Traders in Financial Futures - Futures Only Positions as of August 31, 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 170,439
Positions
31,452 65,907 1,722 38,511 26,730 5,481 35,178 31,994 8,187 13,829 1,289 1,622 34,457 27,507
Changes from: August 24, 2021 Total Change is: -1,048
2,580 -6,482 706 -1,303 -5,471 164 -2,288 7,679 402 -1,041 314 312 -580 1,328
Percent of Open Interest Represented by Each Category of Trader
18.5 38.7 1.0 22.6 15.7 3.2 20.6 18.8 4.8 8.1 0.8 1.0 20.2 16.1
Number of Traders in Each Category Total Traders: 95
11 4 5 12 15 7 20 21 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 43,060
Positions
11,190 5,092 13 2,844 12,301 1,521 16,158 5,916 448 475 642 0 10,411 17,127
Changes from: August 24, 2021 Total Change is: -643
-1,056 20 0 690 -67 -165 -208 143 431 0 0 0 -335 -1,005
Percent of Open Interest Represented by Each Category of Trader
26.0 11.8 0.0 6.6 28.6 3.5 37.5 13.7 1.0 1.1 1.5 0.0 24.2 39.8
Number of Traders in Each Category Total Traders: 47
5 . . . 14 6 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 194,010
Positions
58,021 57,156 5,456 51,346 65,898 3,036 36,864 26,987 1,844 8,451 5,106 0 28,992 28,527
Changes from: August 24, 2021 Total Change is: -2,356
-4,450 3,778 2,742 1,021 -1,455 -952 -3,244 -6,115 -153 -10 0 0 2,690 -201
Percent of Open Interest Represented by Each Category of Trader
29.9 29.5 2.8 26.5 34.0 1.6 19.0 13.9 1.0 4.4 2.6 0.0 14.9 14.7
Number of Traders in Each Category Total Traders: 118
6 11 7 17 29 14 25 21 16 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 193,999
Positions
97,773 3,461 3 41,607 88,173 5,145 28,437 59,939 1,379 700 659 0 18,955 35,240
Changes from: August 24, 2021 Total Change is: -478
-1,365 -380 -63 -548 3,040 -934 2,424 -3,011 133 0 -24 0 -125 761
Percent of Open Interest Represented by Each Category of Trader
50.4 1.8 0.0 21.4 45.5 2.7 14.7 30.9 0.7 0.4 0.3 0.0 9.8 18.2
Number of Traders in Each Category Total Traders: 115
10 4 . 16 27 10 22 32 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 705,110
Positions
50,492 359,275 9,021 402,394 132,336 30,376 56,161 94,209 15,059 41,262 6,225 5,140 95,205 53,469
Changes from: August 24, 2021 Total Change is: 6,563
-914 -2,248 -131 5,218 -761 -66 -6,371 10,838 4,511 571 -352 -89 3,834 -5,139
Percent of Open Interest Represented by Each Category of Trader
7.2 51.0 1.3 57.1 18.8 4.3 8.0 13.4 2.1 5.9 0.9 0.7 13.5 7.6
Number of Traders in Each Category Total Traders: 317
17 11 7 110 43 43 45 48 29 33 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 30,625
Positions
468 9,626 0 12,116 6,610 2,662 475 3,798 1,202 800 0 0 12,902 6,727
Changes from: August 24, 2021 Total Change is: -37
468 0 0 -4 253 0 0 -76 6 0 0 0 -507 -220
Percent of Open Interest Represented by Each Category of Trader
1.5 31.4 0.0 39.6 21.6 8.7 1.6 12.4 3.9 2.6 0.0 0.0 42.1 22.0
Number of Traders in Each Category Total Traders: 24
. . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 28,588
Positions
1,544 1,200 0 5,615 19,782 1,531 12,749 1,545 53 0 975 0 7,096 3,502
Changes from: August 24, 2021 Total Change is: -677
-197 0 0 -42 -669 -23 -476 0 53 0 0 0 8 -38
Percent of Open Interest Represented by Each Category of Trader
5.4 4.2 0.0 19.6 69.2 5.4 44.6 5.4 0.2 0.0 3.4 0.0 24.8 12.2
Number of Traders in Each Category Total Traders: 28
. . 0 6 10 4 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 182,084
Positions
70,455 3,156 1,945 43,511 87,128 4,233 39,075 44,457 1,850 6,203 3,000 0 14,812 36,315
Changes from: August 24, 2021 Total Change is: -15,552
-624 66 9 -398 -11,002 -70 -13,811 -5,136 313 -96 500 0 -875 -232
Percent of Open Interest Represented by Each Category of Trader
38.7 1.7 1.1 23.9 47.9 2.3 21.5 24.4 1.0 3.4 1.6 0.0 8.1 19.9
Number of Traders in Each Category Total Traders: 91
12 . . 11 16 6 16 28 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 49,822
Positions
0 23,552 0 31,853 128 43 11,121 23,622 51 4,241 1,524 44 2,469 858
Changes from: August 24, 2021 Total Change is: -8,395
-233 304 0 -10,104 128 0 1,156 -8,084 -38 812 -126 27 -15 -606
Percent of Open Interest Represented by Each Category of Trader
0.0 47.3 0.0 63.9 0.3 0.1 22.3 47.4 0.1 8.5 3.1 0.1 5.0 1.7
Number of Traders in Each Category Total Traders: 62
0 5 0 14 . . 24 5 . 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 153,285
Positions
5,936 93,559 805 73,260 4,045 1,524 55,745 24,257 4,683 4,224 21,190 184 6,924 3,038
Changes from: August 24, 2021 Total Change is: 1,162
-2,210 3,251 88 -295 -1,955 -345 1,101 919 1,836 370 -1,596 -172 789 -864
Percent of Open Interest Represented by Each Category of Trader
3.9 61.0 0.5 47.8 2.6 1.0 36.4 15.8 3.1 2.8 13.8 0.1 4.5 2.0
Number of Traders in Each Category Total Traders: 149
. 10 4 23 5 5 54 27 11 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 41,316
Positions
1,006 17,465 2,075 6,155 2,375 0 16,516 8,334 7,526 4,584 1,945 56 3,398 1,540
Changes from: August 24, 2021 Total Change is: 7,850
6 416 2,012 1,235 -116 -134 -3,144 -684 7,182 258 -465 47 388 -408
Percent of Open Interest Represented by Each Category of Trader
2.4 42.3 5.0 14.9 5.7 0.0 40.0 20.2 18.2 11.1 4.7 0.1 8.2 3.7
Number of Traders in Each Category Total Traders: 68
. 5 . 11 5 0 16 13 4 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 48,296
Positions
12,073 12,890 464 7,093 11,335 1,381 19,399 14,434 3,378 567 242 22 3,919 4,150
Changes from: August 24, 2021 Total Change is: 1,852
-885 1,071 -286 747 -1,616 536 835 3,143 -134 273 -390 0 766 -472
Percent of Open Interest Represented by Each Category of Trader
25.0 26.7 1.0 14.7 23.5 2.9 40.2 29.9 7.0 1.2 0.5 0.0 8.1 8.6
Number of Traders in Each Category Total Traders: 93
8 5 . 10 17 6 31 16 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 18,158
Positions
3,403 4,752 25 2,354 3,452 0 10,480 7,876 256 338 322 2 1,300 1,473
Changes from: August 24, 2021 Total Change is: 200
-119 -311 25 -199 -171 0 406 713 2 -288 227 -3 376 -282
Percent of Open Interest Represented by Each Category of Trader
18.7 26.2 0.1 13.0 19.0 0.0 57.7 43.4 1.4 1.9 1.8 0.0 7.2 8.1
Number of Traders in Each Category Total Traders: 39
. . . 4 4 0 8 16 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 54,638
Positions
15,630 20,610 636 18,144 1,726 191 10,311 10,296 479 108 15,195 0 9,141 5,507
Changes from: August 24, 2021 Total Change is: 791
452 649 120 -1,134 -53 -158 1,212 254 -10 108 -32 0 202 21
Percent of Open Interest Represented by Each Category of Trader
28.6 37.7 1.2 33.2 3.2 0.3 18.9 18.8 0.9 0.2 27.8 0.0 16.7 10.1
Number of Traders in Each Category Total Traders: 113
13 18 . 27 7 7 28 13 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 109,275
Positions
31,259 41,219 1,272 36,287 3,452 381 20,622 20,592 957 216 30,389 0 18,281 11,013
Changes from: August 24, 2021 Total Change is: 1,582
903 1,298 239 -2,267 -106 -316 2,423 508 -20 216 -63 0 404 42
Percent of Open Interest Represented by Each Category of Trader
28.6 37.7 1.2 33.2 3.2 0.3 18.9 18.8 0.9 0.2 27.8 0.0 16.7 10.1
Number of Traders in Each Category Total Traders: 113
13 18 . 27 7 7 28 13 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,197
Positions
2,521 37,293 200 33,415 0 895 2,577 3,323 0 0 0 0 2,589 486
Changes from: August 24, 2021 Total Change is: 1,646
11 1,494 0 872 0 -161 982 353 0 0 0 0 -58 -40
Percent of Open Interest Represented by Each Category of Trader
6.0 88.4 0.5 79.2 0.0 2.1 6.1 7.9 0.0 0.0 0.0 0.0 6.1 1.2
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 31, 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 601,293
Positions
39,891 145,768 50,168 258,921 76,576 52,496 41,349 73,297 54,470 25,241 70,957 2,233 76,524 75,328
Changes from: August 24, 2021 Total Change is: 8,945
1,346 4,836 3,188 1,273 -3,915 792 -3,568 -1,702 1,073 2,206 2,473 398 2,238 1,803
Percent of Open Interest Represented by Each Category of Trader
6.6 24.2 8.3 43.1 12.7 8.7 6.9 12.2 9.1 4.2 11.8 0.4 12.7 12.5
Number of Traders in Each Category Total Traders: 520
32 34 30 167 75 100 59 98 58 32 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 46,078
Positions
18,666 2,890 74 1,000 0 0 23,841 16,701 300 0 800 0 2,197 25,313
Changes from: August 24, 2021 Total Change is: 2,711
1,505 400 0 0 0 0 1,640 -7 -240 -300 800 0 106 1,758
Percent of Open Interest Represented by Each Category of Trader
40.5 6.3 0.2 2.2 0.0 0.0 51.7 36.2 0.7 0.0 1.7 0.0 4.8 54.9
Number of Traders in Each Category Total Traders: 22
6 . . . 0 0 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 33,812
Positions
13,034 26,483 0 15,777 4,093 0 2,371 631 0 0 0 0 2,630 2,605
Changes from: August 24, 2021 Total Change is: 1,853
2,042 1 0 -459 0 0 -325 -57 0 0 0 0 595 1,909
Percent of Open Interest Represented by Each Category of Trader
38.5 78.3 0.0 46.7 12.1 0.0 7.0 1.9 0.0 0.0 0.0 0.0 7.8 7.7
Number of Traders in Each Category Total Traders: 25
7 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 28,559
Positions
13,790 25,025 0 11,131 0 145 1,017 2,069 31 0 0 0 2,445 1,289
Changes from: August 24, 2021 Total Change is: -3,288
-2 -153 0 -45 -2,861 0 -389 -248 31 0 0 0 -2,883 -57
Percent of Open Interest Represented by Each Category of Trader
48.3 87.6 0.0 39.0 0.0 0.5 3.6 7.2 0.1 0.0 0.0 0.0 8.6 4.5
Number of Traders in Each Category Total Traders: 32
4 9 0 13 0 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 2,776,075
Positions
207,557 815,826 149,037 1,289,604 382,878 262,480 253,029 448,469 105,362 130,206 354,784 7,166 371,634 250,073
Changes from: August 24, 2021 Total Change is: 31,172
7,383 30,360 7,759 6,366 -19,577 3,962 -29,726 -12,160 10,248 15,028 10,864 -508 10,660 224
Percent of Open Interest Represented by Each Category of Trader
7.5 29.4 5.4 46.5 13.8 9.5 9.1 16.2 3.8 4.7 12.8 0.3 13.4 9.0
Number of Traders in Each Category Total Traders: 520
33 33 27 167 75 100 60 97 57 32 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 33,820
Positions
12,977 31,269 0 15,482 498 20 827 1,392 102 0 0 0 4,412 539
Changes from: August 24, 2021 Total Change is: 170
-153 199 0 45 0 0 -15 -115 6 0 0 0 287 80
Percent of Open Interest Represented by Each Category of Trader
38.4 92.5 0.0 45.8 1.5 0.1 2.4 4.1 0.3 0.0 0.0 0.0 13.0 1.6
Number of Traders in Each Category Total Traders: 37
8 7 0 16 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 25,992
Positions
266 25,473 0 20,641 0 0 597 0 0 0 0 0 4,488 519
Changes from: August 24, 2021 Total Change is: 613
0 1,165 0 813 0 0 -74 0 0 0 0 0 -126 -552
Percent of Open Interest Represented by Each Category of Trader
1.0 98.0 0.0 79.4 0.0 0.0 2.3 0.0 0.0 0.0 0.0 0.0 17.3 2.0
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 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 20,725
Positions
1,461 19,371 0 17,049 0 0 200 208 0 0 0 0 2,015 1,146
Changes from: August 24, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.0 93.5 0.0 82.3 0.0 0.0 1.0 1.0 0.0 0.0 0.0 0.0 9.7 5.5
Number of Traders in Each Category Total Traders: 21
. 8 0 8 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 28,735
Positions
3,104 24,286 0 21,097 0 537 1,197 1,126 0 0 0 0 2,800 2,786
Changes from: August 24, 2021 Total Change is: -2,340
-160 -2,072 0 -264 0 145 0 -243 0 0 0 0 -2,061 -170
Percent of Open Interest Represented by Each Category of Trader
10.8 84.5 0.0 73.4 0.0 1.9 4.2 3.9 0.0 0.0 0.0 0.0 9.7 9.7
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 31, 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 134,292
Positions
0 1,125 0 24,186 0 77 8,142 86,856 2,964 3,400 0 12 95,511 43,258
Changes from: August 24, 2021 Total Change is: -837
0 -487 0 -3 0 -44 2,092 -3,087 581 -2,278 0 -10 -1,175 2,210
Percent of Open Interest Represented by Each Category of Trader
0.0 0.8 0.0 18.0 0.0 0.1 6.1 64.7 2.2 2.5 0.0 0.0 71.1 32.2
Number of Traders in Each Category Total Traders: 21
0 . 0 6 0 . 4 8 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 43,452
Positions
3,992 13,050 145 24,998 20,896 2,005 2,901 3,511 67 0 297 0 9,344 3,481
Changes from: August 24, 2021 Total Change is: 302
-125 -191 11 1,058 -663 35 -571 1,151 2 0 297 0 -108 -340
Percent of Open Interest Represented by Each Category of Trader
9.2 30.0 0.3 57.5 48.1 4.6 6.7 8.1 0.2 0.0 0.7 0.0 21.5 8.0
Number of Traders in Each Category Total Traders: 70
. 7 . 31 15 10 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 454,626
Positions
124,031 46,049 5,775 198,927 155,780 38,414 47,205 130,443 6,162 3,979 48,576 121 30,012 23,306
Changes from: August 24, 2021 Total Change is: 2,890
-4,898 6,051 318 4,652 -4,889 779 -495 -3,127 665 366 2,420 35 1,468 638
Percent of Open Interest Represented by Each Category of Trader
27.3 10.1 1.3 43.8 34.3 8.4 10.4 28.7 1.4 0.9 10.7 0.0 6.6 5.1
Number of Traders in Each Category Total Traders: 325
31 12 7 86 55 51 45 67 23 8 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 32,159
Positions
5,584 30,459 0 22,977 463 0 2,175 717 6 0 0 0 1,417 514
Changes from: August 24, 2021 Total Change is: 64
0 182 0 -49 -5 0 249 0 0 0 0 0 -136 -113
Percent of Open Interest Represented by Each Category of Trader
17.4 94.7 0.0 71.4 1.4 0.0 6.8 2.2 0.0 0.0 0.0 0.0 4.4 1.6
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 August 31, 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 21,656
Positions
275 6,240 0 10,545 216 63 1,857 5,246 1,754 1,118 2,241 39 6,005 5,857
Changes from: August 24, 2021 Total Change is: 2,689
0 1,461 0 -18 0 0 788 1,375 789 0 -212 39 1,091 -763
Percent of Open Interest Represented by Each Category of Trader
1.3 28.8 0.0 48.7 1.0 0.3 8.6 24.2 8.1 5.2 10.3 0.2 27.7 27.0
Number of Traders in Each Category Total Traders: 28
. . 0 11 . . 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 57,065
Positions
12,160 7,037 1,625 8,608 3,931 441 21,800 9,014 1,810 2,749 807 0 7,872 32,400
Changes from: August 24, 2021 Total Change is: 4,165
1,352 -35 188 -149 -723 118 2,596 1,680 803 -1,079 0 0 336 2,134
Percent of Open Interest Represented by Each Category of Trader
21.3 12.3 2.8 15.1 6.9 0.8 38.2 15.8 3.2 4.8 1.4 0.0 13.8 56.8
Number of Traders in Each Category Total Traders: 65
9 7 . 10 5 6 18 11 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 412,945
Positions
37,097 241,123 10,111 266,450 81,051 56,875 20,273 7,783 851 11,086 10,174 0 10,202 4,977
Changes from: August 24, 2021 Total Change is: -6,809
580 -10,427 0 -9,197 5,372 -2,249 2,368 -1,146 186 1,101 3,204 0 402 -1,749
Percent of Open Interest Represented by Each Category of Trader
9.0 58.4 2.4 64.5 19.6 13.8 4.9 1.9 0.2 2.7 2.5 0.0 2.5 1.2
Number of Traders in Each Category Total Traders: 188
14 13 7 79 40 41 24 9 4 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 1,071,842
Positions
89,460 473,472 3,203 665,894 324,464 128,581 90,630 59,533 6,667 42,431 59,262 1,064 43,912 15,596
Changes from: August 24, 2021 Total Change is: -32,762
-7,841 -35,047 -175 -29,050 10,099 -6,742 5,712 -2,977 1,840 -1,133 1,690 31 4,596 -1,481
Percent of Open Interest Represented by Each Category of Trader
8.3 44.2 0.3 62.1 30.3 12.0 8.5 5.6 0.6 4.0 5.5 0.1 4.1 1.5
Number of Traders in Each Category Total Traders: 401
28 21 6 151 78 84 53 32 24 25 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 237,095
Positions
31,801 171,076 42,641 17,981 7,397 2,636 127,828 330 12,727 1,193 217 11 277 60
Changes from: August 24, 2021 Total Change is: 639
-1,091 -327 833 14 0 10 751 0 123 -6 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
13.4 72.2 18.0 7.6 3.1 1.1 53.9 0.1 5.4 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 89
9 23 17 13 . . 29 . 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 46,120
Positions
13,887 8,258 302 12,972 8,834 930 8,229 14,684 585 1,795 2,573 84 7,337 9,871
Changes from: August 24, 2021 Total Change is: 695
-91 37 67 -41 163 5 544 427 -94 -218 230 24 500 -164
Percent of Open Interest Represented by Each Category of Trader
30.1 17.9 0.7 28.1 19.2 2.0 17.8 31.8 1.3 3.9 5.6 0.2 15.9 21.4
Number of Traders in Each Category Total Traders: 298
28 20 4 62 47 43 41 63 27 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 230,598
Positions
69,434 41,290 1,510 64,860 44,172 4,650 41,144 73,419 2,923 8,975 12,863 418 36,684 49,353
Changes from: August 24, 2021 Total Change is: 3,475
-455 185 336 -206 816 24 2,718 2,137 -470 -1,090 1,150 119 2,499 -822
Percent of Open Interest Represented by Each Category of Trader
30.1 17.9 0.7 28.1 19.2 2.0 17.8 31.8 1.3 3.9 5.6 0.2 15.9 21.4
Number of Traders in Each Category Total Traders: 298
28 20 4 62 47 43 41 63 27 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 117,908
Positions
0 11,620 0 506 0 0 60,328 62,120 891 4,130 6,234 300 51,753 36,743
Changes from: August 24, 2021 Total Change is: 4,853
0 2,698 0 164 0 0 3,633 3,219 217 330 1,160 -14 523 -2,427
Percent of Open Interest Represented by Each Category of Trader
0.0 9.9 0.0 0.4 0.0 0.0 51.2 52.7 0.8 3.5 5.3 0.3 43.9 31.2
Number of Traders in Each Category Total Traders: 28
0 . 0 . 0 0 10 4 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 1,225,140
Positions
5,939 115,583 4,497 594,470 279,432 237,192 79,051 306,104 52,813 69,945 45,752 113 181,120 183,654
Changes from: August 24, 2021 Total Change is: -33,364
-4,062 -17,318 -2,633 -4,501 -3,559 -679 -4,504 -17,954 -3,968 2,624 5,119 -401 -15,240 8,029
Percent of Open Interest Represented by Each Category of Trader
0.5 9.4 0.4 48.5 22.8 19.4 6.5 25.0 4.3 5.7 3.7 0.0 14.8 15.0
Number of Traders in Each Category Total Traders: 172
5 15 5 56 36 54 12 33 19 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 1,263,470
Positions
27,840 85,375 918 672,874 266,570 195,543 99,005 499,378 47,090 68,461 17,548 94 151,645 150,954
Changes from: August 24, 2021 Total Change is: -65,580
-507 -15,453 -4,847 4,582 17,328 1,618 -10,295 -15,333 -43,647 282 -5,128 -1,023 -11,743 905
Percent of Open Interest Represented by Each Category of Trader
2.2 6.8 0.1 53.3 21.1 15.5 7.8 39.5 3.7 5.4 1.4 0.0 12.0 11.9
Number of Traders in Each Category Total Traders: 156
. 10 . 72 26 58 7 26 15 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 1,951,413
Positions
54,615 133,508 26,670 755,829 510,091 328,346 486,654 634,259 60,824 91,052 118,206 4,976 142,447 134,533
Changes from: August 24, 2021 Total Change is: -102,340
-12,656 20,826 -3,641 -14,382 -8,772 -16,791 48,786 -309 -74,197 -7,293 434 -8,011 -14,155 -11,879
Percent of Open Interest Represented by Each Category of Trader
2.8 6.8 1.4 38.7 26.1 16.8 24.9 32.5 3.1 4.7 6.1 0.3 7.3 6.9
Number of Traders in Each Category Total Traders: 305
14 30 16 91 46 75 42 45 28 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 3,946,457
Positions
221,815 246,372 45,195 1,478,799 1,346,863 784,122 773,159 501,404 145,440 130,111 291,443 27,350 340,466 558,268
Changes from: August 24, 2021 Total Change is: -229,077
36,391 -5,570 -7,733 -11,233 -29,433 -44,568 -27,452 -85,217 -45,718 -97,712 9,736 14,179 -45,231 -34,753
Percent of Open Interest Represented by Each Category of Trader
5.6 6.2 1.1 37.5 34.1 19.9 19.6 12.7 3.7 3.3 7.4 0.7 8.6 14.1
Number of Traders in Each Category Total Traders: 451
22 36 23 79 121 114 60 85 42 16 32 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 1,453,090
Positions
111,605 30,411 4,926 448,209 514,125 179,461 495,028 347,591 26,276 64,305 55,729 355 122,925 294,216
Changes from: August 24, 2021 Total Change is: -221,799
-7,032 -14,608 -7,658 -530 2,630 -16,962 11,741 -13,456 -178,109 -5,199 6,053 -3,000 -15,050 3,311
Percent of Open Interest Represented by Each Category of Trader
7.7 2.1 0.3 30.8 35.4 12.4 34.1 23.9 1.8 4.4 3.8 0.0 8.5 20.2
Number of Traders in Each Category Total Traders: 154
5 7 5 25 63 53 20 19 13 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 3,472,937
Positions
57,907 186,114 31,245 1,732,042 874,378 694,526 217,042 873,315 150,841 299,450 239,253 517 289,367 422,748
Changes from: August 24, 2021 Total Change is: -123,926
21,501 -35,557 -15,650 82,151 -72,572 -23,012 -107,985 83,291 -32,486 -4,304 15,686 -6,164 -37,977 -37,462
Percent of Open Interest Represented by Each Category of Trader
1.7 5.4 0.9 49.9 25.2 20.0 6.2 25.1 4.3 8.6 6.9 0.0 8.3 12.2
Number of Traders in Each Category Total Traders: 326
13 26 16 79 71 82 35 68 37 10 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 1,065,041
Positions
290,194 154,986 406,072 35,257 5,021 10,620 56,562 198,436 241,468 0 10,379 0 24,868 38,059
Changes from: August 24, 2021 Total Change is: 20,521
22,002 -15,616 -6,747 -290 494 114 2,024 40,292 928 0 -581 0 2,490 1,637
Percent of Open Interest Represented by Each Category of Trader
27.2 14.6 38.1 3.3 0.5 1.0 5.3 18.6 22.7 0.0 1.0 0.0 2.3 3.6
Number of Traders in Each Category Total Traders: 93
22 30 45 . . . 12 21 28 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 is12,654,926
Positions
3,043,624 1,517,463 1,945,235 666,785 1,405,488 905,424 2,365,532 2,989,900 2,790,816 90,917 108,547 187,068 659,525 804,985
Changes from: August 24, 2021 Total Change is: 178,084
-28,302 35,127 29,725 -27,248 35,759 35,096 -42,320 -57,231 152,352 45,153 -4,033 -16,548 30,176 -32,163
Percent of Open Interest Represented by Each Category of Trader
24.1 12.0 15.4 5.3 11.1 7.2 18.7 23.6 22.1 0.7 0.9 1.5 5.2 6.4
Number of Traders in Each Category Total Traders: 239
34 38 64 20 14 31 44 52 86 7 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 723,216
Positions
268,443 191,628 201,629 20,882 28,192 4,669 75,734 133,306 140,843 250 12,003 10,692 74 254
Changes from: August 24, 2021 Total Change is: 37,527
9,789 5,318 13,124 -739 1,647 2,369 14,126 14,203 226 -15 1,941 -1,367 14 66
Percent of Open Interest Represented by Each Category of Trader
37.1 26.5 27.9 2.9 3.9 0.6 10.5 18.4 19.5 0.0 1.7 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 119
26 24 31 4 . . 16 27 34 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 138,617
Positions
48,502 45,891 22,378 11,194 4,564 301 19,957 29,494 34,952 522 200 705 106 132
Changes from: August 24, 2021 Total Change is: 5,180
4,316 2,054 213 -962 6 1 -1,240 -80 3,457 -114 0 -503 12 32
Percent of Open Interest Represented by Each Category of Trader
35.0 33.1 16.1 8.1 3.3 0.2 14.4 21.3 25.2 0.4 0.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 78
12 18 15 . . . 16 23 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 141,839
Positions
1,050 49,446 0 1,639 1,829 0 5,809 44,097 45,807 87,533 591 0 1 69
Changes from: August 24, 2021 Total Change is: 7,783
0 3,617 0 0 54 0 133 4,159 -44 7,695 0 0 -1 -3
Percent of Open Interest Represented by Each Category of Trader
0.7 34.9 0.0 1.2 1.3 0.0 4.1 31.1 32.3 61.7 0.4 0.0 0.0 0.0
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 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 6,362
Positions
326 139 58 702 370 9 1,810 4,797 151 1,586 247 0 1,720 591
Changes from: August 24, 2021 Total Change is: -1,153
74 29 26 7 59 0 -206 -505 -440 -278 0 -133 -203 -189
Percent of Open Interest Represented by Each Category of Trader
5.1 2.2 0.9 11.0 5.8 0.1 28.5 75.4 2.4 24.9 3.9 0.0 27.0 9.3
Number of Traders in Each Category Total Traders: 73
. . . 8 . . 22 20 5 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 31, 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 :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 14,637
Positions
0 231 0 78 0 0 4,361 10,933 2,054 3,112 312 362 4,670 745
Changes from: August 24, 2021 Total Change is: -7,648
-704 231 -5 25 0 0 -420 -4,393 -3,049 -3,462 -193 127 -160 -366
Percent of Open Interest Represented by Each Category of Trader
0.0 1.6 0.0 0.5 0.0 0.0 29.8 74.7 14.0 21.3 2.1 2.5 31.9 5.1
Number of Traders in Each Category Total Traders: 97
0 . 0 . 0 0 16 9 5 62 7 4
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Traders in Financial Futures - Futures Only Positions as of August 31, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,029
Positions
118 149 0 57 58 0 1,093 3,366 96 1,193 30 28 1,444 302
Changes from: August 24, 2021 Total Change is: 233
25 106 0 3 11 0 158 193 -7 113 7 -9 -50 -68
Percent of Open Interest Represented by Each Category of Trader
2.9 3.7 0.0 1.4 1.4 0.0 27.1 83.5 2.4 29.6 0.7 0.7 35.8 7.5
Number of Traders in Each Category Total Traders: 48
. . 0 . . 0 16 12 . 11 . .
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Traders in Financial Futures - Futures Only Positions as of August 31, 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 48,837
Positions
2,889 21,910 0 12,663 1,706 771 15,092 18,060 2,535 7,298 1,759 54 7,535 2,042
Changes from: August 24, 2021 Total Change is: 328
1,100 0 0 -379 -483 -53 -792 143 653 -299 63 36 62 -31
Percent of Open Interest Represented by Each Category of Trader
5.9 44.9 0.0 25.9 3.5 1.6 30.9 37.0 5.2 14.9 3.6 0.1 15.4 4.2
Number of Traders in Each Category Total Traders: 130
. . 0 15 5 . 27 29 6 41 9 .
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Traders in Financial Futures - Futures Only Positions as of August 31, 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 311,908
Positions
59,535 13,320 12,483 108,051 96,441 26,418 40,440 93,244 30,580 6,437 3,764 6,676 21,288 28,982
Changes from: August 24, 2021 Total Change is: 21,625
9,792 -1,429 -47 4,355 11,712 -194 12,433 13,540 -6,811 -730 895 2,362 465 1,597
Percent of Open Interest Represented by Each Category of Trader
19.1 4.3 4.0 34.6 30.9 8.5 13.0 29.9 9.8 2.1 1.2 2.1 6.8 9.3
Number of Traders in Each Category Total Traders: 177
14 12 21 16 39 27 33 39 39 6 10 8
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Traders in Financial Futures - Futures Only Positions as of August 31, 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 41,554
Positions
3,190 7,960 45 26,956 4,578 0 3,921 28,425 407 6,585 51 0 450 88
Changes from: August 24, 2021 Total Change is: 1,063
20 208 -208 -770 27 0 -577 602 407 2,190 51 -15 16 -9
Percent of Open Interest Represented by Each Category of Trader
7.7 19.2 0.1 64.9 11.0 0.0 9.4 68.4 1.0 15.8 0.1 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 51
. 4 . 13 4 0 6 5 . 15 . 0
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Updated September 03, 2021