Traders in Financial Futures - Futures Only Positions as of August 24, 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 171,487
Positions
28,872 72,389 1,016 39,814 32,201 5,317 37,466 24,315 7,785 14,870 975 1,310 35,037 26,179
Changes from: August 17, 2021 Total Change is: -5,973
-1,028 -7,544 -192 -3,116 3,467 -360 -423 -5,779 1,863 -1,871 294 224 -1,070 2,054
Percent of Open Interest Represented by Each Category of Trader
16.8 42.2 0.6 23.2 18.8 3.1 21.8 14.2 4.5 8.7 0.6 0.8 20.4 15.3
Number of Traders in Each Category Total Traders: 100
9 6 . 13 16 9 24 18 14 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 43,703
Positions
12,246 5,072 13 2,154 12,368 1,686 16,366 5,773 17 475 642 0 10,746 18,132
Changes from: August 17, 2021 Total Change is: -302
-78 -69 0 -339 820 -23 19 289 -372 0 0 0 491 -947
Percent of Open Interest Represented by Each Category of Trader
28.0 11.6 0.0 4.9 28.3 3.9 37.4 13.2 0.0 1.1 1.5 0.0 24.6 41.5
Number of Traders in Each Category Total Traders: 45
6 . . . 13 6 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 196,366
Positions
62,471 53,378 2,714 50,325 67,353 3,988 40,108 33,102 1,997 8,461 5,106 0 26,302 28,728
Changes from: August 17, 2021 Total Change is: 17,981
12,747 -1,305 -30 10,225 10,811 609 -729 10,444 -2,181 5 469 0 -2,665 -836
Percent of Open Interest Represented by Each Category of Trader
31.8 27.2 1.4 25.6 34.3 2.0 20.4 16.9 1.0 4.3 2.6 0.0 13.4 14.6
Number of Traders in Each Category Total Traders: 120
7 9 4 17 30 15 20 28 16 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 194,477
Positions
99,138 3,841 66 42,155 85,133 6,079 26,013 62,950 1,246 700 683 0 19,080 34,479
Changes from: August 17, 2021 Total Change is: -2,018
1,858 149 -12 -779 -583 -195 -1,624 -626 -190 0 -1 0 -1,076 -560
Percent of Open Interest Represented by Each Category of Trader
51.0 2.0 0.0 21.7 43.8 3.1 13.4 32.4 0.6 0.4 0.4 0.0 9.8 17.7
Number of Traders in Each Category Total Traders: 115
10 4 . 18 27 12 20 32 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 698,547
Positions
51,406 361,523 9,152 397,176 133,097 30,442 62,532 83,371 10,548 40,691 6,577 5,229 91,371 58,608
Changes from: August 17, 2021 Total Change is: 3,755
872 -6,576 5,569 -3,650 6,767 365 3,842 -8,816 2,930 -27,456 -447 -41 21,324 4,004
Percent of Open Interest Represented by Each Category of Trader
7.4 51.8 1.3 56.9 19.1 4.4 9.0 11.9 1.5 5.8 0.9 0.7 13.1 8.4
Number of Traders in Each Category Total Traders: 315
18 11 8 109 42 43 47 44 26 34 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 30,662
Positions
0 9,626 0 12,120 6,357 2,662 475 3,874 1,196 800 0 0 13,409 6,947
Changes from: August 17, 2021 Total Change is: 548
0 -1 0 11 418 55 2 36 0 0 0 0 480 40
Percent of Open Interest Represented by Each Category of Trader
0.0 31.4 0.0 39.5 20.7 8.7 1.5 12.6 3.9 2.6 0.0 0.0 43.7 22.7
Number of Traders in Each Category Total Traders: 23
0 . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 29,265
Positions
1,741 1,200 0 5,657 20,451 1,554 13,225 1,545 0 0 975 0 7,088 3,540
Changes from: August 17, 2021 Total Change is: 206
374 0 0 -24 -10 -1 -24 0 0 0 0 0 -119 217
Percent of Open Interest Represented by Each Category of Trader
5.9 4.1 0.0 19.3 69.9 5.3 45.2 5.3 0.0 0.0 3.3 0.0 24.2 12.1
Number of Traders in Each Category Total Traders: 29
. . 0 6 11 5 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 197,636
Positions
71,079 3,090 1,936 43,909 98,130 4,303 52,886 49,593 1,537 6,299 2,500 0 15,687 36,547
Changes from: August 17, 2021 Total Change is: 10,688
11,696 0 1,643 3,478 1,971 391 -6,148 5,783 278 876 630 0 -1,526 -8
Percent of Open Interest Represented by Each Category of Trader
36.0 1.6 1.0 22.2 49.7 2.2 26.8 25.1 0.8 3.2 1.3 0.0 7.9 18.5
Number of Traders in Each Category Total Traders: 95
13 . . 11 17 5 16 32 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 58,217
Positions
233 23,248 0 41,957 0 43 9,965 31,706 89 3,429 1,650 17 2,484 1,464
Changes from: August 17, 2021 Total Change is: 1,152
-2 -104 0 2,900 -200 0 -1,551 626 38 145 443 -66 -312 415
Percent of Open Interest Represented by Each Category of Trader
0.4 39.9 0.0 72.1 0.0 0.1 17.1 54.5 0.2 5.9 2.8 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 55
. 5 0 13 0 . 19 7 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 152,123
Positions
8,146 90,308 717 73,555 6,000 1,869 54,644 23,338 2,847 3,854 22,786 356 6,135 3,902
Changes from: August 17, 2021 Total Change is: -7,476
2,188 -7,295 0 -3,052 -388 511 -5,783 -1,567 -442 -748 914 237 -387 554
Percent of Open Interest Represented by Each Category of Trader
5.4 59.4 0.5 48.4 3.9 1.2 35.9 15.3 1.9 2.5 15.0 0.2 4.0 2.6
Number of Traders in Each Category Total Traders: 155
5 8 . 21 9 6 45 33 14 11 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 33,466
Positions
1,000 17,049 63 4,920 2,491 134 19,660 9,018 344 4,326 2,410 9 3,010 1,948
Changes from: August 17, 2021 Total Change is: -1,806
166 0 63 -10,726 665 134 8,915 -3,226 342 -471 7 -9 -220 218
Percent of Open Interest Represented by Each Category of Trader
3.0 50.9 0.2 14.7 7.4 0.4 58.7 26.9 1.0 12.9 7.2 0.0 9.0 5.8
Number of Traders in Each Category Total Traders: 67
. . . 9 5 . 15 15 4 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 46,444
Positions
12,958 11,819 750 6,346 12,951 845 18,564 11,291 3,512 294 632 22 3,153 4,622
Changes from: August 17, 2021 Total Change is: 2,222
2,017 -2,131 750 -231 3,864 -363 510 -1,246 853 -356 93 0 -958 402
Percent of Open Interest Represented by Each Category of Trader
27.9 25.4 1.6 13.7 27.9 1.8 40.0 24.3 7.6 0.6 1.4 0.0 6.8 10.0
Number of Traders in Each Category Total Traders: 99
8 4 . 11 18 6 34 18 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 17,958
Positions
3,522 5,063 0 2,553 3,623 0 10,074 7,163 254 626 95 5 924 1,755
Changes from: August 17, 2021 Total Change is: 181
381 -107 0 -1,672 -441 0 1,909 299 85 0 95 5 -527 245
Percent of Open Interest Represented by Each Category of Trader
19.6 28.2 0.0 14.2 20.2 0.0 56.1 39.9 1.4 3.5 0.5 0.0 5.1 9.8
Number of Traders in Each Category Total Traders: 38
. . 0 4 5 0 8 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 53,847
Positions
15,178 19,961 517 19,277 1,779 349 9,100 10,042 489 0 15,226 0 8,939 5,486
Changes from: August 17, 2021 Total Change is: -116
323 754 -10 -591 110 5 763 503 -881 0 67 0 276 -663
Percent of Open Interest Represented by Each Category of Trader
28.2 37.1 1.0 35.8 3.3 0.6 16.9 18.6 0.9 0.0 28.3 0.0 16.6 10.2
Number of Traders in Each Category Total Traders: 111
13 16 . 27 9 8 26 14 10 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 107,693
Positions
30,356 39,921 1,033 38,554 3,558 697 18,199 20,084 977 0 30,452 0 17,877 10,971
Changes from: August 17, 2021 Total Change is: -232
646 1,507 -20 -1,182 220 10 1,525 1,005 -1,762 0 133 0 551 -1,325
Percent of Open Interest Represented by Each Category of Trader
28.2 37.1 1.0 35.8 3.3 0.6 16.9 18.6 0.9 0.0 28.3 0.0 16.6 10.2
Number of Traders in Each Category Total Traders: 111
13 16 . 27 9 8 26 14 10 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 40,551
Positions
2,510 35,799 200 32,543 0 1,056 1,595 2,970 0 0 0 0 2,647 526
Changes from: August 17, 2021 Total Change is: -12
-2 633 0 1,441 0 -762 -739 223 0 0 0 0 50 -106
Percent of Open Interest Represented by Each Category of Trader
6.2 88.3 0.5 80.3 0.0 2.6 3.9 7.3 0.0 0.0 0.0 0.0 6.5 1.3
Number of Traders in Each Category Total Traders: 35
4 7 . 19 0 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 592,348
Positions
38,545 140,932 46,981 257,648 80,491 51,704 44,917 74,999 53,398 23,036 68,484 1,835 74,286 73,525
Changes from: August 17, 2021 Total Change is: 10,973
2,506 -3,231 2,687 -3,527 1,303 -2,055 3,029 964 4,104 -1,665 816 48 5,847 6,337
Percent of Open Interest Represented by Each Category of Trader
6.5 23.8 7.9 43.5 13.6 8.7 7.6 12.7 9.0 3.9 11.6 0.3 12.5 12.4
Number of Traders in Each Category Total Traders: 520
31 32 30 167 75 99 66 95 58 29 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 43,367
Positions
17,161 2,490 74 1,000 0 0 22,201 16,708 540 300 0 0 2,091 23,555
Changes from: August 17, 2021 Total Change is: 5,237
2,470 -1,000 0 0 0 0 3,510 725 -160 300 -1,200 0 -883 6,872
Percent of Open Interest Represented by Each Category of Trader
39.6 5.7 0.2 2.3 0.0 0.0 51.2 38.5 1.2 0.7 0.0 0.0 4.8 54.3
Number of Traders in Each Category Total Traders: 23
7 . . . 0 0 4 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 31,959
Positions
10,992 26,482 0 16,236 4,093 0 2,696 688 0 0 0 0 2,035 696
Changes from: August 17, 2021 Total Change is: 1,053
-104 1,467 0 2,008 8 0 -720 -63 0 0 0 0 -131 -359
Percent of Open Interest Represented by Each Category of Trader
34.4 82.9 0.0 50.8 12.8 0.0 8.4 2.2 0.0 0.0 0.0 0.0 6.4 2.2
Number of Traders in Each Category Total Traders: 24
6 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 31,847
Positions
13,792 25,178 0 11,176 2,861 145 1,406 2,317 0 0 0 0 5,328 1,346
Changes from: August 17, 2021 Total Change is: 4,375
633 4,423 0 476 7 0 125 163 0 0 0 0 3,141 -218
Percent of Open Interest Represented by Each Category of Trader
43.3 79.1 0.0 35.1 9.0 0.5 4.4 7.3 0.0 0.0 0.0 0.0 16.7 4.2
Number of Traders in Each Category Total Traders: 34
4 9 0 13 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 2,744,903
Positions
200,174 785,466 141,278 1,283,238 402,455 258,518 282,755 460,629 95,114 115,178 343,920 7,674 360,974 249,849
Changes from: August 17, 2021 Total Change is: 28,678
14,436 3,100 -823 -17,633 6,516 -10,276 16,198 19,798 2,717 -12,914 6,994 3,325 33,648 -2,673
Percent of Open Interest Represented by Each Category of Trader
7.3 28.6 5.1 46.7 14.7 9.4 10.3 16.8 3.5 4.2 12.5 0.3 13.2 9.1
Number of Traders in Each Category Total Traders: 520
31 32 27 167 75 99 68 93 57 29 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 33,650
Positions
13,130 31,070 0 15,437 498 20 842 1,507 96 0 0 0 4,125 459
Changes from: August 17, 2021 Total Change is: -727
-144 -400 0 -870 0 0 0 291 1 0 0 0 286 -619
Percent of Open Interest Represented by Each Category of Trader
39.0 92.3 0.0 45.9 1.5 0.1 2.5 4.5 0.3 0.0 0.0 0.0 12.3 1.4
Number of Traders in Each Category Total Traders: 38
8 7 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 25,379
Positions
266 24,308 0 19,828 0 0 671 0 0 0 0 0 4,614 1,071
Changes from: August 17, 2021 Total Change is: 3,203
-1,026 2,948 0 5,804 0 0 343 0 0 0 0 0 -1,918 255
Percent of Open Interest Represented by Each Category of Trader
1.0 95.8 0.0 78.1 0.0 0.0 2.6 0.0 0.0 0.0 0.0 0.0 18.2 4.2
Number of Traders in Each Category Total Traders: 27
. 12 0 12 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 31,075
Positions
3,264 26,358 0 21,361 0 392 1,197 1,369 0 0 0 0 4,861 2,956
Changes from: August 17, 2021 Total Change is: 4,303
400 2,194 0 3,862 0 0 79 205 0 0 0 0 -38 1,904
Percent of Open Interest Represented by Each Category of Trader
10.5 84.8 0.0 68.7 0.0 1.3 3.9 4.4 0.0 0.0 0.0 0.0 15.6 9.5
Number of Traders in Each Category Total Traders: 26
. 10 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 135,129
Positions
0 1,612 0 24,189 0 121 6,050 89,943 2,383 5,678 0 22 96,686 41,048
Changes from: August 17, 2021 Total Change is: 31,160
0 1,612 0 -1,052 0 -4 -1,027 29,921 -1,441 725 0 0 33,959 1,072
Percent of Open Interest Represented by Each Category of Trader
0.0 1.2 0.0 17.9 0.0 0.1 4.5 66.6 1.8 4.2 0.0 0.0 71.6 30.4
Number of Traders in Each Category Total Traders: 20
0 . 0 5 0 . . 8 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 43,150
Positions
4,117 13,241 134 23,940 21,559 1,970 3,472 2,360 65 0 0 0 9,452 3,821
Changes from: August 17, 2021 Total Change is: -255
145 -104 -63 -1,094 397 -209 -11 280 57 0 0 0 920 -613
Percent of Open Interest Represented by Each Category of Trader
9.5 30.7 0.3 55.5 50.0 4.6 8.0 5.5 0.2 0.0 0.0 0.0 21.9 8.9
Number of Traders in Each Category Total Traders: 65
4 5 . 29 16 9 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 451,736
Positions
128,929 39,998 5,457 194,275 160,669 37,635 47,700 133,570 5,497 3,613 46,156 86 28,544 22,668
Changes from: August 17, 2021 Total Change is: -2,672
10,305 -2,011 -324 -5,646 -6,800 -157 -5,954 5,378 959 -2,834 813 37 942 -567
Percent of Open Interest Represented by Each Category of Trader
28.5 8.9 1.2 43.0 35.6 8.3 10.6 29.6 1.2 0.8 10.2 0.0 6.3 5.0
Number of Traders in Each Category Total Traders: 328
32 11 6 85 59 54 38 75 24 7 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 32,095
Positions
5,584 30,277 0 23,026 468 0 1,926 717 6 0 0 0 1,553 627
Changes from: August 17, 2021 Total Change is: -326
-308 -306 0 63 -8 0 -201 3 0 0 0 0 120 -15
Percent of Open Interest Represented by Each Category of Trader
17.4 94.3 0.0 71.7 1.5 0.0 6.0 2.2 0.0 0.0 0.0 0.0 4.8 2.0
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 August 24, 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 18,967
Positions
275 4,779 0 10,563 216 63 1,069 3,871 965 1,118 2,453 0 4,914 6,620
Changes from: August 17, 2021 Total Change is: 3,130
0 2,581 0 610 0 61 430 -1,682 965 0 -53 0 1,064 1,258
Percent of Open Interest Represented by Each Category of Trader
1.4 25.2 0.0 55.7 1.1 0.3 5.6 20.4 5.1 5.9 12.9 0.0 25.9 34.9
Number of Traders in Each Category Total Traders: 28
. . 0 11 . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 52,900
Positions
10,808 7,072 1,437 8,757 4,654 323 19,204 7,334 1,007 3,828 807 0 7,536 30,266
Changes from: August 17, 2021 Total Change is: 1,441
1,136 -96 619 933 489 -131 -2,512 2,058 986 -259 251 0 669 -2,735
Percent of Open Interest Represented by Each Category of Trader
20.4 13.4 2.7 16.6 8.8 0.6 36.3 13.9 1.9 7.2 1.5 0.0 14.2 57.2
Number of Traders in Each Category Total Traders: 63
9 7 . 11 6 5 17 8 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 419,754
Positions
36,517 251,550 10,111 275,647 75,679 59,124 17,905 8,929 665 9,985 6,970 0 9,800 6,726
Changes from: August 17, 2021 Total Change is: 8,572
1,984 382 -371 154 4,897 5,347 2,919 -322 65 -353 -1,335 0 -1,173 -91
Percent of Open Interest Represented by Each Category of Trader
8.7 59.9 2.4 65.7 18.0 14.1 4.3 2.1 0.2 2.4 1.7 0.0 2.3 1.6
Number of Traders in Each Category Total Traders: 185
14 13 7 80 39 41 22 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 1,104,604
Positions
97,301 508,519 3,378 694,944 314,365 135,323 84,918 62,510 4,827 43,564 57,572 1,033 39,316 17,077
Changes from: August 17, 2021 Total Change is: 23,364
1,483 1,025 -53 -151 30,071 6,512 6,088 -12,734 -970 -114 -2,426 14 10,555 1,925
Percent of Open Interest Represented by Each Category of Trader
8.8 46.0 0.3 62.9 28.5 12.3 7.7 5.7 0.4 3.9 5.2 0.1 3.6 1.5
Number of Traders in Each Category Total Traders: 408
26 24 6 158 71 84 53 33 22 28 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 236,456
Positions
32,892 171,403 41,808 17,967 7,397 2,626 127,077 330 12,604 1,199 217 11 272 60
Changes from: August 17, 2021 Total Change is: 717
-121 -846 1,003 79 0 0 -844 0 598 20 0 0 -18 -38
Percent of Open Interest Represented by Each Category of Trader
13.9 72.5 17.7 7.6 3.1 1.1 53.7 0.1 5.3 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 89
10 22 17 13 . . 29 . 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 45,425
Positions
13,978 8,221 235 13,013 8,671 925 7,685 14,256 679 2,013 2,343 60 6,837 10,035
Changes from: August 17, 2021 Total Change is: -1,476
-3,069 1,118 65 -8 -844 -28 1,806 -1,827 -537 296 -116 18 -20 674
Percent of Open Interest Represented by Each Category of Trader
30.8 18.1 0.5 28.6 19.1 2.0 16.9 31.4 1.5 4.4 5.2 0.1 15.1 22.1
Number of Traders in Each Category Total Traders: 297
29 19 4 60 48 38 42 59 26 16 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 227,123
Positions
69,889 41,105 1,174 65,066 43,356 4,626 38,426 71,282 3,393 10,065 11,713 299 34,185 50,175
Changes from: August 17, 2021 Total Change is: -7,379
-15,345 5,592 326 -38 -4,218 -138 9,031 -9,137 -2,683 1,479 -579 90 -101 3,368
Percent of Open Interest Represented by Each Category of Trader
30.8 18.1 0.5 28.6 19.1 2.0 16.9 31.4 1.5 4.4 5.2 0.1 15.1 22.1
Number of Traders in Each Category Total Traders: 297
29 19 4 60 48 38 42 59 26 16 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 113,055
Positions
0 8,922 0 342 0 0 56,695 58,901 674 3,800 5,074 314 51,230 39,170
Changes from: August 17, 2021 Total Change is: 8,583
0 2,833 0 25 -296 0 15,755 -5,273 -338 -100 489 -124 -6,635 11,292
Percent of Open Interest Represented by Each Category of Trader
0.0 7.9 0.0 0.3 0.0 0.0 50.1 52.1 0.6 3.4 4.5 0.3 45.3 34.6
Number of Traders in Each Category Total Traders: 27
0 . 0 . 0 0 9 5 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 1,258,504
Positions
10,001 132,901 7,130 598,971 282,991 237,871 83,555 324,058 56,781 67,321 40,633 514 196,360 175,625
Changes from: August 17, 2021 Total Change is: 44,122
458 4,583 129 -182 -4,998 6,702 -7,046 753 39,915 -8,076 -1,289 272 11,950 -1,945
Percent of Open Interest Represented by Each Category of Trader
0.8 10.6 0.6 47.6 22.5 18.9 6.6 25.7 4.5 5.3 3.2 0.0 15.6 14.0
Number of Traders in Each Category Total Traders: 188
7 20 9 56 39 54 11 38 25 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 1,329,050
Positions
28,347 100,828 5,765 668,292 249,242 193,925 109,300 514,711 90,737 68,179 22,676 1,117 163,388 150,049
Changes from: August 17, 2021 Total Change is: 9,308
-2,032 -3,768 5,737 -32,819 -20,976 8,788 6,978 11,820 10,561 -1,427 -2,535 1,005 12,517 -1,324
Percent of Open Interest Represented by Each Category of Trader
2.1 7.6 0.4 50.3 18.8 14.6 8.2 38.7 6.8 5.1 1.7 0.1 12.3 11.3
Number of Traders in Each Category Total Traders: 162
. 13 6 71 26 57 7 27 19 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 2,053,753
Positions
67,271 112,682 30,311 770,211 518,863 345,137 437,868 634,568 135,021 98,345 117,772 12,987 156,602 146,412
Changes from: August 17, 2021 Total Change is: 81,282
21,024 -28,437 10,372 -22,949 -22,134 -666 -32,598 10,339 91,960 -1,093 1,705 11,713 3,519 6,430
Percent of Open Interest Represented by Each Category of Trader
3.3 5.5 1.5 37.5 25.3 16.8 21.3 30.9 6.6 4.8 5.7 0.6 7.6 7.1
Number of Traders in Each Category Total Traders: 309
14 32 18 90 42 75 49 45 38 20 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 4,175,534
Positions
185,424 251,942 52,928 1,490,032 1,376,296 828,690 800,611 586,621 191,158 227,823 281,707 13,171 385,697 593,021
Changes from: August 17, 2021 Total Change is: 107,805
14,064 -23,617 5,491 -22,533 -44,673 29,792 -21,402 44,146 63,163 14,821 12,376 3,188 21,221 17,939
Percent of Open Interest Represented by Each Category of Trader
4.4 6.0 1.3 35.7 33.0 19.8 19.2 14.0 4.6 5.5 6.7 0.3 9.2 14.2
Number of Traders in Each Category Total Traders: 456
20 42 23 85 115 117 55 88 59 18 33 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 1,674,889
Positions
118,637 45,019 12,584 448,739 511,495 196,423 483,287 361,047 204,385 69,504 49,676 3,355 137,975 290,905
Changes from: August 17, 2021 Total Change is: 174,025
6,743 786 6,462 -503 -4,924 9,459 -2,148 6,881 148,684 -3,599 -2,220 3,000 5,927 5,897
Percent of Open Interest Represented by Each Category of Trader
7.1 2.7 0.8 26.8 30.5 11.7 28.9 21.6 12.2 4.1 3.0 0.2 8.2 17.4
Number of Traders in Each Category Total Traders: 162
6 10 10 26 63 52 21 23 22 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 3,596,863
Positions
36,406 221,671 46,895 1,649,891 946,950 717,538 325,027 790,024 183,327 303,754 223,567 6,681 327,344 460,210
Changes from: August 17, 2021 Total Change is: 91,131
2,086 13,140 12,326 12,903 -73,407 -3,123 24,099 86,557 3,616 19,051 23,868 6,089 14,084 22,065
Percent of Open Interest Represented by Each Category of Trader
1.0 6.2 1.3 45.9 26.3 19.9 9.0 22.0 5.1 8.4 6.2 0.2 9.1 12.8
Number of Traders in Each Category Total Traders: 325
10 31 14 73 74 83 40 61 43 12 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 1,044,520
Positions
268,192 170,602 412,819 35,547 4,527 10,506 54,538 158,144 240,540 0 10,960 0 22,378 36,422
Changes from: August 17, 2021 Total Change is: 34,827
-3,359 -4,131 32,780 -700 -1,000 0 2,337 2,842 3,940 0 -997 0 -171 1,393
Percent of Open Interest Represented by Each Category of Trader
25.7 16.3 39.5 3.4 0.4 1.0 5.2 15.1 23.0 0.0 1.0 0.0 2.1 3.5
Number of Traders in Each Category Total Traders: 94
19 33 47 . . . 15 18 29 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 is12,476,842
Positions
3,071,926 1,482,336 1,915,510 694,033 1,369,729 870,328 2,407,852 3,047,131 2,638,464 45,764 112,580 203,616 629,349 837,148
Changes from: August 17, 2021 Total Change is: 320,494
-49,004 -47,352 38,646 51,785 -17,783 -42,444 204,651 252,870 97,417 7,161 200 11,921 361 27,019
Percent of Open Interest Represented by Each Category of Trader
24.6 11.9 15.4 5.6 11.0 7.0 19.3 24.4 21.1 0.4 0.9 1.6 5.0 6.7
Number of Traders in Each Category Total Traders: 242
33 38 64 21 14 30 45 56 84 7 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 685,689
Positions
258,654 186,310 188,505 21,621 26,545 2,300 61,608 119,103 140,617 265 10,062 12,059 60 188
Changes from: August 17, 2021 Total Change is: 13,256
22,083 8,209 -2,635 -453 709 -143 -1,162 12,198 -4,940 -10 -699 543 -27 14
Percent of Open Interest Represented by Each Category of Trader
37.7 27.2 27.5 3.2 3.9 0.3 9.0 17.4 20.5 0.0 1.5 1.8 0.0 0.0
Number of Traders in Each Category Total Traders: 116
24 25 30 5 . . 15 26 33 5 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 133,437
Positions
44,186 43,837 22,165 12,156 4,558 300 21,197 29,574 31,495 636 200 1,208 94 100
Changes from: August 17, 2021 Total Change is: 10,180
707 4,206 1,925 -31 -33 0 2,246 -238 4,645 510 -541 244 -66 -28
Percent of Open Interest Represented by Each Category of Trader
33.1 32.9 16.6 9.1 3.4 0.2 15.9 22.2 23.6 0.5 0.1 0.9 0.1 0.1
Number of Traders in Each Category Total Traders: 81
13 19 13 4 . . 18 22 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 134,056
Positions
1,050 45,829 0 1,639 1,775 0 5,676 39,938 45,851 79,838 591 0 2 72
Changes from: August 17, 2021 Total Change is: 3,535
0 1,119 0 0 -10 0 -145 2,421 0 3,680 0 0 0 5
Percent of Open Interest Represented by Each Category of Trader
0.8 34.2 0.0 1.2 1.3 0.0 4.2 29.8 34.2 59.6 0.4 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 August 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,515
Positions
252 110 32 695 311 9 2,016 5,302 591 1,864 247 133 1,923 780
Changes from: August 17, 2021 Total Change is: 152
-36 58 -60 23 0 0 -276 -240 392 19 8 30 60 -36
Percent of Open Interest Represented by Each Category of Trader
3.4 1.5 0.4 9.2 4.1 0.1 26.8 70.6 7.9 24.8 3.3 1.8 25.6 10.4
Number of Traders in Each Category Total Traders: 78
. . . 8 . . 27 23 9 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 22,285
Positions
704 0 5 53 0 0 4,781 15,326 5,103 6,574 505 235 4,830 1,111
Changes from: August 17, 2021 Total Change is: -1,782
464 0 5 -19 0 0 -750 -506 -1,277 -277 107 -302 374 191
Percent of Open Interest Represented by Each Category of Trader
3.2 0.0 0.0 0.2 0.0 0.0 21.5 68.8 22.9 29.5 2.3 1.1 21.7 5.0
Number of Traders in Each Category Total Traders: 106
. 0 . . 0 0 16 10 4 67 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 24, 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 3,796
Positions
93 43 0 54 47 0 935 3,173 103 1,080 23 37 1,494 370
Changes from: August 17, 2021 Total Change is: -193
16 -46 0 0 -33 0 -101 -113 -2 -180 -29 -38 112 68
Percent of Open Interest Represented by Each Category of Trader
2.4 1.1 0.0 1.4 1.2 0.0 24.6 83.6 2.7 28.5 0.6 1.0 39.4 9.7
Number of Traders in Each Category Total Traders: 43
. . 0 . . 0 14 15 . 7 . .
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Traders in Financial Futures - Futures Only Positions as of August 24, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,509
Positions
1,789 21,910 0 13,042 2,189 824 15,884 17,917 1,882 7,597 1,696 18 7,473 2,073
Changes from: August 17, 2021 Total Change is: 1,933
671 0 -1 1,257 -1,971 -56 -1,212 3,398 284 540 351 -9 459 -63
Percent of Open Interest Represented by Each Category of Trader
3.7 45.2 0.0 26.9 4.5 1.7 32.7 36.9 3.9 15.7 3.5 0.0 15.4 4.3
Number of Traders in Each Category Total Traders: 124
. . 0 15 6 . 30 25 4 37 7 .
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Traders in Financial Futures - Futures Only Positions as of August 24, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 290,283
Positions
49,743 14,749 12,530 103,696 84,729 26,612 28,007 79,704 37,391 7,167 2,869 4,314 20,823 27,385
Changes from: August 17, 2021 Total Change is: -29,038
-6,224 -3,704 -273 -4,875 -13,454 78 -10,632 -2,700 -8,512 1,769 -1,614 -1,707 1,338 2,848
Percent of Open Interest Represented by Each Category of Trader
17.1 5.1 4.3 35.7 29.2 9.2 9.6 27.5 12.9 2.5 1.0 1.5 7.2 9.4
Number of Traders in Each Category Total Traders: 172
13 13 21 16 36 24 31 41 39 5 9 7
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Traders in Financial Futures - Futures Only Positions as of August 24, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 40,491
Positions
3,170 7,752 253 27,726 4,551 0 4,498 27,823 0 4,395 0 15 434 97
Changes from: August 17, 2021 Total Change is: 2,446
-40 0 0 5,759 280 0 -2,935 2,163 0 -311 0 14 -41 -11
Percent of Open Interest Represented by Each Category of Trader
7.8 19.1 0.6 68.5 11.2 0.0 11.1 68.7 0.0 10.9 0.0 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 51
. 4 . 14 4 0 6 5 0 15 0 .
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Updated August 27, 2021