Traders in Financial Futures - Futures Only Positions as of July 20, 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 189,308
Positions
25,737 88,539 714 42,404 34,237 6,264 52,276 28,654 6,709 18,052 0 156 36,996 24,035
Changes from: July 13, 2021 Total Change is: -9,406
5,317 -28,304 -137 -12,560 7,847 295 1,400 4,693 1,973 -481 -1,673 138 -5,351 5,762
Percent of Open Interest Represented by Each Category of Trader
13.6 46.8 0.4 22.4 18.1 3.3 27.6 15.1 3.5 9.5 0.0 0.1 19.5 12.7
Number of Traders in Each Category Total Traders: 111
8 7 . 17 18 12 25 22 15 14 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 44,735
Positions
12,073 5,833 0 2,624 12,697 1,528 20,510 4,197 7 0 642 0 7,993 19,831
Changes from: July 13, 2021 Total Change is: -969
-557 -154 0 323 -337 167 -5 -2,224 -65 0 0 0 -832 1,644
Percent of Open Interest Represented by Each Category of Trader
27.0 13.0 0.0 5.9 28.4 3.4 45.8 9.4 0.0 0.0 1.4 0.0 17.9 44.3
Number of Traders in Each Category Total Traders: 47
5 4 0 5 12 6 13 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 188,787
Positions
66,063 48,984 1,538 36,968 63,451 6,077 43,207 30,515 2,570 3,171 6,224 262 28,931 29,166
Changes from: July 13, 2021 Total Change is: 16,442
21,725 -3,139 -46 -2,713 10,946 296 -1,306 4,948 -110 315 445 262 -1,981 2,840
Percent of Open Interest Represented by Each Category of Trader
35.0 25.9 0.8 19.6 33.6 3.2 22.9 16.2 1.4 1.7 3.3 0.1 15.3 15.4
Number of Traders in Each Category Total Traders: 123
7 7 5 17 31 14 23 29 15 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 192,301
Positions
90,790 4,720 0 42,741 74,012 6,372 32,804 72,939 571 1,328 457 0 17,695 33,230
Changes from: July 13, 2021 Total Change is: -11,426
-5,434 57 -351 2,428 -1,662 -2,435 -6,248 -3,789 -334 -227 -1,136 0 1,175 -1,776
Percent of Open Interest Represented by Each Category of Trader
47.2 2.5 0.0 22.2 38.5 3.3 17.1 37.9 0.3 0.7 0.2 0.0 9.2 17.3
Number of Traders in Each Category Total Traders: 125
12 . 0 19 29 12 22 37 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 683,075
Positions
43,547 386,877 3,632 413,093 108,926 26,942 54,722 88,458 6,329 41,402 5,082 4,374 89,034 52,455
Changes from: July 13, 2021 Total Change is: -5,877
18,265 -26,663 -940 -13,504 12,577 353 -5,000 6,595 -21 -2,191 -18 -36 -2,803 2,276
Percent of Open Interest Represented by Each Category of Trader
6.4 56.6 0.5 60.5 15.9 3.9 8.0 12.9 0.9 6.1 0.7 0.6 13.0 7.7
Number of Traders in Each Category Total Traders: 313
18 14 8 109 37 46 42 52 22 32 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 30,235
Positions
0 9,608 0 11,975 4,797 2,819 479 4,544 1,196 800 0 0 12,966 7,271
Changes from: July 13, 2021 Total Change is: 1,066
0 25 0 796 108 -34 -28 489 28 0 0 0 304 450
Percent of Open Interest Represented by Each Category of Trader
0.0 31.8 0.0 39.6 15.9 9.3 1.6 15.0 4.0 2.6 0.0 0.0 42.9 24.0
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,143
Positions
447 1,193 0 5,956 16,001 2,154 7,745 1,545 0 0 975 0 8,841 3,275
Changes from: July 13, 2021 Total Change is: -725
-437 0 0 -477 -713 -111 319 0 0 0 0 0 -19 99
Percent of Open Interest Represented by Each Category of Trader
1.8 4.7 0.0 23.7 63.6 8.6 30.8 6.1 0.0 0.0 3.9 0.0 35.2 13.0
Number of Traders in Each Category Total Traders: 26
. . 0 7 10 5 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 163,574
Positions
41,842 11,408 302 41,036 91,506 3,227 51,728 27,836 549 5,438 0 0 19,452 28,746
Changes from: July 13, 2021 Total Change is: 7,579
7,089 -3,784 -7 -1,114 5,169 1,317 1,794 3,167 -192 262 0 0 -1,570 1,909
Percent of Open Interest Represented by Each Category of Trader
25.6 7.0 0.2 25.1 55.9 2.0 31.6 17.0 0.3 3.3 0.0 0.0 11.9 17.6
Number of Traders in Each Category Total Traders: 89
10 4 . 12 18 8 20 23 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 47,663
Positions
402 22,332 0 35,022 0 26 7,917 22,715 0 1,468 1,045 17 2,811 1,528
Changes from: July 13, 2021 Total Change is: -1,146
55 -11 0 -2,273 -112 21 843 -1,300 0 0 2 -23 231 277
Percent of Open Interest Represented by Each Category of Trader
0.8 46.9 0.0 73.5 0.0 0.1 16.6 47.7 0.0 3.1 2.2 0.0 5.9 3.2
Number of Traders in Each Category Total Traders: 49
. 5 0 12 0 . 16 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 146,412
Positions
5,803 88,235 505 66,255 7,880 763 58,520 21,060 2,969 4,733 21,566 0 6,864 3,434
Changes from: July 13, 2021 Total Change is: -2,970
1,125 410 0 1,093 247 -338 -4,083 -3,424 -281 -450 189 0 -36 227
Percent of Open Interest Represented by Each Category of Trader
4.0 60.3 0.3 45.3 5.4 0.5 40.0 14.4 2.0 3.2 14.7 0.0 4.7 2.3
Number of Traders in Each Category Total Traders: 143
6 9 . 21 7 4 50 28 14 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 39,718
Positions
964 17,480 0 16,836 1,519 0 11,635 14,918 2,265 4,485 2,030 18 3,515 1,488
Changes from: July 13, 2021 Total Change is: 936
-64 0 0 1,921 581 0 -2,093 1,002 892 255 -1,271 0 25 -268
Percent of Open Interest Represented by Each Category of Trader
2.4 44.0 0.0 42.4 3.8 0.0 29.3 37.6 5.7 11.3 5.1 0.0 8.8 3.7
Number of Traders in Each Category Total Traders: 62
. . 0 11 . 0 14 15 5 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 43,583
Positions
11,212 13,821 0 3,299 11,705 1,050 22,747 10,934 713 398 598 20 4,144 4,742
Changes from: July 13, 2021 Total Change is: 1,120
640 -90 0 -444 1,748 -232 931 -604 72 -92 -181 0 245 407
Percent of Open Interest Represented by Each Category of Trader
25.7 31.7 0.0 7.6 26.9 2.4 52.2 25.1 1.6 0.9 1.4 0.0 9.5 10.9
Number of Traders in Each Category Total Traders: 96
9 4 0 10 16 6 37 13 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 17,267
Positions
2,914 4,876 0 5,704 2,897 0 6,739 7,819 1 623 170 0 1,286 1,504
Changes from: July 13, 2021 Total Change is: -209
229 -14 0 -2,141 14 0 2,150 -124 0 -151 0 0 -296 -85
Percent of Open Interest Represented by Each Category of Trader
16.9 28.2 0.0 33.0 16.8 0.0 39.0 45.3 0.0 3.6 1.0 0.0 7.4 8.7
Number of Traders in Each Category Total Traders: 40
. . 0 7 . 0 12 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,350
Positions
14,136 19,268 685 13,363 1,900 850 12,487 5,639 1,105 616 15,966 0 8,111 5,940
Changes from: July 13, 2021 Total Change is: -4,477
238 -7,777 16 -3,101 520 468 -1,112 774 223 0 942 0 -1,209 358
Percent of Open Interest Represented by Each Category of Trader
27.5 37.5 1.3 26.0 3.7 1.7 24.3 11.0 2.2 1.2 31.1 0.0 15.8 11.6
Number of Traders in Each Category Total Traders: 109
11 14 . 26 8 8 30 13 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,700
Positions
28,271 38,535 1,370 26,725 3,799 1,699 24,973 11,277 2,209 1,232 31,932 0 16,221 11,879
Changes from: July 13, 2021 Total Change is: -8,954
476 -15,553 32 -6,202 1,040 936 -2,224 1,547 445 0 1,883 0 -2,417 716
Percent of Open Interest Represented by Each Category of Trader
27.5 37.5 1.3 26.0 3.7 1.7 24.3 11.0 2.2 1.2 31.1 0.0 15.8 11.6
Number of Traders in Each Category Total Traders: 109
11 14 . 26 8 8 30 13 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 46,075
Positions
2,018 41,533 0 38,467 0 1,353 1,513 2,886 0 0 0 0 2,724 303
Changes from: July 13, 2021 Total Change is: -395
61 -179 0 209 0 73 -546 -178 0 0 0 0 -192 -111
Percent of Open Interest Represented by Each Category of Trader
4.4 90.1 0.0 83.5 0.0 2.9 3.3 6.3 0.0 0.0 0.0 0.0 5.9 0.7
Number of Traders in Each Category Total Traders: 35
4 8 0 18 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 551,237
Positions
39,692 157,466 32,454 271,902 82,987 52,109 43,957 78,160 26,721 24,861 62,986 841 58,700 57,514
Changes from: July 13, 2021 Total Change is: 8,208
1,462 5,699 884 -585 4,131 1,002 1,975 -2,543 4,050 961 -4,636 -1,611 70 1,233
Percent of Open Interest Represented by Each Category of Trader
7.2 28.6 5.9 49.3 15.1 9.5 8.0 14.2 4.8 4.5 11.4 0.2 10.6 10.4
Number of Traders in Each Category Total Traders: 525
32 34 23 165 78 101 76 85 54 34 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 22,225
Positions
10,016 17,187 0 8,632 1,058 145 537 2,546 0 0 0 0 2,895 1,289
Changes from: July 13, 2021 Total Change is: 1,286
2,151 -516 0 -325 1,058 0 -398 1,040 -111 0 0 0 -31 -185
Percent of Open Interest Represented by Each Category of Trader
45.1 77.3 0.0 38.8 4.8 0.7 2.4 11.5 0.0 0.0 0.0 0.0 13.0 5.8
Number of Traders in Each Category Total Traders: 32
6 6 0 11 . . . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 2,667,977
Positions
198,458 803,461 139,771 1,359,510 414,934 260,547 225,371 402,272 78,656 122,804 314,928 4,204 278,656 249,204
Changes from: July 13, 2021 Total Change is: 35,469
7,309 25,993 918 -2,924 20,655 5,012 20,514 81 5,736 -3,695 -23,182 -1,057 3,656 1,313
Percent of Open Interest Represented by Each Category of Trader
7.4 30.1 5.2 51.0 15.6 9.8 8.4 15.1 2.9 4.6 11.8 0.2 10.4 9.3
Number of Traders in Each Category Total Traders: 524
32 34 20 165 78 101 75 85 53 34 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 31,368
Positions
9,892 29,529 12 16,990 498 130 1,129 682 6 0 0 0 3,209 511
Changes from: July 13, 2021 Total Change is: -1,604
324 -1,793 -2 -1,593 161 -27 38 187 -5 0 0 0 -339 -125
Percent of Open Interest Represented by Each Category of Trader
31.5 94.1 0.0 54.2 1.6 0.4 3.6 2.2 0.0 0.0 0.0 0.0 10.2 1.6
Number of Traders in Each Category Total Traders: 37
7 7 . 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,445
Positions
312 11,725 0 7,777 0 0 1,864 712 0 0 0 0 3,492 1,008
Changes from: July 13, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.3 87.2 0.0 57.8 0.0 0.0 13.9 5.3 0.0 0.0 0.0 0.0 26.0 7.5
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 12,319
Positions
1,813 8,703 1 7,128 0 395 1,042 2,393 0 0 0 0 1,940 827
Changes from: July 13, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.7 70.6 0.0 57.9 0.0 3.2 8.5 19.4 0.0 0.0 0.0 0.0 15.7 6.7
Number of Traders in Each Category Total Traders: 22
4 8 . 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 45,106
Positions
4,115 13,615 140 26,065 21,584 2,299 3,950 2,569 243 203 649 0 8,091 4,007
Changes from: July 13, 2021 Total Change is: 1,705
-68 -319 -5 976 1,000 34 978 1,058 61 203 389 0 -474 -513
Percent of Open Interest Represented by Each Category of Trader
9.1 30.2 0.3 57.8 47.9 5.1 8.8 5.7 0.5 0.5 1.4 0.0 17.9 8.9
Number of Traders in Each Category Total Traders: 70
. 8 . 27 16 10 8 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 452,386
Positions
113,765 39,796 4,517 200,756 183,119 39,426 56,347 106,039 4,460 3,896 53,713 56 29,163 21,260
Changes from: July 13, 2021 Total Change is: 31,102
17,455 -7,776 -1,093 -315 26,790 -3,133 17,397 17,576 583 162 -1,254 5 41 -596
Percent of Open Interest Represented by Each Category of Trader
25.1 8.8 1.0 44.4 40.5 8.7 12.5 23.4 1.0 0.9 11.9 0.0 6.4 4.7
Number of Traders in Each Category Total Traders: 335
32 11 4 88 54 49 41 77 23 9 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 32,648
Positions
5,895 31,065 0 23,413 482 0 1,834 644 5 0 0 0 1,501 452
Changes from: July 13, 2021 Total Change is: 7
18 0 0 56 0 0 292 -8 0 0 0 0 -359 15
Percent of Open Interest Represented by Each Category of Trader
18.1 95.2 0.0 71.7 1.5 0.0 5.6 2.0 0.0 0.0 0.0 0.0 4.6 1.4
Number of Traders in Each Category Total Traders: 30
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 45,351
Positions
7,984 3,202 637 8,102 6,343 610 18,985 3,284 41 3,011 0 0 5,981 31,234
Changes from: July 13, 2021 Total Change is: 345
193 -148 203 -170 3,078 45 162 135 -32 -451 0 0 395 -2,936
Percent of Open Interest Represented by Each Category of Trader
17.6 7.1 1.4 17.9 14.0 1.3 41.9 7.2 0.1 6.6 0.0 0.0 13.2 68.9
Number of Traders in Each Category Total Traders: 49
7 5 . 10 6 5 12 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 433,422
Positions
44,480 271,492 10,105 283,854 76,160 54,816 21,576 10,780 806 7,100 3,233 0 10,685 6,030
Changes from: July 13, 2021 Total Change is: 5,891
2,386 9,009 -267 7,526 5,900 -5,956 2,834 -1,195 -261 233 -1,664 0 -604 325
Percent of Open Interest Represented by Each Category of Trader
10.3 62.6 2.3 65.5 17.6 12.6 5.0 2.5 0.2 1.6 0.7 0.0 2.5 1.4
Number of Traders in Each Category Total Traders: 190
13 13 6 78 40 43 26 10 4 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 1,050,520
Positions
90,948 479,691 4,083 670,246 332,977 112,846 93,050 47,629 7,398 39,605 51,792 1,601 30,743 12,503
Changes from: July 13, 2021 Total Change is: -2,890
-1,022 -10,132 -57 278 9,487 -3,128 -737 -1,487 2,572 -637 140 -866 707 581
Percent of Open Interest Represented by Each Category of Trader
8.7 45.7 0.4 63.8 31.7 10.7 8.9 4.5 0.7 3.8 4.9 0.2 2.9 1.2
Number of Traders in Each Category Total Traders: 413
28 20 8 165 70 79 57 29 26 26 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 226,679
Positions
35,701 167,507 32,798 17,399 7,097 3,091 124,702 411 9,517 1,184 177 1 2,286 6,080
Changes from: July 13, 2021 Total Change is: 3,798
5,324 -2,864 -1,754 0 0 0 -4,233 0 2,415 14 0 0 2,032 6,001
Percent of Open Interest Represented by Each Category of Trader
15.7 73.9 14.5 7.7 3.1 1.4 55.0 0.2 4.2 0.5 0.1 0.0 1.0 2.7
Number of Traders in Each Category Total Traders: 88
10 21 17 13 . . 29 . 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 46,906
Positions
11,160 8,477 324 12,406 9,819 994 12,241 15,486 353 2,226 2,653 56 7,147 8,744
Changes from: July 13, 2021 Total Change is: 450
-2,860 900 169 -233 1,044 13 2,523 -28 -289 318 -230 -32 840 -1,098
Percent of Open Interest Represented by Each Category of Trader
23.8 18.1 0.7 26.4 20.9 2.1 26.1 33.0 0.8 4.7 5.7 0.1 15.2 18.6
Number of Traders in Each Category Total Traders: 296
27 19 . 57 49 34 37 66 24 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 234,532
Positions
55,800 42,385 1,620 62,028 49,096 4,971 61,207 77,431 1,763 11,130 13,266 280 35,733 43,720
Changes from: July 13, 2021 Total Change is: 2,250
-14,299 4,502 847 -1,166 5,219 66 12,613 -140 -1,443 1,592 -1,151 -159 4,199 -5,491
Percent of Open Interest Represented by Each Category of Trader
23.8 18.1 0.7 26.4 20.9 2.1 26.1 33.0 0.8 4.7 5.7 0.1 15.2 18.6
Number of Traders in Each Category Total Traders: 296
27 19 . 57 49 34 37 66 24 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 61,926
Positions
466 1,573 0 261 342 0 14,279 21,650 1,039 4,050 3,697 326 41,505 33,299
Changes from: July 13, 2021 Total Change is: 2,519
233 350 0 -43 342 0 -2,595 5,520 -1,163 980 457 -11 5,118 -2,976
Percent of Open Interest Represented by Each Category of Trader
0.8 2.5 0.0 0.4 0.6 0.0 23.1 35.0 1.7 6.5 6.0 0.5 67.0 53.8
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 10 . . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 1,211,291
Positions
12,750 132,850 3,739 576,669 298,007 230,998 75,701 310,654 23,638 101,721 35,803 641 185,434 174,961
Changes from: July 13, 2021 Total Change is: 10,770
1,220 565 373 8,688 -2,626 -1,021 10,288 16,580 -6,396 -3,534 301 -363 1,515 3,357
Percent of Open Interest Represented by Each Category of Trader
1.1 11.0 0.3 47.6 24.6 19.1 6.2 25.6 2.0 8.4 3.0 0.1 15.3 14.4
Number of Traders in Each Category Total Traders: 200
5 21 6 60 38 57 18 39 17 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 1,224,303
Positions
28,243 107,899 171 683,018 289,218 195,615 73,548 447,833 21,850 71,908 24,169 272 149,678 137,276
Changes from: July 13, 2021 Total Change is: 15,118
-2,749 13,135 -349 11,345 -2,866 -4,718 5,978 8,442 637 1,328 75 272 3,374 490
Percent of Open Interest Represented by Each Category of Trader
2.3 8.8 0.0 55.8 23.6 16.0 6.0 36.6 1.8 5.9 2.0 0.0 12.2 11.2
Number of Traders in Each Category Total Traders: 161
. 13 . 73 29 55 7 25 7 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 2,013,078
Positions
63,636 159,670 15,313 847,821 492,353 321,752 445,442 708,918 58,560 115,979 123,216 174 144,401 133,122
Changes from: July 13, 2021 Total Change is: 6,871
-12,841 16,274 3,629 34,855 -12,864 -3,890 -9,069 107 -4,761 -5,501 12,674 -61 4,510 -4,237
Percent of Open Interest Represented by Each Category of Trader
3.2 7.9 0.8 42.1 24.5 16.0 22.1 35.2 2.9 5.8 6.1 0.0 7.2 6.6
Number of Traders in Each Category Total Traders: 300
13 33 9 91 42 73 38 51 22 17 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 4,150,686
Positions
159,507 280,946 54,655 1,483,273 1,445,189 788,090 1,080,971 627,967 102,146 148,053 263,840 996 332,995 586,857
Changes from: July 13, 2021 Total Change is: -4,586
13,275 -4,761 1,297 -53,012 32,919 -6,516 33,412 -4,686 2,640 238 -43,218 573 3,507 17,166
Percent of Open Interest Represented by Each Category of Trader
3.8 6.8 1.3 35.7 34.8 19.0 26.0 15.1 2.5 3.6 6.4 0.0 8.0 14.1
Number of Traders in Each Category Total Traders: 447
24 36 12 78 117 114 56 89 42 19 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 1,506,230
Positions
116,379 27,081 5,746 461,872 584,477 187,216 519,225 367,081 4,887 85,733 61,344 830 124,342 267,568
Changes from: July 13, 2021 Total Change is: -31,721
1,080 -6,702 -1,052 5,262 -22,504 4,765 -43,627 1,135 -60 9,740 -15,275 -175 -7,654 8,147
Percent of Open Interest Represented by Each Category of Trader
7.7 1.8 0.4 30.7 38.8 12.4 34.5 24.4 0.3 5.7 4.1 0.1 8.3 17.8
Number of Traders in Each Category Total Traders: 165
9 7 4 23 65 51 29 17 10 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 3,474,656
Positions
44,723 247,835 25,017 1,762,279 1,055,180 661,268 356,868 741,020 87,796 248,296 205,991 906 287,503 449,643
Changes from: July 13, 2021 Total Change is: 24,811
-14,295 77,243 -372 -34,807 -32,918 34,253 29,495 -45,633 4,413 -551 -12,155 483 6,192 -503
Percent of Open Interest Represented by Each Category of Trader
1.3 7.1 0.7 50.7 30.4 19.0 10.3 21.3 2.5 7.1 5.9 0.0 8.3 12.9
Number of Traders in Each Category Total Traders: 336
10 34 9 81 72 79 38 68 28 10 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 1,105,553
Positions
289,357 156,296 391,337 35,527 5,318 3,666 89,546 235,095 275,534 0 6,704 0 20,586 31,603
Changes from: July 13, 2021 Total Change is: 27,872
8,979 -3,975 21,637 5,237 -1,000 600 -2,544 14,327 -1,726 0 784 0 -4,311 -2,775
Percent of Open Interest Represented by Each Category of Trader
26.2 14.1 35.4 3.2 0.5 0.3 8.1 21.3 24.9 0.0 0.6 0.0 1.9 2.9
Number of Traders in Each Category Total Traders: 101
21 33 48 . . 4 15 21 28 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 is11,908,448
Positions
2,941,790 1,538,452 1,954,947 584,386 1,238,495 809,897 2,065,058 2,469,906 2,758,430 37,368 182,773 169,597 586,975 785,951
Changes from: July 13, 2021 Total Change is: -563,862
-123,221 63,361 -140,913 30,557 11,108 -47,432 -134,417 -272,104 -141,113 1,117 26,005 -3,676 -4,764 -59,098
Percent of Open Interest Represented by Each Category of Trader
24.7 12.9 16.4 4.9 10.4 6.8 17.3 20.7 23.2 0.3 1.5 1.4 4.9 6.6
Number of Traders in Each Category Total Traders: 244
34 40 66 19 17 26 42 61 89 5 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 640,757
Positions
141,156 197,633 172,361 17,126 17,970 6,455 145,296 78,175 148,223 627 10,359 9,445 68 136
Changes from: July 13, 2021 Total Change is: -5,554
10,949 34,747 -7,978 478 -1,331 2,000 -1,079 -25,150 -10,460 -121 1,947 643 14 28
Percent of Open Interest Represented by Each Category of Trader
22.0 30.8 26.9 2.7 2.8 1.0 22.7 12.2 23.1 0.1 1.6 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 112
17 27 29 4 4 . 20 23 33 7 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 179,410
Positions
30,789 60,395 29,032 6,350 5,562 1,292 68,512 39,460 41,728 123 414 1,463 121 64
Changes from: July 13, 2021 Total Change is: 616
1,883 787 738 431 13 0 -1,448 109 -1,003 0 -43 35 -20 -20
Percent of Open Interest Represented by Each Category of Trader
17.2 33.7 16.2 3.5 3.1 0.7 38.2 22.0 23.3 0.1 0.2 0.8 0.1 0.0
Number of Traders in Each Category Total Traders: 85
15 17 15 4 . . 20 22 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 118,506
Positions
1,050 43,646 0 1,639 1,565 0 5,591 26,927 45,676 64,540 591 0 10 101
Changes from: July 13, 2021 Total Change is: 6,755
0 7,099 0 0 -978 0 1,865 -2,594 3,208 1,731 0 0 -49 20
Percent of Open Interest Represented by Each Category of Trader
0.9 36.8 0.0 1.4 1.3 0.0 4.7 22.7 38.5 54.5 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
. 7 0 . 4 0 . 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 8,283
Positions
341 120 48 560 602 0 3,738 5,724 429 1,373 262 230 1,564 868
Changes from: July 13, 2021 Total Change is: 1,154
46 18 -26 14 106 0 1,042 801 76 -111 36 91 22 52
Percent of Open Interest Represented by Each Category of Trader
4.1 1.4 0.6 6.8 7.3 0.0 45.1 69.1 5.2 16.6 3.2 2.8 18.9 10.5
Number of Traders in Each Category Total Traders: 77
. . . . 4 0 21 31 7 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 19,719
Positions
100 5,553 0 0 0 0 10,470 10,830 372 3,119 954 555 5,103 1,455
Changes from: July 13, 2021 Total Change is: 1,760
-10 5,481 0 0 0 0 1,238 -4,439 -106 -177 288 283 532 253
Percent of Open Interest Represented by Each Category of Trader
0.5 28.2 0.0 0.0 0.0 0.0 53.1 54.9 1.9 15.8 4.8 2.8 25.9 7.4
Number of Traders in Each Category Total Traders: 99
. . 0 0 0 0 11 10 . 57 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 3,267
Positions
74 98 55 0 118 0 932 2,282 76 1,061 106 50 1,019 482
Changes from: July 13, 2021 Total Change is: 15
5 -4 10 0 -24 0 -142 -24 29 103 85 -5 15 -52
Percent of Open Interest Represented by Each Category of Trader
2.3 3.0 1.7 0.0 3.6 0.0 28.5 69.9 2.3 32.5 3.2 1.5 31.2 14.8
Number of Traders in Each Category Total Traders: 42
. . . 0 . 0 12 15 4 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 38,918
Positions
852 15,653 0 9,840 1,919 1,004 13,306 16,028 785 5,560 1,576 25 7,546 1,928
Changes from: July 13, 2021 Total Change is: 1,028
-330 519 0 -902 -969 53 2,068 1,897 -56 189 -234 -1 7 -181
Percent of Open Interest Represented by Each Category of Trader
2.2 40.2 0.0 25.3 4.9 2.6 34.2 41.2 2.0 14.3 4.0 0.1 19.4 5.0
Number of Traders in Each Category Total Traders: 119
. . 0 12 5 4 30 23 4 36 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 324,704
Positions
54,334 22,008 15,221 104,649 58,688 29,228 26,995 99,728 56,577 4,904 1,501 12,755 20,041 28,998
Changes from: July 13, 2021 Total Change is: 2,570
903 2,092 4,505 1,390 -11,618 -875 -8,446 3,231 -302 2 -963 6,373 -980 127
Percent of Open Interest Represented by Each Category of Trader
16.7 6.8 4.7 32.2 18.1 9.0 8.3 30.7 17.4 1.5 0.5 3.9 6.2 8.9
Number of Traders in Each Category Total Traders: 164
14 13 18 15 25 22 29 48 50 5 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 20, 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 36,597
Positions
3,240 7,810 180 19,136 2,326 0 6,514 26,189 0 7,043 0 0 484 92
Changes from: July 13, 2021 Total Change is: -4,214
20 -5 5 -10,666 0 0 6,135 -4,195 0 277 0 0 15 -19
Percent of Open Interest Represented by Each Category of Trader
8.9 21.3 0.5 52.3 6.4 0.0 17.8 71.6 0.0 19.2 0.0 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 54
. 4 . 13 4 0 6 5 0 19 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 23, 2021