Traders in Financial Futures - Futures Only Positions as of July 6, 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 202,136
Positions
10,742 127,454 623 63,486 15,632 6,214 53,925 27,315 4,318 18,473 1,714 9 44,346 18,857
Changes from: June 29, 2021 Total Change is: 5,208
2,748 -1,251 -9 -1,717 4,238 -1,304 3,550 2,676 410 796 222 -4 738 230
Percent of Open Interest Represented by Each Category of Trader
5.3 63.1 0.3 31.4 7.7 3.1 26.7 13.5 2.1 9.1 0.8 0.0 21.9 9.3
Number of Traders in Each Category Total Traders: 107
5 7 . 24 11 9 24 21 11 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 44,739
Positions
10,219 5,800 13 2,185 12,776 865 21,735 5,205 127 0 642 0 9,595 19,311
Changes from: June 29, 2021 Total Change is: 2,055
3,109 -677 0 -404 2,476 340 288 -698 -8 0 0 0 -1,270 622
Percent of Open Interest Represented by Each Category of Trader
22.8 13.0 0.0 4.9 28.6 1.9 48.6 11.6 0.3 0.0 1.4 0.0 21.4 43.2
Number of Traders in Each Category Total Traders: 50
7 . . . 15 5 13 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 178,783
Positions
37,795 53,695 2,205 39,701 53,386 7,015 55,336 25,501 3,548 3,049 6,831 293 29,841 26,309
Changes from: June 29, 2021 Total Change is: 9,553
8,903 -2,406 345 -4,683 5,969 458 6,788 -1,296 1,871 -236 412 293 -4,186 3,907
Percent of Open Interest Represented by Each Category of Trader
21.1 30.0 1.2 22.2 29.9 3.9 31.0 14.3 2.0 1.7 3.8 0.2 16.7 14.7
Number of Traders in Each Category Total Traders: 121
5 7 5 16 28 15 32 22 21 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 205,341
Positions
105,631 1,862 409 38,839 78,359 9,052 32,680 73,029 1,329 700 1,605 0 16,701 39,696
Changes from: June 29, 2021 Total Change is: 9,643
5,733 1,027 -130 -4,146 9,298 3,757 6,660 -3,253 -436 0 0 0 -1,795 -620
Percent of Open Interest Represented by Each Category of Trader
51.4 0.9 0.2 18.9 38.2 4.4 15.9 35.6 0.6 0.3 0.8 0.0 8.1 19.3
Number of Traders in Each Category Total Traders: 129
11 4 4 17 31 13 28 34 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 699,383
Positions
24,503 441,656 3,309 445,331 94,060 25,693 52,702 68,652 8,020 41,802 6,938 3,722 94,301 47,333
Changes from: June 29, 2021 Total Change is: 1,958
3,346 -13,798 -393 -4,711 7,300 970 1,357 4,557 517 1,058 503 0 -186 2,302
Percent of Open Interest Represented by Each Category of Trader
3.5 63.1 0.5 63.7 13.4 3.7 7.5 9.8 1.1 6.0 1.0 0.5 13.5 6.8
Number of Traders in Each Category Total Traders: 305
15 14 7 112 35 46 41 48 22 30 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 28,787
Positions
0 9,567 0 11,060 4,209 2,859 479 4,649 1,196 800 0 0 12,393 6,307
Changes from: June 29, 2021 Total Change is: 21
0 0 0 103 12 175 0 -113 0 0 0 0 -257 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 33.2 0.0 38.4 14.6 9.9 1.7 16.1 4.2 2.8 0.0 0.0 43.1 21.9
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 July 6, 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 26,859
Positions
1,444 1,593 0 7,061 17,298 2,249 7,054 1,545 0 0 975 0 9,051 3,199
Changes from: June 29, 2021 Total Change is: 3,362
0 400 0 33 3,201 -2 3,487 0 0 0 0 0 -156 -237
Percent of Open Interest Represented by Each Category of Trader
5.4 5.9 0.0 26.3 64.4 8.4 26.3 5.8 0.0 0.0 3.6 0.0 33.7 11.9
Number of Traders in Each Category Total Traders: 29
. . 0 7 11 5 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 147,352
Positions
25,548 17,975 465 41,668 77,195 2,553 47,777 23,384 900 5,176 0 0 23,265 24,880
Changes from: June 29, 2021 Total Change is: 6,870
5,993 -4,564 38 -4,623 3,652 499 6,788 6,424 -334 -283 -800 0 -1,208 1,955
Percent of Open Interest Represented by Each Category of Trader
17.3 12.2 0.3 28.3 52.4 1.7 32.4 15.9 0.6 3.5 0.0 0.0 15.8 16.9
Number of Traders in Each Category Total Traders: 86
8 5 . 12 16 7 21 22 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 45,994
Positions
412 22,381 0 33,087 0 0 8,305 21,003 0 1,448 1,125 0 2,742 1,485
Changes from: June 29, 2021 Total Change is: 1,632
-39 83 0 2,265 0 0 -206 1,102 0 -1 222 -95 -292 320
Percent of Open Interest Represented by Each Category of Trader
0.9 48.7 0.0 71.9 0.0 0.0 18.1 45.7 0.0 3.1 2.4 0.0 6.0 3.2
Number of Traders in Each Category Total Traders: 51
. 5 0 15 0 0 16 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 147,459
Positions
1,580 92,424 506 64,477 7,696 1,372 65,397 20,350 923 4,984 21,554 0 8,220 2,634
Changes from: June 29, 2021 Total Change is: 3,024
-1,310 1,850 0 1,426 -255 265 1,769 1,642 45 389 106 0 440 -629
Percent of Open Interest Represented by Each Category of Trader
1.1 62.7 0.3 43.7 5.2 0.9 44.3 13.8 0.6 3.4 14.6 0.0 5.6 1.8
Number of Traders in Each Category Total Traders: 154
. 10 . 25 6 5 55 31 7 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 43,715
Positions
959 17,480 0 16,270 1,444 0 17,100 19,150 743 4,961 3,381 54 3,628 1,463
Changes from: June 29, 2021 Total Change is: -3,993
-22 729 -1,548 -445 -2,101 0 -1,390 -741 -781 964 641 -48 -723 -144
Percent of Open Interest Represented by Each Category of Trader
2.2 40.0 0.0 37.2 3.3 0.0 39.1 43.8 1.7 11.3 7.7 0.1 8.3 3.3
Number of Traders in Each Category Total Traders: 76
. . 0 14 5 0 20 12 . 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 41,756
Positions
9,211 15,598 0 4,890 8,562 1,072 20,973 11,615 670 298 899 20 4,622 3,320
Changes from: June 29, 2021 Total Change is: 404
374 226 0 27 1,551 -18 22 -1,025 -57 -45 131 0 101 -404
Percent of Open Interest Represented by Each Category of Trader
22.1 37.4 0.0 11.7 20.5 2.6 50.2 27.8 1.6 0.7 2.2 0.0 11.1 8.0
Number of Traders in Each Category Total Traders: 82
7 . 0 13 11 5 29 13 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 17,131
Positions
2,685 4,897 0 8,362 2,832 0 3,446 8,110 0 1,039 0 0 1,599 1,292
Changes from: June 29, 2021 Total Change is: -864
1 -3 0 -795 410 -86 -3 -1,152 0 2 0 0 17 -33
Percent of Open Interest Represented by Each Category of Trader
15.7 28.6 0.0 48.8 16.5 0.0 20.1 47.3 0.0 6.1 0.0 0.0 9.3 7.5
Number of Traders in Each Category Total Traders: 38
. . 0 7 . 0 10 13 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 52,986
Positions
13,684 26,021 607 16,685 2,634 372 11,002 1,864 1,496 616 14,647 0 8,524 5,346
Changes from: June 29, 2021 Total Change is: 172
-216 3,004 21 380 487 5 231 -4,158 186 0 411 0 -433 218
Percent of Open Interest Represented by Each Category of Trader
25.8 49.1 1.1 31.5 5.0 0.7 20.8 3.5 2.8 1.2 27.6 0.0 16.1 10.1
Number of Traders in Each Category Total Traders: 109
12 16 . 27 9 6 27 10 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 105,971
Positions
27,368 52,042 1,213 33,370 5,267 744 22,004 3,727 2,992 1,232 29,294 0 17,048 10,692
Changes from: June 29, 2021 Total Change is: 344
-432 6,008 41 759 973 9 462 -8,316 371 0 822 0 -866 436
Percent of Open Interest Represented by Each Category of Trader
25.8 49.1 1.1 31.5 5.0 0.7 20.8 3.5 2.8 1.2 27.6 0.0 16.1 10.1
Number of Traders in Each Category Total Traders: 109
12 16 . 27 9 6 27 10 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 42,492
Positions
1,986 36,450 400 33,352 0 1,300 2,705 4,080 0 0 0 0 2,749 262
Changes from: June 29, 2021 Total Change is: 1,621
450 954 400 105 0 481 322 -108 0 0 0 0 -137 -106
Percent of Open Interest Represented by Each Category of Trader
4.7 85.8 0.9 78.5 0.0 3.1 6.4 9.6 0.0 0.0 0.0 0.0 6.5 0.6
Number of Traders in Each Category Total Traders: 35
4 8 . 17 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 535,166
Positions
37,170 148,703 29,074 271,623 79,349 51,946 41,976 82,568 20,698 24,694 69,243 894 57,092 52,693
Changes from: June 29, 2021 Total Change is: 8,389
3,041 -852 -296 1,398 2,455 -1,226 2,996 3,500 3,282 1,610 3,731 -949 -1,468 -1,256
Percent of Open Interest Represented by Each Category of Trader
6.9 27.8 5.4 50.8 14.8 9.7 7.8 15.4 3.9 4.6 12.9 0.2 10.7 9.8
Number of Traders in Each Category Total Traders: 519
33 30 21 167 80 101 64 94 49 31 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 23,894
Positions
7,667 17,232 0 10,469 4,055 2,158 1,845 0 0 0 0 0 1,755 449
Changes from: June 29, 2021 Total Change is: -162
4,850 -2,295 0 -6,591 0 2,158 -543 0 0 0 0 0 -36 -25
Percent of Open Interest Represented by Each Category of Trader
32.1 72.1 0.0 43.8 17.0 9.0 7.7 0.0 0.0 0.0 0.0 0.0 7.3 1.9
Number of Traders in Each Category Total Traders: 20
4 7 0 4 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 23,112
Positions
4,806 19,778 0 13,623 0 145 1,442 1,962 240 0 0 0 2,856 987
Changes from: June 29, 2021 Total Change is: 55
143 288 0 131 0 145 -56 -129 -19 0 0 0 -289 -230
Percent of Open Interest Represented by Each Category of Trader
20.8 85.6 0.0 58.9 0.0 0.6 6.2 8.5 1.0 0.0 0.0 0.0 12.4 4.3
Number of Traders in Each Category Total Traders: 33
4 8 0 12 0 . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 2,610,712
Positions
185,849 765,094 123,419 1,358,115 396,744 259,729 220,190 400,789 64,956 123,471 346,214 4,468 270,515 249,299
Changes from: June 29, 2021 Total Change is: 38,817
15,206 -11,759 6,022 6,991 12,274 -6,129 22,132 13,321 1,852 8,052 18,154 -4,243 -11,066 9,325
Percent of Open Interest Represented by Each Category of Trader
7.1 29.3 4.7 52.0 15.2 9.9 8.4 15.4 2.5 4.7 13.3 0.2 10.4 9.5
Number of Traders in Each Category Total Traders: 519
33 30 18 167 80 101 65 93 47 31 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 41,002
Positions
2,667 39,202 19 32,688 337 157 1,340 541 11 0 0 0 4,120 735
Changes from: June 29, 2021 Total Change is: -356
233 -470 6 -283 0 -68 -231 -8 0 0 0 0 -13 184
Percent of Open Interest Represented by Each Category of Trader
6.5 95.6 0.0 79.7 0.8 0.4 3.3 1.3 0.0 0.0 0.0 0.0 10.0 1.8
Number of Traders in Each Category Total Traders: 39
5 9 . 18 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 43,372
Positions
4,557 13,790 145 25,324 21,555 2,090 2,087 1,910 3 0 0 0 9,166 3,879
Changes from: June 29, 2021 Total Change is: 931
635 1,247 -4 235 806 -163 -423 -102 0 0 0 0 651 -853
Percent of Open Interest Represented by Each Category of Trader
10.5 31.8 0.3 58.4 49.7 4.8 4.8 4.4 0.0 0.0 0.0 0.0 21.1 8.9
Number of Traders in Each Category Total Traders: 67
5 8 . 27 17 9 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 419,777
Positions
90,940 55,018 5,880 210,712 154,379 37,319 37,924 89,531 3,069 4,431 52,668 883 28,619 21,030
Changes from: June 29, 2021 Total Change is: -1,164
2,588 -7,003 886 -4,215 4,143 -233 1,387 -235 -320 -1,903 1,930 -494 1,140 162
Percent of Open Interest Represented by Each Category of Trader
21.7 13.1 1.4 50.2 36.8 8.9 9.0 21.3 0.7 1.1 12.5 0.2 6.8 5.0
Number of Traders in Each Category Total Traders: 319
27 13 6 88 47 49 44 69 21 9 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 32,637
Positions
5,882 31,065 0 23,298 482 0 1,524 649 5 0 0 0 1,928 436
Changes from: June 29, 2021 Total Change is: -585
226 -777 0 -244 0 0 -271 244 5 0 0 0 -301 -57
Percent of Open Interest Represented by Each Category of Trader
18.0 95.2 0.0 71.4 1.5 0.0 4.7 2.0 0.0 0.0 0.0 0.0 5.9 1.3
Number of Traders in Each Category Total Traders: 29
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 16,762
Positions
863 3,520 0 10,380 206 26 698 4,907 0 1,118 2,527 0 3,677 5,576
Changes from: June 29, 2021 Total Change is: 272
310 -28 0 -386 0 0 468 169 0 0 -211 0 -120 342
Percent of Open Interest Represented by Each Category of Trader
5.1 21.0 0.0 61.9 1.2 0.2 4.2 29.3 0.0 6.7 15.1 0.0 21.9 33.3
Number of Traders in Each Category Total Traders: 25
. . 0 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 43,850
Positions
8,268 4,560 490 8,166 4,762 522 18,040 4,433 93 2,571 708 0 5,700 28,282
Changes from: June 29, 2021 Total Change is: 2,942
1,040 758 114 -301 653 133 2,694 1,914 85 304 -800 0 -1,127 85
Percent of Open Interest Represented by Each Category of Trader
18.9 10.4 1.1 18.6 10.9 1.2 41.1 10.1 0.2 5.9 1.6 0.0 13.0 64.5
Number of Traders in Each Category Total Traders: 55
9 9 . 11 4 5 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 424,244
Positions
39,680 264,349 10,215 274,879 64,568 64,121 16,992 9,639 778 6,704 3,537 0 10,875 7,037
Changes from: June 29, 2021 Total Change is: 16,857
3,130 6,140 1,628 4,786 -266 8,162 -1,431 1,368 -12 188 -378 -49 455 264
Percent of Open Interest Represented by Each Category of Trader
9.4 62.3 2.4 64.8 15.2 15.1 4.0 2.3 0.2 1.6 0.8 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 187
11 13 6 79 40 43 22 13 4 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 1,043,998
Positions
86,421 488,723 3,873 669,435 302,591 111,356 85,038 55,761 5,701 42,806 49,888 8,537 30,831 17,568
Changes from: June 29, 2021 Total Change is: 14,087
5,505 53,409 -426 6,156 2,962 -8,830 7,371 -476 1,755 4,718 -1,520 2 -2,164 -32,789
Percent of Open Interest Represented by Each Category of Trader
8.3 46.8 0.4 64.1 29.0 10.7 8.1 5.3 0.5 4.1 4.8 0.8 3.0 1.7
Number of Traders in Each Category Total Traders: 414
27 20 8 166 67 88 56 31 25 31 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 220,735
Positions
29,292 169,527 32,965 17,369 7,097 3,091 129,064 416 7,382 1,057 177 0 515 80
Changes from: June 29, 2021 Total Change is: 1,328
-1,975 -805 2,700 1,425 0 310 -432 10 -884 0 0 0 184 -3
Percent of Open Interest Represented by Each Category of Trader
13.3 76.8 14.9 7.9 3.2 1.4 58.5 0.2 3.3 0.5 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 85
9 20 17 13 . . 29 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 45,658
Positions
12,985 7,480 165 12,303 8,868 1,236 9,881 14,430 645 1,807 3,052 57 6,578 9,724
Changes from: June 29, 2021 Total Change is: 831
1,498 331 -71 949 -200 39 -1,458 -98 96 -15 320 19 -226 395
Percent of Open Interest Represented by Each Category of Trader
28.4 16.4 0.4 26.9 19.4 2.7 21.6 31.6 1.4 4.0 6.7 0.1 14.4 21.3
Number of Traders in Each Category Total Traders: 295
29 18 4 63 44 35 41 63 23 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 228,288
Positions
64,925 37,402 824 61,516 44,342 6,178 49,407 72,149 3,225 9,037 15,261 285 32,891 48,622
Changes from: June 29, 2021 Total Change is: 4,154
7,491 1,653 -354 4,745 -999 196 -7,290 -492 481 -77 1,602 94 -1,132 1,973
Percent of Open Interest Represented by Each Category of Trader
28.4 16.4 0.4 26.9 19.4 2.7 21.6 31.6 1.4 4.0 6.7 0.1 14.4 21.3
Number of Traders in Each Category Total Traders: 295
29 18 4 63 44 35 41 63 23 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 47,253
Positions
301 1,903 0 328 0 0 16,443 2,238 762 3,070 3,616 300 26,049 38,434
Changes from: June 29, 2021 Total Change is: 4,799
-240 1,903 0 -225 0 0 3,675 790 473 100 515 -10 1,026 1,128
Percent of Open Interest Represented by Each Category of Trader
0.6 4.0 0.0 0.7 0.0 0.0 34.8 4.7 1.6 6.5 7.7 0.6 55.1 81.3
Number of Traders in Each Category Total Traders: 23
. . 0 . 0 0 9 4 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 1,172,492
Positions
10,606 102,528 2,886 553,921 306,982 229,687 67,570 274,001 26,937 101,798 42,160 2,100 176,987 185,211
Changes from: June 29, 2021 Total Change is: -596
346 -10,262 -6 -12,068 3,756 789 946 12,069 -814 -764 -6,585 43 10,932 414
Percent of Open Interest Represented by Each Category of Trader
0.9 8.7 0.2 47.2 26.2 19.6 5.8 23.4 2.3 8.7 3.6 0.2 15.1 15.8
Number of Traders in Each Category Total Traders: 195
7 18 5 59 38 56 18 37 13 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 1,192,800
Positions
31,941 91,932 676 657,513 295,004 199,488 76,634 422,740 12,524 70,779 24,343 0 143,245 146,093
Changes from: June 29, 2021 Total Change is: 730
340 -2,241 676 14,315 7,265 -13,704 -3,843 7,361 -320 1,327 -43 0 1,939 1,736
Percent of Open Interest Represented by Each Category of Trader
2.7 7.7 0.1 55.1 24.7 16.7 6.4 35.4 1.0 5.9 2.0 0.0 12.0 12.2
Number of Traders in Each Category Total Traders: 159
. 13 . 71 29 57 6 25 9 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 2,080,200
Positions
69,423 162,908 24,241 857,702 545,275 319,493 473,915 706,371 69,510 123,955 108,146 982 140,979 143,274
Changes from: June 29, 2021 Total Change is: 30,122
-10,824 28,337 -1,157 23,195 21,930 12,181 30,446 7,800 -26,352 1,038 -21,379 -258 1,853 9,020
Percent of Open Interest Represented by Each Category of Trader
3.3 7.8 1.2 41.2 26.2 15.4 22.8 34.0 3.3 6.0 5.2 0.0 6.8 6.9
Number of Traders in Each Category Total Traders: 311
13 35 8 87 50 75 41 52 23 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 4,271,063
Positions
200,926 259,549 21,139 1,546,299 1,446,466 781,100 1,132,882 680,870 81,378 167,339 406,812 2,883 337,117 590,866
Changes from: June 29, 2021 Total Change is: -25,225
22,985 15,289 -2,184 -45,403 -74,198 16,227 -10,818 -46,098 -4,803 -20,470 42,082 -9 19,250 28,469
Percent of Open Interest Represented by Each Category of Trader
4.7 6.1 0.5 36.2 33.9 18.3 26.5 15.9 1.9 3.9 9.5 0.1 7.9 13.8
Number of Traders in Each Category Total Traders: 434
20 38 12 76 111 107 56 86 42 20 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 1,540,355
Positions
115,593 25,821 8,018 474,560 641,943 174,392 564,127 322,936 8,418 77,316 94,981 793 117,138 263,053
Changes from: June 29, 2021 Total Change is: -1,864
-2,161 4,915 1,861 -3,405 -19,055 -1,456 -16,819 23,774 1,505 13,948 -5,030 1 4,662 -8,379
Percent of Open Interest Represented by Each Category of Trader
7.5 1.7 0.5 30.8 41.7 11.3 36.6 21.0 0.5 5.0 6.2 0.1 7.6 17.1
Number of Traders in Each Category Total Traders: 164
8 8 4 22 66 51 26 16 12 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 3,488,950
Positions
58,419 202,783 21,889 1,829,685 1,123,272 616,015 342,856 790,431 89,661 247,916 217,894 65 282,444 426,940
Changes from: June 29, 2021 Total Change is: -53,076
-20,183 26,080 5,687 -43,848 6,203 11,536 -13,330 -79,548 -5,541 12,818 -8,290 -158 -57 -9,045
Percent of Open Interest Represented by Each Category of Trader
1.7 5.8 0.6 52.4 32.2 17.7 9.8 22.7 2.6 7.1 6.2 0.0 8.1 12.2
Number of Traders in Each Category Total Traders: 337
12 34 10 80 67 79 36 70 26 10 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 1,019,905
Positions
267,592 139,428 357,770 27,801 6,318 3,166 87,351 227,090 245,838 0 4,918 0 30,387 35,377
Changes from: June 29, 2021 Total Change is: -60,953
-28,776 -50,446 4,098 7,467 -383 -1,349 -32,701 -2,246 -13,594 -600 -2,447 0 4,502 5,414
Percent of Open Interest Represented by Each Category of Trader
26.2 13.7 35.1 2.7 0.6 0.3 8.6 22.3 24.1 0.0 0.5 0.0 3.0 3.5
Number of Traders in Each Category Total Traders: 98
21 30 44 . . 4 19 16 30 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 is12,331,565
Positions
3,066,231 1,489,312 1,991,300 504,729 1,249,701 810,052 2,219,064 2,732,631 2,914,914 50,068 175,555 157,983 617,224 810,117
Changes from: June 29, 2021 Total Change is: 132,667
131,268 20,190 -1,754 43,605 53,312 -14,854 -59,947 99,814 9,783 275 -4,745 -1,336 25,627 -27,743
Percent of Open Interest Represented by Each Category of Trader
24.9 12.1 16.1 4.1 10.1 6.6 18.0 22.2 23.6 0.4 1.4 1.3 5.0 6.6
Number of Traders in Each Category Total Traders: 251
37 39 70 19 15 28 45 61 92 4 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 631,975
Positions
119,880 137,743 185,371 15,705 7,673 6,649 131,765 111,383 153,393 397 10,878 9,305 9,510 9,580
Changes from: June 29, 2021 Total Change is: 19,586
528 -2,082 5,862 -1,848 5,339 -2,043 -260 -9,197 3,879 -8 4,349 4,030 9,446 9,449
Percent of Open Interest Represented by Each Category of Trader
19.0 21.8 29.3 2.5 1.2 1.1 20.8 17.6 24.3 0.1 1.7 1.5 1.5 1.5
Number of Traders in Each Category Total Traders: 109
17 25 26 4 4 . 13 30 34 5 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 179,591
Positions
22,842 73,754 19,121 6,713 5,045 692 81,437 36,721 41,259 5,123 635 997 1,407 1,367
Changes from: June 29, 2021 Total Change is: -40,863
-5,817 -9,283 -17,226 1,957 -1,490 -1,316 -7,503 -1,661 -11,110 -1,048 124 -179 1,379 1,278
Percent of Open Interest Represented by Each Category of Trader
12.7 41.1 10.6 3.7 2.8 0.4 45.3 20.4 23.0 2.9 0.4 0.6 0.8 0.8
Number of Traders in Each Category Total Traders: 84
14 17 13 . . . 17 24 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 105,616
Positions
1,050 35,316 0 1,639 2,450 0 1,552 33,921 33,257 68,069 591 0 49 81
Changes from: June 29, 2021 Total Change is: 8,599
0 6,073 0 170 0 0 -166 -3,169 5,604 2,981 91 0 10 0
Percent of Open Interest Represented by Each Category of Trader
1.0 33.4 0.0 1.6 2.3 0.0 1.5 32.1 31.5 64.4 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
. 7 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 6,889
Positions
280 117 82 504 497 0 2,412 4,603 403 1,384 184 221 1,603 782
Changes from: June 29, 2021 Total Change is: 101
32 -3 33 -38 -116 0 121 246 -13 -5 4 -17 -12 -33
Percent of Open Interest Represented by Each Category of Trader
4.1 1.7 1.2 7.3 7.2 0.0 35.0 66.8 5.8 20.1 2.7 3.2 23.3 11.4
Number of Traders in Each Category Total Traders: 67
. . . . 4 0 18 24 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 16,228
Positions
130 543 0 0 0 0 8,448 13,747 491 2,483 380 155 4,521 912
Changes from: June 29, 2021 Total Change is: 747
130 419 0 0 0 0 353 773 -186 355 -272 20 75 -7
Percent of Open Interest Represented by Each Category of Trader
0.8 3.3 0.0 0.0 0.0 0.0 52.1 84.7 3.0 15.3 2.3 1.0 27.9 5.6
Number of Traders in Each Category Total Traders: 83
. . 0 0 0 0 10 8 . 56 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 3,428
Positions
70 130 0 0 120 0 1,142 2,625 42 977 73 44 1,153 394
Changes from: June 29, 2021 Total Change is: 695
11 42 -43 0 39 0 6 538 14 644 11 17 46 77
Percent of Open Interest Represented by Each Category of Trader
2.0 3.8 0.0 0.0 3.5 0.0 33.3 76.6 1.2 28.5 2.1 1.3 33.6 11.5
Number of Traders in Each Category Total Traders: 45
. . 0 0 . 0 13 16 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 37,205
Positions
1,161 12,191 1 11,652 3,799 906 10,158 16,075 592 5,156 1,513 22 7,557 2,106
Changes from: June 29, 2021 Total Change is: 2,281
-150 8,637 0 -205 -801 -133 1,733 -5,668 -175 861 567 17 333 -163
Percent of Open Interest Represented by Each Category of Trader
3.1 32.8 0.0 31.3 10.2 2.4 27.3 43.2 1.6 13.9 4.1 0.1 20.3 5.7
Number of Traders in Each Category Total Traders: 107
. . . 9 7 . 22 23 5 29 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 341,157
Positions
57,409 19,115 11,162 111,073 86,583 35,864 38,847 100,735 53,601 5,893 2,176 4,429 22,879 27,492
Changes from: June 29, 2021 Total Change is: 13,222
4,204 537 100 2,322 4,122 2,349 2,775 3,699 1,579 -1,410 -264 -775 2,078 1,875
Percent of Open Interest Represented by Each Category of Trader
16.8 5.6 3.3 32.6 25.4 10.5 11.4 29.5 15.7 1.7 0.6 1.3 6.7 8.1
Number of Traders in Each Category Total Traders: 180
14 11 19 15 34 24 37 49 49 6 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 6, 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 40,601
Positions
3,355 7,875 115 27,800 2,326 0 1,212 30,171 0 7,662 0 0 457 114
Changes from: June 29, 2021 Total Change is: -8,933
-890 -8 -3 -11,940 75 0 693 -8,973 0 3,149 -27 0 58 3
Percent of Open Interest Represented by Each Category of Trader
8.3 19.4 0.3 68.5 5.7 0.0 3.0 74.3 0.0 18.9 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 51
. 4 . 13 4 0 5 5 0 17 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 09, 2021