 18,490 19,891 1,524 3,997 2,740 102 4,351 1,607
Changes from: June 22, 2021 Total Change is: 5,630
-452 0 1,548 -805 1,022 -120 4,981 3,447 1,060 425 450 32 -1,039 -1,809
Percent of Open Interest Represented by Each Category of Trader
2.1 35.1 3.2 35.0 7.4 0.0 38.8 41.7 3.2 8.4 5.7 0.2 9.1 3.4
Number of Traders in Each Category Total Traders: 75
. . . 14 6 0 21 11 . 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 41,352
Positions
8,837 15,372 0 4,863 7,011 1,090 20,951 12,640 727 343 768 20 4,521 3,724
Changes from: June 22, 2021 Total Change is: 2,067
784 761 0 -178 1,259 203 797 107 212 343 -428 0 -94 -47
Percent of Open Interest Represented by Each Category of Trader
21.4 37.2 0.0 11.8 17.0 2.6 50.7 30.6 1.8 0.8 1.9 0.0 10.9 9.0
Number of Traders in Each Category Total Traders: 85
7 4 0 15 9 5 28 16 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 17,995
Positions
2,684 4,900 0 9,157 2,422 86 3,449 9,262 0 1,037 0 0 1,582 1,325
Changes from: June 22, 2021 Total Change is: -244
0 10 0 -269 -117 86 -735 211 0 440 -150 0 234 -284
Percent of Open Interest Represented by Each Category of Trader
14.9 27.2 0.0 50.9 13.5 0.5 19.2 51.5 0.0 5.8 0.0 0.0 8.8 7.4
Number of Traders in Each Category Total Traders: 37
. . 0 8 . . 10 12 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 52,814
Positions
13,900 23,017 586 16,306 2,147 368 10,771 6,022 1,311 616 14,236 0 8,957 5,128
Changes from: June 22, 2021 Total Change is: 1,505
-1,315 5,152 20 4,515 360 -1,298 479 -1,472 -976 1 0 0 78 -281
Percent of Open Interest Represented by Each Category of Trader
26.3 43.6 1.1 30.9 4.1 0.7 20.4 11.4 2.5 1.2 27.0 0.0 17.0 9.7
Number of Traders in Each Category Total Traders: 110
12 14 . 28 7 7 25 18 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 105,627
Positions
27,800 46,034 1,172 32,611 4,294 735 21,542 12,043 2,621 1,232 28,472 0 17,914 10,256
Changes from: June 22, 2021 Total Change is: 3,010
-2,629 10,304 39 9,030 719 -2,595 958 -2,944 -1,951 2 0 0 156 -562
Percent of Open Interest Represented by Each Category of Trader
26.3 43.6 1.1 30.9 4.1 0.7 20.4 11.4 2.5 1.2 27.0 0.0 17.0 9.7
Number of Traders in Each Category Total Traders: 110
12 14 . 28 7 7 25 18 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 40,871
Positions
1,536 35,496 0 33,247 0 819 2,383 4,188 0 0 0 0 2,886 368
Changes from: June 22, 2021 Total Change is: 3,023
154 1,605 0 1,874 0 26 709 1,551 0 0 0 0 260 -159
Percent of Open Interest Represented by Each Category of Trader
3.8 86.8 0.0 81.3 0.0 2.0 5.8 10.2 0.0 0.0 0.0 0.0 7.1 0.9
Number of Traders in Each Category Total Traders: 35
. 9 0 17 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 526,777
Positions
34,129 149,555 29,369 270,225 76,894 53,172 38,980 79,068 17,416 23,084 65,512 1,842 58,560 53,949
Changes from: June 22, 2021 Total Change is: 6,937
671 -3,588 2,313 -5,379 -5,067 672 4,520 6,719 1,781 -520 -576 444 2,435 4,238
Percent of Open Interest Represented by Each Category of Trader
6.5 28.4 5.6 51.3 14.6 10.1 7.4 15.0 3.3 4.4 12.4 0.3 11.1 10.2
Number of Traders in Each Category Total Traders: 523
33 30 20 169 79 103 66 93 53 34 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 24,056
Positions
2,817 19,527 0 17,060 4,055 0 2,388 0 0 0 0 0 1,791 474
Changes from: June 22, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.7 81.2 0.0 70.9 16.9 0.0 9.9 0.0 0.0 0.0 0.0 0.0 7.4 2.0
Number of Traders in Each Category Total Traders: 20
. 8 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 23,057
Positions
4,663 19,490 0 13,492 0 0 1,498 2,091 259 0 0 0 3,145 1,217
Changes from: June 22, 2021 Total Change is: 354
-59 -21 -31 180 0 0 299 300 0 0 0 0 -35 106
Percent of Open Interest Represented by Each Category of Trader
20.2 84.5 0.0 58.5 0.0 0.0 6.5 9.1 1.1 0.0 0.0 0.0 13.6 5.3
Number of Traders in Each Category Total Traders: 31
4 7 0 11 0 0 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 2,571,895
Positions
170,643 776,853 117,397 1,351,124 384,470 265,858 198,058 387,468 63,104 115,419 328,060 8,711 281,581 239,974
Changes from: June 22, 2021 Total Change is: 8,011
3,356 -6,490 114 -26,895 -25,333 3,361 18,927 37,099 -3,139 -2,601 -2,878 2,222 12,666 3,055
Percent of Open Interest Represented by Each Category of Trader
6.6 30.2 4.6 52.5 14.9 10.3 7.7 15.1 2.5 4.5 12.8 0.3 10.9 9.3
Number of Traders in Each Category Total Traders: 523
33 30 17 169 79 103 67 92 52 34 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 41,358
Positions
2,434 39,672 13 32,971 337 225 1,571 549 11 0 0 0 4,133 551
Changes from: June 22, 2021 Total Change is: -2,190
124 -1,177 13 -2,004 0 0 -140 161 -250 0 0 0 67 -937
Percent of Open Interest Represented by Each Category of Trader
5.9 95.9 0.0 79.7 0.8 0.5 3.8 1.3 0.0 0.0 0.0 0.0 10.0 1.3
Number of Traders in Each Category Total Traders: 39
4 9 . 18 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 18,797
Positions
954 17,885 0 13,455 38 313 1,168 0 0 0 0 0 2,907 561
Changes from: June 22, 2021 Total Change is: -183
289 -150 0 0 0 0 -256 0 0 0 0 0 -216 -33
Percent of Open Interest Represented by Each Category of Trader
5.1 95.1 0.0 71.6 0.2 1.7 6.2 0.0 0.0 0.0 0.0 0.0 15.5 3.0
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 29, 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 42,441
Positions
3,922 12,543 149 25,089 20,749 2,253 2,510 2,012 3 0 0 0 8,515 4,732
Changes from: June 22, 2021 Total Change is: -1,438
29 -970 1 -1,285 -403 -51 358 -182 -15 0 0 0 -475 182
Percent of Open Interest Represented by Each Category of Trader
9.2 29.6 0.4 59.1 48.9 5.3 5.9 4.7 0.0 0.0 0.0 0.0 20.1 11.1
Number of Traders in Each Category Total Traders: 63
4 7 . 27 14 9 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 420,941
Positions
88,352 62,021 4,994 214,927 150,236 37,552 36,537 89,766 3,389 6,334 50,738 1,377 27,479 20,868
Changes from: June 22, 2021 Total Change is: 6,180
3,006 -337 951 489 1,067 172 -3,064 4,081 495 1,149 -1,829 1,361 1,621 219
Percent of Open Interest Represented by Each Category of Trader
21.0 14.7 1.2 51.1 35.7 8.9 8.7 21.3 0.8 1.5 12.1 0.3 6.5 5.0
Number of Traders in Each Category Total Traders: 323
28 15 . 90 46 47 40 71 17 10 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 33,222
Positions
5,656 31,842 0 23,542 482 0 1,795 405 0 0 0 0 2,229 493
Changes from: June 22, 2021 Total Change is: 7
0 311 0 -441 0 0 522 -290 -21 0 0 0 -53 7
Percent of Open Interest Represented by Each Category of Trader
17.0 95.8 0.0 70.9 1.5 0.0 5.4 1.2 0.0 0.0 0.0 0.0 6.7 1.5
Number of Traders in Each Category Total Traders: 27
. 8 0 13 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 16,490
Positions
553 3,548 0 10,766 206 26 230 4,738 0 1,118 2,738 0 3,797 5,234
Changes from: June 22, 2021 Total Change is: 513
278 321 0 389 -15 14 0 -481 0 0 524 0 -168 150
Percent of Open Interest Represented by Each Category of Trader
3.4 21.5 0.0 65.3 1.2 0.2 1.4 28.7 0.0 6.8 16.6 0.0 23.0 31.7
Number of Traders in Each Category Total Traders: 25
. . 0 12 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 40,908
Positions
7,228 3,802 376 8,467 4,109 389 15,346 2,519 8 2,267 1,508 0 6,827 28,197
Changes from: June 22, 2021 Total Change is: -1,745
605 626 67 -1,165 615 -105 -2,039 -1,602 -65 260 -275 0 697 -1,006
Percent of Open Interest Represented by Each Category of Trader
17.7 9.3 0.9 20.7 10.0 1.0 37.5 6.2 0.0 5.5 3.7 0.0 16.7 68.9
Number of Traders in Each Category Total Traders: 50
6 7 . 11 5 5 11 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 407,387
Positions
36,550 258,209 8,587 270,093 64,834 55,959 18,423 8,271 790 6,516 3,915 49 10,420 6,773
Changes from: June 22, 2021 Total Change is: -3,322
4,387 -2,414 -138 -5,105 406 -2,407 744 -1,826 -139 523 261 0 -1,187 2,935
Percent of Open Interest Represented by Each Category of Trader
9.0 63.4 2.1 66.3 15.9 13.7 4.5 2.0 0.2 1.6 1.0 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 182
13 12 7 79 35 44 24 9 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 1,029,911
Positions
80,916 435,314 4,299 663,279 299,629 120,186 77,667 56,237 3,946 38,088 51,408 8,535 32,995 50,357
Changes from: June 22, 2021 Total Change is: 12,267
-3,941 -64,006 506 22,767 22,724 10,355 -6,517 15,534 -2,607 1,952 5,283 10 -10,258 24,468
Percent of Open Interest Represented by Each Category of Trader
7.9 42.3 0.4 64.4 29.1 11.7 7.5 5.5 0.4 3.7 5.0 0.8 3.2 4.9
Number of Traders in Each Category Total Traders: 404
25 19 8 169 65 86 57 30 22 30 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 219,407
Positions
31,267 170,332 30,265 15,944 7,097 2,781 129,496 406 8,266 1,057 177 0 331 83
Changes from: June 22, 2021 Total Change is: 11,244
-7,760 8,458 2,920 48 200 0 16,203 -179 -145 -98 20 -1 77 -29
Percent of Open Interest Represented by Each Category of Trader
14.3 77.6 13.8 7.3 3.2 1.3 59.0 0.2 3.8 0.5 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 85
9 20 17 13 . . 30 . 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 44,827
Positions
11,487 7,150 236 11,354 9,068 1,196 11,339 14,528 549 1,823 2,732 38 6,805 9,330
Changes from: June 22, 2021 Total Change is: 73
1,062 570 2 325 -1,108 -119 -1,159 498 -11 83 -347 1 -111 588
Percent of Open Interest Represented by Each Category of Trader
25.6 15.9 0.5 25.3 20.2 2.7 25.3 32.4 1.2 4.1 6.1 0.1 15.2 20.8
Number of Traders in Each Category Total Traders: 297
25 21 . 59 48 38 45 60 23 14 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 224,134
Positions
57,434 35,749 1,178 56,771 45,341 5,982 56,697 72,641 2,744 9,114 13,659 191 34,023 46,649
Changes from: June 22, 2021 Total Change is: 365
5,310 2,849 9 1,627 -5,538 -597 -5,793 2,488 -55 414 -1,736 3 -553 2,942
Percent of Open Interest Represented by Each Category of Trader
25.6 15.9 0.5 25.3 20.2 2.7 25.3 32.4 1.2 4.1 6.1 0.1 15.2 20.8
Number of Traders in Each Category Total Traders: 297
25 21 . 59 48 38 45 60 23 14 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 42,454
Positions
541 0 0 553 0 0 12,768 1,448 289 2,970 3,101 310 25,023 37,306
Changes from: June 22, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 1.3 0.0 0.0 30.1 3.4 0.7 7.0 7.3 0.7 58.9 87.9
Number of Traders in Each Category Total Traders: 24
. 0 0 . 0 0 9 4 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 1,173,088
Positions
10,260 112,790 2,892 565,989 303,226 228,898 66,624 261,932 27,751 102,562 48,745 2,057 166,055 184,797
Changes from: June 22, 2021 Total Change is: -5,872
3,564 -3,454 -799 -3,824 -11,169 -2,201 5,873 2,691 1,137 -6,978 10,430 -301 -2,343 -2,206
Percent of Open Interest Represented by Each Category of Trader
0.9 9.6 0.2 48.2 25.8 19.5 5.7 22.3 2.4 8.7 4.2 0.2 14.2 15.8
Number of Traders in Each Category Total Traders: 194
8 18 5 56 36 54 17 40 12 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 1,192,070
Positions
31,601 94,173 0 643,198 287,739 213,192 80,477 415,379 12,844 69,452 24,386 0 141,306 144,357
Changes from: June 22, 2021 Total Change is: -6,490
12,707 -13,086 -270 -32,862 798 8,013 12,596 3,924 -2,758 -1,991 -922 0 -1,925 -2,189
Percent of Open Interest Represented by Each Category of Trader
2.7 7.9 0.0 54.0 24.1 17.9 6.8 34.8 1.1 5.8 2.0 0.0 11.9 12.1
Number of Traders in Each Category Total Traders: 160
. 12 0 72 28 58 8 25 10 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 2,050,078
Positions
80,247 134,571 25,398 834,507 523,345 307,312 443,469 698,571 95,862 122,917 129,525 1,240 139,126 134,254
Changes from: June 22, 2021 Total Change is: -4,553
-2,404 25,491 3,684 -48,749 50,186 1,627 32,013 -118,382 23,688 -13,246 2,330 0 -1,166 6,823
Percent of Open Interest Represented by Each Category of Trader
3.9 6.6 1.2 40.7 25.5 15.0 21.6 34.1 4.7 6.0 6.3 0.1 6.8 6.5
Number of Traders in Each Category Total Traders: 310
15 33 10 88 46 75 45 49 26 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 4,296,288
Positions
177,941 244,260 23,323 1,591,702 1,520,664 764,873 1,143,700 726,968 86,181 187,809 364,730 2,892 317,867 562,397
Changes from: June 22, 2021 Total Change is: 27,721
2,743 -6,995 -6,777 1,588 -4,316 -3,712 36 -21,735 24,486 -5,361 48,382 31 14,687 -1,643
Percent of Open Interest Represented by Each Category of Trader
4.1 5.7 0.5 37.0 35.4 17.8 26.6 16.9 2.0 4.4 8.5 0.1 7.4 13.1
Number of Traders in Each Category Total Traders: 437
21 34 13 79 112 107 58 86 42 17 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 1,542,219
Positions
117,754 20,906 6,157 477,965 660,998 175,848 580,946 299,162 6,913 63,368 100,011 792 112,476 271,432
Changes from: June 22, 2021 Total Change is: 24,172
8,921 -1,226 3,631 -6,310 4,284 1,109 15,634 1,818 471 3,750 12,513 0 -3,034 1,572
Percent of Open Interest Represented by Each Category of Trader
7.6 1.4 0.4 31.0 42.9 11.4 37.7 19.4 0.4 4.1 6.5 0.1 7.3 17.6
Number of Traders in Each Category Total Traders: 160
10 6 5 21 66 51 25 14 11 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 3,542,026
Positions
78,602 176,703 16,202 1,873,533 1,117,069 604,479 356,186 869,979 95,202 235,098 226,184 223 282,501 435,985
Changes from: June 22, 2021 Total Change is: 95,029
20,776 40,075 -5,824 110,637 -3,918 6,700 -25,225 44,652 -25,573 2,660 14,277 -1 10,879 24,641
Percent of Open Interest Represented by Each Category of Trader
2.2 5.0 0.5 52.9 31.5 17.1 10.1 24.6 2.7 6.6 6.4 0.0 8.0 12.3
Number of Traders in Each Category Total Traders: 324
18 27 8 77 64 78 36 62 25 10 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 1,080,858
Positions
296,368 189,874 353,672 20,334 6,701 4,515 120,052 229,336 259,432 600 7,365 0 25,885 29,963
Changes from: June 22, 2021 Total Change is: 8,657
-23,862 18,460 17,830 4,788 114 -2,508 -9,092 -49,545 24,832 0 1,800 0 -3,331 -2,326
Percent of Open Interest Represented by Each Category of Trader
27.4 17.6 32.7 1.9 0.6 0.4 11.1 21.2 24.0 0.1 0.7 0.0 2.4 2.8
Number of Traders in Each Category Total Traders: 102
19 34 46 . . 4 21 17 31 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 is12,198,898
Positions
2,934,963 1,469,122 1,993,054 461,124 1,196,389 824,906 2,279,011 2,632,817 2,905,131 49,793 180,300 159,319 591,597 837,860
Changes from: June 22, 2021 Total Change is: 984
160,652 -93,319 15,706 -111,385 131,674 41,019 -16,359 -43,667 -80,341 15,139 -609 -7,279 -16,168 37,800
Percent of Open Interest Represented by Each Category of Trader
24.1 12.0 16.3 3.8 9.8 6.8 18.7 21.6 23.8 0.4 1.5 1.3 4.8 6.9
Number of Traders in Each Category Total Traders: 245
35 39 71 20 15 24 44 60 93 4 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 612,389
Positions
119,352 139,825 179,509 17,553 2,334 8,692 132,025 120,580 149,514 405 6,529 5,275 64 131
Changes from: June 22, 2021 Total Change is: 24,479
-2,400 -911 5,384 2,985 -4,283 2,349 -1,158 -1,164 17,486 -245 5,548 54 24 16
Percent of Open Interest Represented by Each Category of Trader
19.5 22.8 29.3 2.9 0.4 1.4 21.6 19.7 24.4 0.1 1.1 0.9 0.0 0.0
Number of Traders in Each Category Total Traders: 112
18 25 25 4 . . 16 29 33 7 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 220,454
Positions
28,659 83,037 36,347 4,756 6,535 2,008 88,940 38,382 52,369 6,171 511 1,176 28 89
Changes from: June 22, 2021 Total Change is: 6,297
-3,600 5,311 4,997 -35 -848 -456 12,527 4,239 -7,161 -3 163 37 -9 15
Percent of Open Interest Represented by Each Category of Trader
13.0 37.7 16.5 2.2 3.0 0.9 40.3 17.4 23.8 2.8 0.2 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 88
10 23 15 . 4 . 18 24 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 97,017
Positions
1,050 29,243 0 1,469 2,450 0 1,718 37,090 27,653 65,088 500 0 39 81
Changes from: June 22, 2021 Total Change is: 6,246
0 4,449 0 0 156 0 199 -3,591 5,231 830 0 0 -14 1
Percent of Open Interest Represented by Each Category of Trader
1.1 30.1 0.0 1.5 2.5 0.0 1.8 38.2 28.5 67.1 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 26
. 7 0 . 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 6,788
Positions
248 120 49 542 613 0 2,291 4,357 416 1,389 180 238 1,615 815
Changes from: June 22, 2021 Total Change is: -1,126
-7 -25 -32 123 -126 0 -272 -570 -58 -521 -181 -61 -298 -73
Percent of Open Interest Represented by Each Category of Trader
3.7 1.8 0.7 8.0 9.0 0.0 33.8 64.2 6.1 20.5 2.7 3.5 23.8 12.0
Number of Traders in Each Category Total Traders: 63
. . . . 4 0 20 21 9 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 15,481
Positions
0 124 0 0 0 0 8,095 12,974 677 2,128 652 135 4,446 919
Changes from: June 22, 2021 Total Change is: -13,239
-214 -1,149 0 -60 0 0 -1,421 2,059 -9,702 -442 -4,336 23 -1,423 -134
Percent of Open Interest Represented by Each Category of Trader
0.0 0.8 0.0 0.0 0.0 0.0 52.3 83.8 4.4 13.7 4.2 0.9 28.7 5.9
Number of Traders in Each Category Total Traders: 77
0 . 0 0 0 0 11 8 . 48 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 2,733
Positions
59 88 43 0 81 0 1,136 2,087 28 333 62 27 1,107 317
Changes from: June 22, 2021 Total Change is: -163
6 10 10 0 -45 0 -38 -130 -26 -144 -16 27 2 7
Percent of Open Interest Represented by Each Category of Trader
2.2 3.2 1.6 0.0 3.0 0.0 41.6 76.4 1.0 12.2 2.3 1.0 40.5 11.6
Number of Traders in Each Category Total Traders: 40
. . . 0 . 0 13 15 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 34,924
Positions
1,311 3,554 1 11,857 4,600 1,039 8,425 21,743 767 4,295 946 5 7,224 2,269
Changes from: June 22, 2021 Total Change is: 295
-124 0 -1 12 -1,178 -37 -530 1,599 58 906 581 -32 43 -695
Percent of Open Interest Represented by Each Category of Trader
3.8 10.2 0.0 34.0 13.2 3.0 24.1 62.3 2.2 12.3 2.7 0.0 20.7 6.5
Number of Traders in Each Category Total Traders: 105
. . . 11 7 . 20 28 6 26 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 327,935
Positions
53,205 18,578 11,062 108,751 82,461 33,515 36,072 97,036 52,022 7,303 2,440 5,204 20,801 25,617
Changes from: June 22, 2021 Total Change is: 10,638
635 1,402 582 7,492 375 -1,038 4,921 10,694 -1,235 -219 -287 955 -1,455 -810
Percent of Open Interest Represented by Each Category of Trader
16.2 5.7 3.4 33.2 25.1 10.2 11.0 29.6 15.9 2.2 0.7 1.6 6.3 7.8
Number of Traders in Each Category Total Traders: 176
12 12 19 15 34 22 33 48 45 7 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 29, 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 49,534
Positions
4,245 7,883 118 39,740 2,251 0 519 39,144 0 4,513 27 0 399 111
Changes from: June 22, 2021 Total Change is: 3,361
40 -93 93 1,440 0 0 51 3,353 0 2,067 0 0 -330 8
Percent of Open Interest Represented by Each Category of Trader
8.6 15.9 0.2 80.2 4.5 0.0 1.0 79.0 0.0 9.1 0.1 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 51
. 4 . 13 4 0 4 6 0 16 . 0
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Updated July 02, 2021